Time Series Forecasting

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Time series forecasting studies how to predict future observations from past values, often across multiple horizons and with missing data, changing regimes, or external drivers such as weather and events. Methods range from classical autoregressive and exponential-smoothing models to recurrent networks, Transformers, state-space models, decomposition and frequency-based approaches, graph models, and pretrained foundation models; probabilistic methods also estimate uncertainty. Current work increasingly combines historical patterns with covariates, retrieval, domain knowledge, and online adaptation, while targeting applications from energy and weather to health, transport, and finance. A central tension is that larger or more complex models do not reliably beat simple baselines, and benchmark accuracy may not reflect robustness, forecast structure, uncertainty calibration, or downstream decision value.

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886 papers113 papers in the last four weeks, down 19% on the four weeks before. 0.7% of all new papers.

A Review of Large Language Models for Stock Price Forecasting from a Hedge-Fund Perspective
Apr 10, 2026Olivia Zhang, Zhilin ZhangStock Price Forecasting Quantitative Finance
Hockaday School, 11600 Welch Rd, Dallas, TX 75229, USA · Lumos Alpha, Dallas, TX 75248, USA
Hierarchical Flow Decomposition for Turning Movement Prediction at Signalized Intersections
Apr 10, 2026Md Atiqur Rahman Mallick, Kamrul Hasan, Pulock Das +2Intelligent Transportation Systems Traffic Flow Estimation
Department of Electrical and Computer Engineering, Tennessee State University, Nashville, TN, USA
Zero-shot Multivariate Time Series Forecasting Using Tabular Prior Fitted Networks
Apr 9, 2026Mayuka Jayawardhana, Nihal Sharma, Kazem Meidani +3Multivariate Time Series Forecasting Time Series Forecasting
University of Maryland · Capital One
QARIMA: A Quantum Approach To Classical Time Series Analysis
Apr 9, 2026Nishikanta Mohanty, Bikash K. Behera, Badshah Mukherjee +3Time Series Forecasting Hybrid Quantum-Classical ML
Centre for Quantum Software and Information, University of Technology Sydney, Sydney, NSW 2007, Australia · Bikash’s Quantum (OPC) Pvt. Ltd., Mohanpur, West Bengal 741246, India · Universit`a degli Studi di Cagliari, Cagliari 09123, Italy +3
Auto-Configured Networks for Multi-Scale Multi-Output Time-Series Forecasting
Apr 8, 2026Yumeng Zha, Shengxiang Yang, Xianpeng WangTime Series Forecasting Multivariate Time Series Forecasting
National Frontiers Science Center for Industrial Intelligence and Systems Optimization, Northeastern University, Shenyang, China · Innovative Artificial Intelligence Cluster, Digital Future Institute, De Montfort University, Leicester, U.K. · Key Laboratory of Data Analytics and Optimization for Smart Industry (Northeastern University), Ministry of Education, Shenyang, China
Horizon-Aware Forecasting of Passenger Assistance Demand for Rail Station Workforce Planning
Apr 8, 2026Michael Sheehan, Irina TimoshenkoTime Series Forecasting
London North Eastern Railway, Digital and Innovation Department, York, UK
Bi-level Heterogeneous Learning for Time Series Foundation Models: A Federated Learning Approach
Apr 8, 2026Shengchao Chen, Guodong Long, Dikai Liu +1Time-Series Foundation Models Time Series Forecasting
Australian AI Institute, University of Technology Sydney · Robotics Institute, University of Technology Sydney
DSPR: Dual-Stream Physics-Residual Networks for Trustworthy Industrial Time Series Forecasting
Apr 8, 2026Yeran Zhang, Pengwei Yang, Guoqing Wang +1Physics-Informed Forecasting Time Series Forecasting
School of Computer Science and Engineering, University of Electronic Science and Technology of China, Chengdu, Sichuan, China · Research Center, East Hope Group Co., Ltd, Shanghai, China
On Dominant Manifolds in Reservoir Computing Networks
