financial time series

Kronos: A Foundation Model for the Language of Financial Markets AAAI 2026 Multi-Scale Temporal Neural Network for Stock Trend Prediction Enhanced by Temporal Hyepredge Learning IJCAI 2025 Transfer Learning in Financial Time Series with Gramian Angular Field (Student Abstract) AAAI 2025 From GARCH to Neural Network for Volatility Forecast AAAI 2024 Generative Learning for Financial Time Series with Irregular and Scale-Invariant Patterns ICLR 2024 The LOB Recreation Model: Predicting the Limit Order Book from TAQ History Using an Ordinary Differential Equation Recurrent Neural Network AAAI 2021 A Quantum-inspired Entropic Kernel for Multiple Financial Time Series Analysis IJCAI 2020 Cross-sectional Learning of Extremal Dependence among Financial Assets NeurIPS 2019 Parsimonious Quantile Regression of Financial Asset Tail Dynamics via Sequential Learning NeurIPS 2018 Gaussian Process Volatility Model NeurIPS 2014 Gaussian Process Conditional Copulas with Applications to Financial Time Series NeurIPS 2013 Learning Connections in Financial Time Series ICML 2013 Selective Prediction of Financial Trends with Hidden Markov Models NeurIPS 2011