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3 papers in the last four weeks, down 57% on the four weeks before. 0.0% of all new papers.

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  1. HAN-Mamba: Hierarchical Selective State Space Networks for Multi-Scale Financial Volatility Forecasting

    Oct 7, 2026Mihai Bogdan Deaconu, Ioan Daniel PopTime Series ForecastingFinancial Time Series

    Faculty of Mathematics and Computer Science, Babeş-Bolyai University, Cluj-Napoca, Romania

  2. Towards Financial World Modeling

    Oct 6, 2026Humzah Merchant, Alec Guthrie, Simon Mahns +2Representation LearningTime Series Representation Learning

    University of Chicago · Johns Hopkins University · Brown University

  3. StaFIR: Convex Learning of Stationarity-Aware Causal Filters

    Oct 5, 2026Lorena Egger, Mathis LingerTime Series ForecastingFinancial Time Series

    Drakai Capital Paris

  4. VertiFuseX: Generalizable Financial Forecasting via Multi-Stream Temporal Fusion

    Sep 14, 2026Aashish Bohra, Vivek VijayFinancial ForecastingNon-Stationary Time Series Forecasting

    Department of Computer Science and Engineering, Indian Institute of Technology Jodhpur, Jodhpur, Rajasthan, India · Department of Mathematics, Indian Institute of Technology Jodhpur, Jodhour, Inida

  5. A Hybrid LSTM-XGBoost Framework for Multi-Horizon Stock Return Prediction Across Diversified Equity Portfolios

    Sep 14, 2026Seif ElDein Mostafa, Yahia Ahmed, Farah Datwish +1Financial ForecastingTime Series Forecasting

    Faculty of Computer Science MSA University Giza, Egypt

  6. CryptoL: Towards Scale Dominance and Physics Constraints Mitigation in Financial Multivariate Time Series Forecasting

    Sep 12, 2026Yalda Taheri, Mohammad Hassan Heydari, Armon Rasooli +3Multivariate Time Series ForecastingFinancial Forecasting

  7. An Open-Source, Event-Driven Pipeline for Cryptocurrency Market Data: Ingestion, Forecasting, and On-Chain Fraud Detection

    Aug 30, 2026Basil Sajid Shaikh, Melrick Mascarenhas, Nuzhat Faiz ShaikhFinancial Fraud DetectionFinancial Time Series

    Seattle, WA, USA · San Diego, CA, USA · Pune, India

  8. DYSANOS Generative Dynamic Smooth Arbitrage-free Non-parametric Option Surfaces

    Aug 12, 2026Hans Buehler, Blanka Horvath, Anastasis Kratsios +1Quantitative FinanceGenerative Modeling

    Mathematical Institute and Oxford-Man Institute, University of Oxford. · McMaster University and Vector Institute.

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

    Aug 12, 2026Junyi Ye, Ivy Gateri WanjikuFinancial Forecasting4-Bit Quantization

    School of Computing, Montclair State University · Montclair, New Jersey, USA

  10. Regime-Gated Residual Mixture-of-Experts for Cross-Sectional Volatility Forecasting

    Aug 12, 2026Junyi Ye, Gargi Vijay BordeQuantitative FinanceNon-Stationary Time Series Forecasting

    School of Computing, Montclair State University · Montclair, New Jersey, USA

  11. AI-Driven Multiscenario Interest Rate Forecasting: A Proof of Concept for Banking Asset Management

    Aug 12, 2026Ekkehardt Bauer, Dirk Holländer, Linus Wolff +3Multivariate Time Series ForecastingFinancial Time Series

    zeb.rolfes.schierenbeck.associates Ltd. · zeb Institute for Financial Services, University Witten/Herdecke

  12. LabelFusion-TS: Fusing Large Language Models, Transformer Encoders, and Financial Time Series for Monetary-Policy Stance Classification

    Aug 12, 2026Michael Schlee, Fabian Lukassen, Christoph WeisserFinancial Sentiment AnalysisFinancial Time Series

    Centre for Statistics, Georg-August-Universität Göttingen, Germany · Hochschule Bielefeld (HSBI) - University of Applied Sciences and Arts, Bielefeld, Germany

  13. Long-Horizon Forecasting of Complete Financial Statements with Forma

    Aug 11, 2026Travis L. Johnson, Jiannan Jiang, Soumyabrata Chaudhuri +3Long-Term Time Series ForecastingFinancial Forecasting

    University of Texas at Austin, Austin, TX, USA

  14. Hybrid Neural-Classical Correction for Frozen Time Series Foundation Models: A Comprehensive Ablation Study on High-Frequency Stock Prediction

    Aug 9, 2026Kasun Dewage, Suranadi De Silva, Shankhadeep MondalResidual LearningTime Series Forecasting

    Dept. of Mathematics University of Central Florida Orlando, FL, USA · Dept. of Computer Science University of Central Florida Orlando, FL, USA

