Awesome Domain — Finance

Key papers

• Deep Learning for Time Series Forecasting: A Survey (2025)
  Xiangjie Kong et al.
  11.40
• Multi-modal Time Series Analysis: A Tutorial and Survey (2025)
  Yushan Jiang et al.
  10.40
• A Model of the Fed's View on Inflation (2020)
  Thomas Hasenzagl et al.
  9.47
• FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics (2024)
  Mabsur Fatin Bin Hossain et al.
  8.75
• LangTime: A Language-Guided Unified Model for Time Series Forecasting with Proximal Policy Optimization (2025)
  Wenzhe Niu et al.
  8.67
• fev-bench: A Realistic Benchmark for Time Series Forecasting (2025)
  Oleksandr Shchur et al.
  8.16
• HQNN-FSP: A Hybrid Classical-Quantum Neural Network for Regression-Based Financial Stock Market Prediction (2025)
  Prashant Kumar Choudhary et al.
  7.95
• From Values to Tokens: An LLM-Driven Framework for Context-aware Time Series Forecasting via Symbolic Discretization (2025)
  Xiaoyu Tao et al.
  7.68
• Boundary-enhanced time series data imputation with long-term dependency diffusion models (2025)
  Chunjing Xiao et al.
  7.29
• Kronos: A Foundation Model for the Language of Financial Markets (2025)
  Yu Shi et al.
  7.17
• FinCast: A Foundation Model for Financial Time-Series Forecasting (2025)
  Zhuohang Zhu et al.
  7.17
• An Open-Source and Reproducible Implementation of LSTM and GRU Networks for Time Series Forecasting (2025)
  Gissel Velarde et al.
  7.13
• A Machine Learning Approach For Bitcoin Forecasting (2025)
  Stefano Sossi-Rojas and Gissel Velarde and Damian Zieba
  6.95
• Multimodal Stock Price Prediction (2025)
  Furkan Karada\c{s} et al.
  6.63
• Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market (2025)
  Katarzyna Ch\k{e}\'c and Bartosz Uniejewski and Rafa{\l} Weron
  6.47
• Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices (2023)
  Bartosz Uniejewski
  6.39
• Bayesian Autoregressive Online Change-Point Detection with Time-Varying Parameters (2024)
  Ioanna-Yvonni Tsaknaki et al.
  6.25
• ResNLS: An Improved Model for Stock Price Forecasting (2023)
  Yuanzhe Jia et al.
  6.24
• Forecasting S&P 500 Using LSTM Models (2025)
  Prashant Pilla and Raji Mekonen
  6.12
• The Stanford EDGAR Filings Dataset: Reconstructing U.S. Corporate and Financial Disclosures into Layout-Faithful and Token-Efficient Pretraining Data (2026)
  Nick Bettencourt et al.
  5.88
• FreEformer: Frequency Enhanced Transformer for Multivariate Time Series Forecasting (2025)
  Wenzhen Yue and Yong Liu and Xianghua Ying and Bowei Xing and Ruohao Guo and Ji Shi
  5.84
• Sensitivity Analysis of Priors in the Bayesian Dirichlet Auto-Regressive Moving Average Model (2025)
  Harrison Katz et al.
  5.82
• Cross-Modal Temporal Fusion for Financial Market Forecasting (2025)
  Yunhua Pei and John Cartlidge and Anandadeep Mandal and Daniel Gold and Enrique Marcilio and Riccardo Mazzon
  5.70
• TimeMosaic: Temporal Heterogeneity Guided Time Series Forecasting via Adaptive Granularity Patch and Segment-wise Decoding (2025)
  Kuiye Ding and Fanda Fan and Chunyi Hou and Zheya Wang and Lei Wang and Zhengxin Yang and Jianfeng Zhan
  5.63
• TimeCAP: Learning to Contextualize, Augment, and Predict Time Series Events with Large Language Model Agents (2025)
  Geon Lee et al.
  5.59
• Transformers with Attentive Federated Aggregation for Time Series Stock Forecasting (2024)
  Chu Myaet Thwal et al.
  5.51
• Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting (2025)
  Francesco Puoti et al.
  5.24
• Towards Cross-Modality Modeling for Time Series Analytics: A Survey in the LLM Era (2025)
  Chenxi Liu et al.
  4.98
• TimeSeriesScientist: A General-Purpose AI Agent for Time Series Analysis (2025)
  Haokun Zhao et al.
  4.90
• Joint Embeddings Go Temporal (2025)
  Sofiane Ennadir et al.
