arxiv
PublishedOctober 27, 2026 at 4:00 AM
How do standard time series forecasting benchmarks translate to finance? A broad study of risk adjusted performance
Publisher summary· verbatim
arXiv:2603.01820v2 Announce Type: replace-cross Abstract: Forecasting financial asset returns is challenging due to low signal-to-noise ratios, non-stationarity and heavy-tailed distributions. We benchmark 16 deep learning architectures for time series forecasting, including Transformers, State Spac
Stay posted· Newsletter
Three short emails a week: Monday, Wednesday and Friday. Top movers, new models and the most-referenced story.
Your email is used only to send The Bubble Brief. Privacy policy
Discussion
No replies yet. Be first.
The Bubble Brief
MON · WED · FRIRead AI insights every Monday, Wednesday and Friday — top movers, new models, story of the week.
Your email is used only to send The Bubble Brief. Privacy policy
Originally published on arxiv ↗