How do standard time series forecasting benchmarks translate to finance? A broad study of risk adjusted performance

arXiv:2603.01820 · q-fin.TR, cs.LG · Submitted 2026-03-02 · Read on arXiv

q-fin.TR, cs.LG

Submitted: 2026-03-02

Updated: 2026-10-22

Terminology

• Benchmark — 4× in this paper · explained in 2 episodes
• Robustness — 2× in this paper · explained in 6 episodes
• Computational Efficiency — 1× in this paper · explained in 2 episodes
• Hybrid Model — 1× in this paper · explained in 2 episodes
• Hybrid Models — 1× in this paper · explained in 2 episodes
• Time Series Forecasting — 1× in this paper · explained in 4 episodes
• Transformer — 1× in this paper · explained in 2 episodes
• Variable Selection Networks — 1× in this paper

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