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q-fin.CP2025
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…
cs.LG2025
SPDEBench: An Extensive Benchmark for Learning Stochastic PDEs
Yuantu Zhu, Zheyan Li, Dai Shi +8
Stochastic Partial Differential Equations (SPDEs) driven by random noise play a central role in modeling physical processes with rough spatio-temporal dynamics, such as turbulence…