most citedTS-Agent: Understanding and Reasoning Over Raw Time Series via Iterative Insight Gathering

1 citations · 1 across the 4 of their papers we have counts for

collaborators

9 papers

stat.ML2026

Entropic Projection Alignment: Estimating, Explaining, and Improving Model Performance Under Distribution Shift

Salim I. Amoukou, Emanuele Albini, Tom Bewley +2

We propose a unified framework for addressing three key challenges of distribution shift: (1) estimating a model's performance on an unlabeled target domain, (2) explaining the shi…

stat.ML2026

Correcting Split Selection in Online Decision Trees via Anytime-Valid Inference

Salim I. Amoukou, Saumitra Mishra, Manuela Veloso

Bagging-based ensembles, most notably Adaptive Random Forests, are among the strongest performers for learning from data streams. A common denominator across these methods is their…

cs.LG2026

Dynamic Linear Coregionalization for Realistic Synthetic Multivariate Time Series

Annita Vapsi, Penghang Liu, Saheed Obitayo +8

Synthetic data is essential for training foundation models for time series (FMTS), but most generators assume static correlations, and are typically missing realistic inter-channel…

cs.AI20261 cited

TS-Agent: Understanding and Reasoning Over Raw Time Series via Iterative Insight Gathering

Penghang Liu, Elizabeth Fons, Annita Vapsi +5

Large language models (LLMs) exhibit strong symbolic and compositional reasoning, yet they struggle with time series question answering as the data is typically transformed into an…

cs.LG2026

TradeFM: A Generative Foundation Model for Trade-flow and Market Microstructure

Maxime Kawawa-Beaudan, Srijan Sood, Kassiani Papasotiriou +2

Foundation models have transformed domains from language to genomics by learning general-purpose representations from large-scale, heterogeneous data. We introduce TradeFM, a 524M-…

cs.CL2025

AI Analyst: Framework and Comprehensive Evaluation of Large Language Models for Financial Time Series Report Generation

Elizabeth Fons, Elena Kochkina, Rachneet Kaur +5

This paper explores the potential of large language models (LLMs) to generate financial reports from time series data. We propose a framework encompassing prompt engineering, model…