ProbFM: Probabilistic Time Series Foundation Model with Uncertainty Decomposition
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | Chinta, Arundeep, Tran, Lucas Vinh, Katukuri, Jay |
|---|---|
| Format: | Preprint |
| Publié: |
2026
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Optimal Quoting under Adverse Selection and Price Reading
par: Barzykin, Alexander, et autres
Publié: (2025)
par: Barzykin, Alexander, et autres
Publié: (2025)
Quality-Adjusted Hit-Ratio Targeting in Corporate Bond Market Making
par: Niang, Bouna
Publié: (2026)
par: Niang, Bouna
Publié: (2026)
Beyond the Bid-Ask: Strategic Insights into Spread Prediction and the Global Mid-Price Phenomenon
par: He, Yifan, et autres
Publié: (2024)
par: He, Yifan, et autres
Publié: (2024)
Learning to Predict Short-Term Volatility with Order Flow Image Representation
par: Lensky, Artem, et autres
Publié: (2023)
par: Lensky, Artem, et autres
Publié: (2023)
Right Place, Right Time: Market Simulation-based RL for Execution Optimisation
par: Olby, Ollie, et autres
Publié: (2025)
par: Olby, Ollie, et autres
Publié: (2025)
On the Hawkes Process with Different Exciting Functions
par: Mehrdad, Behzad, et autres
Publié: (2014)
par: Mehrdad, Behzad, et autres
Publié: (2014)
Construction and Hedging of Equity Index Options Portfolios
par: Wysocki, Maciej, et autres
Publié: (2024)
par: Wysocki, Maciej, et autres
Publié: (2024)
Trade execution games in a Markovian environment
par: Ohnishi, Masamitsu, et autres
Publié: (2024)
par: Ohnishi, Masamitsu, et autres
Publié: (2024)
Liquidity-adjusted Return and Volatility, and Autoregressive Models
par: Deng, Qi, et autres
Publié: (2025)
par: Deng, Qi, et autres
Publié: (2025)
Forecasting Liquidity Withdraw with Machine Learning Models
par: Haochuan, et autres
Publié: (2025)
par: Haochuan, et autres
Publié: (2025)
Market Making in Spot Precious Metals
par: Barzykin, Alexander, et autres
Publié: (2024)
par: Barzykin, Alexander, et autres
Publié: (2024)
Institutional Backing and Crypto Volatility: A Hybrid Framework for DeFi Stabilization
par: Sovbetov, Ihlas
Publié: (2025)
par: Sovbetov, Ihlas
Publié: (2025)
Resolution-Aware Perpetual Futures on Binary Prediction Markets: An Empirical Risk-Design Framework Using Polymarket Data
par: Nechepurenko, Maksym
Publié: (2026)
par: Nechepurenko, Maksym
Publié: (2026)
Deepening the Secondary Market: Integrating Trade Credit into Market Clearing with the Cycles Protocol
par: Fleischman, Tomaž, et autres
Publié: (2026)
par: Fleischman, Tomaž, et autres
Publié: (2026)
Risk-Based Auto-Deleveraging
par: Campbell, Steven, et autres
Publié: (2026)
par: Campbell, Steven, et autres
Publié: (2026)
Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns
par: Gharanchaei, Maysam Khodayari, et autres
Publié: (2024)
par: Gharanchaei, Maysam Khodayari, et autres
Publié: (2024)
Revisiting the Structure of Trend Premia: When Diversification Hides Redundancy
par: Etienne, Alban, et autres
Publié: (2025)
par: Etienne, Alban, et autres
Publié: (2025)
Empirical Analysis of the Model-Free Valuation Approach: Hedging Gaps, Conservatism, and Trading Opportunities
par: Chen, Zixing, et autres
Publié: (2025)
par: Chen, Zixing, et autres
Publié: (2025)
Fast Times, Slow Times: Timescale Separation in Financial Timeseries Data
par: Rosenzweig, Jan
Publié: (2026)
par: Rosenzweig, Jan
Publié: (2026)
Autodeleveraging: Impossibilities and Optimization
par: Chitra, Tarun
Publié: (2025)
par: Chitra, Tarun
Publié: (2025)
Autodeleveraging as Online Learning
par: Chitra, Tarun, et autres
Publié: (2026)
par: Chitra, Tarun, et autres
Publié: (2026)
Liquidity Jump, Liquidity Diffusion, and Crypto Wash Trading
par: Deng, Qi, et autres
Publié: (2024)
par: Deng, Qi, et autres
Publié: (2024)
