2 papers
q-fin.ST2026
Macro-aware time series forecasting via hierarchical mixed-frequency attention models
Daniel Cunha Oliveira, Kieran Wood, Stefan Zohren +2
Deep learning models show promise in financial forecasting, yet their generalization is often undermined by small datasets, noisy signals, and non-stationarity. While meta-learning…
cs.LG2026
A Bipartite Graph Approach to U.S.-China Cross-Market Return Forecasting
Jing Liu, Maria Grith, Xiaowen Dong +1
This paper studies cross-market return predictability through a machine learning framework that preserves economic structure. Exploiting the non-overlapping trading hours of the U.…