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News/When Directional Accuracy Lies: A Base-Rate-Honest Benchmark for LoRA-Adapted TimesFM on Equity Forecasting
arxiv
PublishedJuly 18, 2026 at 4:00 AM
—neutral

When Directional Accuracy Lies: A Base-Rate-Honest Benchmark for LoRA-Adapted TimesFM on Equity Forecasting

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Publisher summary· verbatim

arXiv:2607.12248v2 Announce Type: replace-cross Abstract: Large pretrained time-series models such as TimesFM are attractive for financial forecasting, but raw directional accuracy is a misleading scoreboard in equity markets. An early LoRA adapter in this project appeared to reach roughly 80% direc

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