ECC Analyzer: Extract Trading Signal from Earnings Conference Calls using Large Language Model for Stock Performance Prediction
par: Cao, Yupeng, et autres
Publié: (2024)
par: Cao, Yupeng, et autres
Publié: (2024)
A Random Forest approach to detect and identify Unlawful Insider Trading
par: Neupane, Krishna, et autres
Publié: (2024)
par: Neupane, Krishna, et autres
Publié: (2024)
Supervised Similarity for High-Yield Corporate Bonds with Quantum Cognition Machine Learning
par: Rosaler, Joshua, et autres
Publié: (2025)
par: Rosaler, Joshua, et autres
Publié: (2025)
MadEvolve: Evolutionary Optimization of Trading Systems with Large Language Models
par: Kvasiuk, Yurii, et autres
Publié: (2026)
par: Kvasiuk, Yurii, et autres
Publié: (2026)
History Is Not Enough: An Adaptive Dataflow System for Financial Time-Series Synthesis
par: Xia, Haochong, et autres
Publié: (2026)
par: Xia, Haochong, et autres
Publié: (2026)
TradeFM: A Generative Foundation Model for Trade-flow and Market Microstructure
par: Kawawa-Beaudan, Maxime, et autres
Publié: (2026)
par: Kawawa-Beaudan, Maxime, et autres
Publié: (2026)
Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
par: Wood, Kieran, et autres
Publié: (2023)
par: Wood, Kieran, et autres
Publié: (2023)
Forecast-to-Fill: Benchmark-Neutral Alpha and Billion-Dollar Capacity in Gold Futures (2015-2025)
par: Singha, Mainak, et autres
Publié: (2025)
par: Singha, Mainak, et autres
Publié: (2025)
A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist
par: Zhang, Wentao, et autres
Publié: (2024)
par: Zhang, Wentao, et autres
Publié: (2024)
Strict universality of the square-root law in price impact across stocks: a complete survey of the Tokyo stock exchange
par: Sato, Yuki, et autres
Publié: (2024)
par: Sato, Yuki, et autres
Publié: (2024)
Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies
par: Sato, Yuki, et autres
Publié: (2023)
par: Sato, Yuki, et autres
Publié: (2023)
A Financial Time Series Denoiser Based on Diffusion Model
par: Wang, Zhuohan, et autres
Publié: (2024)
par: Wang, Zhuohan, et autres
Publié: (2024)
Decoding OTC Government Bond Market Liquidity: An ABM Model for Market Dynamics
par: Vidler, Alicia, et autres
Publié: (2024)
par: Vidler, Alicia, et autres
Publié: (2024)
From Natural Language to Executable Option Strategies via Large Language Models
par: Luo, Haochen, et autres
Publié: (2026)
par: Luo, Haochen, et autres
Publié: (2026)
AlphaForgeBench: Benchmarking End-to-End Trading Strategy Design with Large Language Models
par: Zhang, Wentao, et autres
Publié: (2026)
par: Zhang, Wentao, et autres
Publié: (2026)
Composing Ensembles of Instrument-Model Pairs for Optimizing Profitability in Algorithmic Trading
par: Hassanizorgabad, Sahand
Publié: (2024)
par: Hassanizorgabad, Sahand
Publié: (2024)
A Comprehensive Analysis of Machine Learning Models for Algorithmic Trading of Bitcoin
par: Jabbar, Abdul, et autres
Publié: (2024)
par: Jabbar, Abdul, et autres
Publié: (2024)
MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
par: Wheeler, Aaron, et autres
Publié: (2024)
par: Wheeler, Aaron, et autres
Publié: (2024)
Documents similaires
-
Optimal Quoting under Adverse Selection and Price Reading
par: Barzykin, Alexander, et autres
Publié: (2025) -
Quality-Adjusted Hit-Ratio Targeting in Corporate Bond Market Making
par: Niang, Bouna
Publié: (2026) -
Beyond the Bid-Ask: Strategic Insights into Spread Prediction and the Global Mid-Price Phenomenon
par: He, Yifan, et autres
Publié: (2024) -
Learning to Predict Short-Term Volatility with Order Flow Image Representation
par: Lensky, Artem, et autres
Publié: (2023) -
Right Place, Right Time: Market Simulation-based RL for Execution Optimisation
par: Olby, Ollie, et autres
Publié: (2025)