arXiv:2608. 02911v1 Announce Type: new Abstract: Revenue forecasts guide acquisition budgets, demand planning, and customer-based valuations, yet an aggregate forecast does not show whether change reflects acquisition, repeat purchasing, spending per order, or offsetting movements.
By Kyeongbin Kim, Daniel McCarthy, Dokyun Lee
Revenue forecasts guide acquisition budgets, demand planning, and customer-based valuations, yet an aggregate forecast does not show whether change reflects acquisition, repeat purchasing, spending per order, or offsetting movements. Using weekly transaction panels for 966 companies in 25 industries, the authors develop the Customer-Based Multi-task Transformer (CBMT), which learns shared structure, retains separate primitive forecasts, and aligns their combination with downstream revenue.
arXiv:2607. 05450v1 Announce Type: cross Abstract: This paper explores the "Granularity Paradox" in time-series forecasting, wherein finer temporal disaggregation (e.
By Hugo Moreira
arXiv:2608. 10050v1 Announce Type: new Abstract: Small and medium-sized businesses need timely financial guidance, yet historical accounting logs record self-selected and often co-occurring business changes rather than randomized recommendations.
By Shrutendra Harsola, Vignesh Subrahmaniam, Vikas Raturi, Kamalika Das, Xiang Gao, Kratika Gupta, Ruocheng Guo, Padmaja Jonnalagedda, Ananya Pramod, Sricharan Kumar
arXiv:2502. 18834v3 Announce Type: replace-cross Abstract: Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investment strategies.
By Yifan Hu, Yuante Li, Peiyuan Liu, Yuxia Zhu, Naiqi Li, Tao Dai, Shu-tao Xia, Dawei Cheng, Changjun Jiang
arXiv:2606. 24062v1 Announce Type: cross Abstract: Financial time series forecasting presents structural challenges absent from standard benchmarks.
By Cheng He, Zhenyu Guan, Xijie Liang, Defu Lian, Jiajia Li, Enhong Chen, Patrick P. C. Lee, Geng Hu, Zehao Chen