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:2608. 08825v1 Announce Type: cross Abstract: Foundation models for time series forecasting demonstrate impressive zero-shot generalization but often underperform on specialized domains such as high-frequency finance.
By Kasun Dewage, Suranadi De Silva, Shankhadeep Mondal
arXiv:2608. 11675v1 Announce Type: new Abstract: Coupon campaigns seek to lift both conversion and revenue, but gross merchandise value (GMV) follows a deterministic funnel from conversion to conditional order value and is zero-inflated and heavy-tailed.
By Yu Zhang (AMap Alibaba Group, Beijing, China), Zhihan Wang (AMap Alibaba Group, Beijing, China), Guanlin Chen (AMap Alibaba Group, Beijing, China), Min Jiang (AMap Alibaba Group, Beijing, China), Shuai Li (AMap Alibaba Group, Beijing, China)
RATL is a plug‑in method for multivariate time‑series forecasting that uses a frozen base forecaster to build a memory of its historical forecast residuals. During inference, RATL retrieves residual trajectories from similar past contexts and employs a set‑aware router to combine them, providing learned feedback correction. Experiments demonstrate that this residual‑retrieval approach improves the performance of the base forecaster across various benchmarks and backbones.
By Yuchen He, Yueyang Cang, Zhiyuan Ning, Ningyu Wang, Li Shi
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: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