arXiv Machine Learning By Junyi Ye, Ivy Gateri Wanjiku

Calibration Bets on the Past: Post-Training Quantization for Financial Time-Series Forecasting

Read the original on arXiv Machine Learning →

arXiv:2608. 12259v1 Announce Type: new Abstract: Financial forecasting models are typically developed in full precision, yet production deployment often requires low-precision inference to reduce memory and computational cost.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jul 13

Forking-Sequences: Statistically and Computationally Efficient Multi-Horizon Forecasting with Reduced Volatility

arXiv:2510. 04487v5 Announce Type: replace Abstract: While accuracy is a critical requirement for time series forecasting, an equally important desideratum is reasonable forecast volatility across forecast creation dates (FCDs).

By Willa Potosnak, Malcolm Wolff, Mengfei Cao, Ruijun Ma, Tatiana Konstantinova, Dmitry Efimov, Michael W. Mahoney, Boris Oreshkin, Kin G. Olivares