2026
REFINEBRIDGE: GENERATIVE BRIDGE MODELS IMPROVE FINANCIAL FORECASTING BY FOUNDATION MODELS
ICASSP 2026oral
Financial time series forecasting is particularly challenging for transformer-based time series foundation models (TSFMs) due to non-stationarity, heavy-tailed distributions, and high-frequency noise present in data. Low-rank adaptation (LoRA) has become a popular parameter-efficient method for adap…