19 citations · 20 across the 3 of their papers we have counts for
3 papers
Re(Visiting) Time Series Foundation Models in Finance
Eghbal Rahimikia, Hao Ni, Weiguan Wang
Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous dat…
Time Machine GPT
Felix Drinkall, Eghbal Rahimikia, Janet B. Pierrehumbert +1
Large language models (LLMs) are often trained on extensive, temporally indiscriminate text corpora, reflecting the lack of datasets with temporal metadata. This approach is not al…
Realised Volatility Forecasting: Machine Learning via Financial Word Embedding
Eghbal Rahimikia, Stefan Zohren, Ser-Huang Poon
We examine whether financial news can improve realised volatility forecasting using a parsimonious NLP-based framework that incorporates specialised financial word embeddings along…