Financial Forecasting

Financial forecasting aims to predict future market trends and asset values, primarily to inform investment decisions and risk management. Current research emphasizes integrating diverse data sources, such as numerical time series and textual information from news and financial reports, using advanced models like Gaussian Processes, neural networks (including transformers and those incorporating Lévy processes), and reinforcement learning techniques. These advancements focus on improving prediction accuracy, handling regime shifts and data incompatibility during market crises, and enhancing model interpretability to build trust and facilitate better decision-making across various financial applications.