3 papers
cs.AI2025
LENS: Large Pre-trained Transformer for Exploring Financial Time Series Regularities
Yuanjian Xu, Anxian Liu, Jianing Hao +3
Modeling large-scale time series has gained significant attention in recent years. However, its direct application in finance remains challenging due to substantial differences in…
cs.LG2025
Adapting to the Unknown: Robust Meta-Learning for Zero-Shot Financial Time Series Forecasting
Anxian Liu, Junying Ma, Guang Zhang
Financial time series forecasting in zero-shot settings is critical for investment decisions, especially during abrupt market regime shifts or in emerging markets with limited hist…
cs.SI2025
FinRipple: Aligning Large Language Models with Financial Market for Event Ripple Effect Awareness
Yuanjian Xu, Jianing Hao, Kunsheng Tang +4
Financial markets exhibit complex dynamics where localized events trigger ripple effects across entities. Previous event studies, constrained by static single-company analyses and…