Apr 7, 2026Noa Kaplan, Alberto Padoan, Anastasia BizyaevaTime Series Forecasting Reservoir Computing
Department of Computer Science at Cornell University, Ithaca, NY, USA 14853 · Department of Electrical and Computer Engineering, University of British Columbia, Vancouver, BC V6T 1Z4, Canada · Sibley School of Mechanical and Aerospace Engineering at Cornell University, Ithaca, NY, USA, 14853
Thermal-GEMs: Generalized Models for Building Thermal Dynamics
Apr 7, 2026Felix Koch, Fabian Raisch, Benjamin TischlerBuilding Energy Modeling Time Series Forecasting
Technical University of Applied Sciences Rosenheim, Rosenheim, Germany · Technical University of Munich, Munich, Germany
Channel-wise Retrieval for Multivariate Time Series Forecasting
Apr 7, 2026Junhyeok Kang, Jun Seo, Soyeon Park +4Multivariate Time Series Forecasting Frequency-Domain Time Series Modeling
LG AI Research, Republic of Korea
A physics-informed, behavior-aware digital twin for robust multimodal forecasting of core body temperature in precision livestock farming
Apr 5, 2026Riasad Alvi, Mohaimenul Azam Khan Raiaan, Sadia Sultana Chowa +6Precision Livestock Farming Time Series Forecasting
Applied Artificial INtelligence and Intelligent Systems (AAIINS) Laboratory, Dhaka 1217, Bangladesh · Department of Computer Science and Engineering, United International University, Dhaka 1212, Bangladesh · Department of Data Science and Artificial Intelligence, Monash University, Melbourne 3800, Australia +5
GCA-BULF: A Bottom-Up Framework for Short-Term Load Forecasting Using Grouped Critical Appliances
Apr 4, 2026Yunhao Yao, Jinwei Fang, Puhan Luo +3Electricity Load Forecasting Time Series Forecasting
University of Science and Technology of China (USTC)
Time-Warping Recurrent Neural Networks for Transfer Learning
Apr 2, 2026Jonathon HirschiTransfer Learning Recurrent Neural Networks
University of Colorado Denver
Network Structure in UK Payment Flows: Evidence on Economic Interdependencies and Implications for Real-Time Measurement
Apr 2, 2026Aditya HumnabadkarFinancial Forecasting Time Series Forecasting
Office for National Statistics, UK
Bridging Deep Learning and Integer Linear Programming: A Predictive-to-Prescriptive Framework for Supply Chain Analytics
Apr 2, 2026Khai Banh Nghiep, Duc Nguyen Minh, Lan Hoang ThiSupply Chain Optimization Supply Chain Management
Tran Dai Nghia Secondary and High School, Vietnam · AI engineer Vietnam · University of Languages and International studies
Forecasting Supply Chain Disruptions with Foresight Learning
Apr 1, 2026Benjamin Turtel, Paul Wilczewski, Kris SkotheimProbabilistic Forecasting Supply Chain Management
Lightning Rod Labs
Embedded Variational Neural Stochastic Differential Equations for Learning Heterogeneous Dynamics
Apr 1, 2026Sandeep Kumar Samota, Reema Gupta, Snehashish ChakravertyLatent Dynamics Modeling Time Series Forecasting
Department of Mathematics, National Institute of Technology, Rourkela, India · Poverty Alleviation Research Centre, National Institute of Technology, Rourkela, India
Forecast collapse of transformer-based models under squared loss in financial time series
Mar 31, 2026Pierre AndreolettiTime Series Forecasting Time Series Transformers
IDP · Institut Denis Poisson, UMR C.N.R.S. 7013, France.
MR-ImagenTime: Multi-Resolution Time Series Generation through Dual Image Representations
Mar 30, 2026Xianyong Xu, Yuanjun Zuo, Zhihong Huang +4Time Series Modeling Time Series Forecasting
Department, State Grid Hunan Electric Power Company Limited Research Institute & Hunan Province Engineering Technology Research Center of Electric Power Multimodal Perception and Edge Intelligence, Changsha, Hunan, China. · College of Computer Science, Hunan University, Changsha, Hunan, China.
Neural Federated Learning for Livestock Growth Prediction
Mar 30, 2026Shoujin Wang, Mingze Ni, Wei Liu +6Federated Learning Time Series Forecasting
University of Technology Sydney, Sydney, Australia · AgriWebb, Sydney, Australia · Queensland University of Technology, Brisbane, Australia
