2 papers
cs.LG2026
RAVEN: A Regime-Aware Variable-context Expert Network for Financial Time Series Forecasting
Cheng He, Zhenyu Guan, Xijie Liang +6
Financial time series forecasting presents structural challenges absent from standard benchmarks. Log-returns are non-stationary, exhibit exceptionally low signal-to-noise (SNR) ra…
cs.LG2026
GTM: A General Time-series Model for Enhanced Representation Learning of Time-Series Data
Cheng He, Xu Huang, Gangwei Jiang +7
Despite recent progress in time-series foundation models, challenges persist in improving representation learning and adapting to diverse downstream tasks. We introduce a General T…