VertiFuseX is a hybrid LSTM architecture that fuses multi‑scale temporal representations at the penultimate layer, stacking features from LSTM, Bi‑LSTM, and St‑LSTM branches and a parallel DNN stream. On 15 years of global equity index data, it reduces MAPE by 30‑54% and improves MAE and RMSE by over 40% compared to LSTM baselines, outperforming seven state‑of‑the‑art models across 33 metric‑dataset comparisons. The model is lightweight (675k parameters, 2.6 MB footprint) with 1.5 ms/sample inference latency and demonstrates robust, interpretable forecasting with reduced drawdowns in algorithmic trading simulations.
By Aashish Bohra, Vivek Vijay
arXiv:2603. 15506v2 Announce Type: replace-cross Abstract: We argue that the current practice of evaluating AI/ML time-series forecasting models, predominantly on benchmarks characterized by strong, persistent periodicities and seasonalities, obscures real progress by overlooking the performance of efficient classical methods.
By Raeid Saqur, Christoph Bergmeir, Blanka Horvath, Daniel Schmidt, Frank Rudzicz, Terry Lyons
arXiv:2602. 02288v3 Announce Type: replace Abstract: Current time-series forecasting models are primarily based on transformer-style neural networks.
By Zheng Li, Jerry Cheng, Huanying Gu
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.
By Riku Green, Zahraa S. Abdallah, Telmo M Silva Filho
arXiv:2608. 12251v1 Announce Type: cross Abstract: Financial volatility is regime dependent, yet incorporating regime information into neural networks can also destabilize training.
By Junyi Ye, Gargi Vijay Borde
arXiv:2609.39741v1 Announce Type: new
Abstract: Large forecasting applications often combine statistical, machine-learning, and neural models. These families solve the same problem but differ in fitt...
By Olivier Sprangers, Max Mergenthaler Canseco, Marco Peixeiro, Saul Caballero Ramirez, Mariana Menchero Garc\'ia, Jing-Qiang Goh, Han Wang, Nikhil Gupta, Rogelio Melo, Senbong Gee, Cristian Challu