RG-TTA: Regime-Guided Meta-Control for Test-Time Adaptation in Streaming Time Series
Mar 29, 2026Indar Kumar, Akanksha Tiwari, Sai Krishna Jasti +1Test-Time Adaptation Continual Test-Time Adaptation
independent researchers
Multimodal Forecasting for Commodity Prices Using Spectrogram-Based and Time Series Representations
Mar 28, 2026Soyeon Park, Doohee Chung, Charmgil HongTime Series Forecasting Multivariate Time Series Forecasting
Handong Global University, Pohang, Republic of Korea · Impactive AI, Seoul, Republic of Korea
StretchCast: Global-Regional AI Weather Forecasting on Stretched Cubed-Sphere Mesh
Mar 28, 2026Jin FengWeather Forecasting Time Series Forecasting
Institute of Urban Meteorology, China Meteorological Administration (IUM, CMA), Beijing, China · LeadSee Team, Beijing Meteorological Service
Forecastability as an Information-Theoretic Limit on Prediction
Mar 28, 2026Peter Maurice CattTime Series Forecasting Information-Theoretic Lower Bounds
Independent Researcher, Auckland, New Zealand
A Benchmark of Classical and Deep Learning Models for Agricultural Commodity Price Forecasting on A Novel Bangladeshi Market Price Dataset
Mar 27, 2026Tashreef Muhammad, Tahsin Ahmed, Meherun Farzana +7Time Series Forecasting Forecasting Benchmarks
Department of Computer Science and Engineering, Southeast University, Dhaka, Bangladesh · Department of Computer Science and Engineering, University of Dhaka, Bangladesh
Dynamic Tokenization via Reinforcement Patching: End-to-end Training and Zero-shot Transfer
Mar 27, 2026Yulun Wu, Sravan Kumar Ankireddy, Samuel Sharpe +4Multiscale Time-Series Modeling Time Series Forecasting
Capital One · University of Texas, Austin
QuitoBench: A High-Quality Open Time Series Forecasting Benchmark
Mar 27, 2026Siqiao Xue, Zhaoyang Zhu, Wei Zhang +7Time Series Forecasting Time Series Modeling
Ant Group
Interpretable PM2.5 Forecasting for Urban Air Quality: A Comparative Study of Adaptive Time-Series Models
Mar 26, 2026Moazzam Umer Gondal, Hamad ul Qudous, Asma Ahmad Farhan +1Air Quality Prediction Time Series Forecasting
School of Computing, National University of Computer & Emerging Sciences (FAST), Lahore 54000, Pakistan · College of Computing and Informatics, Saudi Electronic University, Riyadh, 11673, Saudi Arabia
Dissimilarity-Based Persistent Coverage Control of Multi-Robot Systems for Improving Solar Irradiance Prediction Accuracy in Solar Thermal Power Plants
Mar 26, 2026Haruki Kawase, Taiga Sugawara, A. Daniel CarnereroSolar Irradiance Forecasting Multi-Robot Systems
Graduate School of Engineering Science, The University of Osaka, Osaka, Japan.

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A Review of Large Language Models for Stock Price Forecasting from a Hedge-Fund Perspective

Olivia Zhang, Zhilin Zhang

Hockaday School, 11600 Welch Rd, Dallas, TX 75229, USA · Lumos Alpha, Dallas, TX 75248, USA

Stock Price Forecasting Quantitative Finance LLM-Based Time Series Forecasting Time Series Forecasting

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Large language models (LLMs) are increasingly deployed in quantitative finance for stock price forecasting. This review synthesizes recent applications of LLMs in this domain, including extracting sentiment from financial news and social media, analyzing financial reports and earnings-call transcripts, tokenizing or symbolizing stock price series, and constructing multi-agent trading systems. Particular attention is paid to practical pitfalls that are often understated in the literature, such as fragility in sentiment analysis, dataset and horizon design, performance evaluation metrics, data leakage, illiquidity premia, and limits of stock price predictability. Organized from a hedge-fund perspective, the review is intended to guide both academic researchers and hedge fund managers in integrating LLMs into real-world trading pipelines and in stress-testing their robustness under realistic market frictions.