  15. Accounting Graph Transformer for Short-History Multi-KPI Forecasting in Small Businesses

    Aug 7, 2026Shrutendra Harsola, Vignesh SubrahmaniamMultivariate Time Series ForecastingFinancial Forecasting

    Foresight-AI, Intuit Bangalore, India

  16. FinVerse: Financial Time-Series Benchmark

    Aug 4, 2026Jaehoon Lee, Jun Seo, Seunghan Lee +9Benchmark DesignFinancial Forecasting

    LG AI Research

  17. Latent-Regime Bias Auditing for Volatility Forecasting

    Aug 3, 2026Arthur Chagas, Pedro Bento, Yan Aquino +3Time Series ForecastingFinancial Time Series

    Department of Computer Science Universidade Federal de Minas Gerais – UFMG Belo Horizonte, Brazil

  18. LLM-Based vs. Lexicon-Based Sentiment Signals for Tail-Risk Detection in Meme Stocks

    Jul 27, 2026Paul Kilian, Markus KleffmannSocial Media AnalysisSentiment Analysis

    IU International University of Applied Sciences, Erfurt, Germany

  19. Extreme Volatility Warning under Label Scarcity via Multi-Source Anomaly Fusion

    Jul 26, 2026Jin Qian, Zhangzhi Xiong, Mingrui Li +1Multimodal Anomaly DetectionFinancial Time Series

    ShanghaiTech University, Shanghai, China

  20. Bitcoin Price Direction Prediction via Regime-Aware Multi-Modal Fusion of Social Sentiment and Technical Features

    Jul 25, 2026Muhammad Abdullah HaroonQuantitative FinanceTime Series Classification

    Department of Computer Science, FAST National University of Computer and Emerging Sciences (FAST-NUCES), Lahore, Pakistan

  21. Susceptible Reservoir Architectures for Regime-Conditional Volatility Forecasting

    Jul 24, 2026Aliaksei KaliutauQuantitative FinanceTime Series Forecasting

    Monodromy, London, United Kingdom.

  22. Optimizing Transformer Neural Network for Real-Time Outlier Detection on FPGAs

    Jul 24, 2026Ilia Sobakinskikh, Paul Alexander BilokonTransformer InferenceFinancial Time Series

  23. Predictive Extrema, Unprofitable Policies: An AI-Assisted Audit of Candle-Based Binance Spot Timing Models

    Jul 21, 2026Ayoub JadouliQuantitative FinanceAlgorithmic Auditing

    Computer Science and Smart Systems, Faculty of Sciences and Technology Abdelmalek Essaâdi University, Tangier, Morocco

  24. Volatility-Aware Extreme Event Detection in High-Frequency Financial Markets

    Jul 20, 2026Maorufa Zaman, Haris Md SahedQuantitative FinanceFinancial Time Series

    Department of Digital Business & Innovation

  25. A Comparative Analysis of Machine Learning Models for Long and Short-Term Forecasting of the Egyptian Stock Market: A Focus on EGX30

    Jul 15, 2026Muhammed Walid, Ahmed El-Naeimy, Hosam Moubarak +1Long-Term Time Series ForecastingRecurrent Neural Networks

    Cyber Physical Lab, Department of Computer Science & Engineering · Egypt-Japan University Of Science and Technology, Alexandria, Egypt · Accounting Department +1

  26. VAIOM: Continuous-Input, Discrete-Output Decoder-Only Financial Sequence Modeling

    Jul 15, 2026Yiming Ma, Xinyu ChenDecoder-Only Language ModelsTime Series Forecasting

  27. When Directional Accuracy Lies: A Base-Rate-Honest Benchmark for LoRA-Adapted TimesFM on Equity Forecasting

    Jul 14, 2026Taizhen CheungFinancial ForecastingTime Series Forecasting

  28. Macroeconomic Message Passing for Anticipating Foreign Exchange Regime Changes: A Deep Logical Learning Approach using Graph Tsetlin Machines

    Jul 7, 2026Christian Blakely, Melanie GilmoreQuantitative FinanceFinancial Time Series

    †Centre for Artificial Intelligence Research, University of Agder, Norway · ‡Head of AI, Bernoly AG, Zurich, Switzerland · ¶La Jolla Private Wealth Group, Wells Fargo Advisors, La Jolla, CA, USA

  29. Heads, Not Backbones: Output Heads Dominate Architectures on Fat-Tailed Returns

    Jun 29, 2026Sichao He, Yansong ZhangQuantitative FinanceFinancial Forecasting

    Peking University · Academy for Advanced Interdisciplinary Studies · Beijing, China +2

  30. Fast Numbers, Slow Language: Bridging Quantitative and Qualitative Earnings Signals

    Jun 29, 2026Ding Yu, Zhuo Liu, Hao Zhang +1Quantitative FinanceFinancial Sentiment Analysis

    University of Rochester · Rochester Institute of Technology