  4.69
• CALF: Aligning LLMs for Time Series Forecasting via Cross-modal Fine-Tuning (2024)
  Peiyuan Liu et al.
  4.63
• Forecasting Nigerian Equity Stock Returns Using Long Short-Term Memory Technique (2025)
  Adebola K. Ojo and Ifechukwude Jude Okafor
  4.58
• Benchmarking Pre-Trained Time Series Models for Electricity Price Forecasting (2025)
  Timoth\'ee Hornek Amir Sartipi and Igor Tchappi and Gilbert Fridgen
  4.53
• Generalisation Bounds of Zero-Shot Economic Forecasting using Time Series Foundation Models (2025)
  Jittarin Jetwiriyanon et al.
  4.53
• Comparative analysis of financial data differentiation techniques using LSTM neural network (2025)
  Dominik Stempie\'n and Janusz Gajda
  4.47
• Gradient Boosting Decision Tree with LSTM for Investment Prediction (2025)
  Chang Yu et al.
  4.47
• Times2D: Multi-Period Decomposition and Derivative Mapping for General Time Series Forecasting (2025)
  Reza Nematirad et al.
  4.42
• From Long News to Accurate Forecast: Importance-Aware Fusion and PRM-Guided Reflection for Time Series Forecasting (2026)
  Mingyang Liu et al.
  4.39
• TiWeaver: Unified Temporal Dynamics Modeling via Contextual Patching (2026)
  Zhe Li et al.
  4.39
• FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Finance (2026)
  Jiaze Sun et al.
  4.39
• PIVOT: Bridging Black-Scholes Implied-Volatility and Price Objectives via Differentiable J\"ackel Operator (2026)
  Raeid Saqur et al.
  4.39
• Loss Landscape Poisoning: Targeted Extraction of Unseen Training Data from LLMs (2026)
  Md Abdullah Al Mamun et al.
  4.39
• Tropical Viterbi Tubes for Decoding Uncertainty in Hidden Markov Models (2026)
  Aur\'elien Nicosia
  4.39
• Constrained Diffusion Models with Primal-Dual Inference (2026)
  Samar Hadou et al.
  4.39
• Model Validation of Agentic AI Systems: A POMDP-Based Framework for Belief-State, Forecast, and Policy Validation (2026)
  Matthew Francis Dixon
  4.39
• Martingale Doppelg\"anger-Eval: An Identification Framework for Auditing Candlestick Understanding in Vision-Language Models (2026)
  Ziyao Wang
  4.39
• Can LLMs Be CEOs? Benchmarking Strategic Resource Reallocation with Multi-Role Agent Simulation (2026)
  Yuyang Dai et al.
  4.39
• Continuous-time Optimal Stopping through Deep Reinforcement Learning (2026)
  Cosmin Borsa et al.
  4.39
• An AI Security Agent for Banking: Multi-Vector Fraud and AML Detection Across Retail and Corporate Accounts (2026)
  Joseph Walusimbi et al.
  4.39
• Closing the Feedback Loop: From Experience Extraction to Insight Governance in Verbal Reinforcement Learning (2026)
  Yanwei Cui et al.
  4.39
• FinAcumen: Financial Multimodal Reasoning via Self-Evolving Experience Memory Harness (2026)
  Pianran Guo et al.
  4.39
• Tail Dependence in EU Carbon Markets: Graphical Models of Extremes for EUA Futures (2026)
  Jan Maciejowski et al.
  4.39
• How Inference Compute Shapes Frontier LLM Evaluation (2026)
  Jessica McFadyen et al.
  4.39
• Predictive Analytics in E-Commerce for CustomerBehavior Forecasting using hybrid Ret-DNN withXGBoost Model (2026)
  Degala Pushpa Sri et al.
  4.39
• Multiple cyclicity and Wavelet Decomposition with Channel Correlation for Long-term Time Series Forecasting (2026)
  Bin Wang et al.
  4.39
• IsabeLLM: Automated Theorem Proving Applied to Formally Verifying Consensus (2026)
  Elliot Jones et al.
  4.39
• Conformal Prediction Intervals with Tail-Specific Guarantees (2026)
  Simone Cuonzo et al.
  4.39
• Small but Mighty: Enhancing Time Series Forecasting with Lightweight LLMs (2025)
  Haoran Fan et al.
  4.36
• Game-Theoretic Modeling of Heterogeneous Investor Interactions for Stock Price Forecasting (2026)
  Yong Zhang et al.
  4.33
• Algometrics: Forecasting Under Algorithmic Feedback (2026)
  Marc Schmitt
  4.33