arXiv:2606. 27688v1 Announce Type: cross Abstract: In financial forecasting, predictive performance depends not only on which model is trained, but also on how the trained model is deployed.
Summary generated by The Flow from the publisher's feed. The full article lives at arXiv AI.
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).
arXiv:2608. 12251v1 Announce Type: cross Abstract: Financial volatility is regime dependent, yet incorporating regime information into neural networks can also destabilize training.
arXiv:2606. 04342v1 Announce Type: cross Abstract: Multi-step time series forecasting (MSF) is commonly evaluated using point-wise error metrics such as mean squared error (MSE), implicitly treating the conditional mean as a sufficient target.
arXiv:2606. 04074v1 Announce Type: cross Abstract: Adaptive patching is a recent and compelling proposal for time-series Transformers: allocate finer patches where the sequence looks locally informative.
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.
arXiv:2602. 16224v2 Announce Type: replace Abstract: Time series data are prone to noise in various domains, and training samples may contain low-predictability patterns that deviate from the normal data distribution, leading to training instability or convergence to poor local minima.