Volatility-Clustering Adaptation for Financial Time Series

arXiv:2609.37715 · cs.LG · Submitted 2026-09-29 · Read on arXiv

cs.LG

Submitted: 2026-09-29

Updated: 2026-09-29

Code: https://github.com/DA2I2-SLM/VCA

Terminology

• Adaptation — 1× in this paper · explained in 1 episode
• Clustering — 1× in this paper · explained in 2 episodes

Sources

• Estimating or Propagating Gradients Through Stochastic Neurons for Conditional Computation
• Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting
• HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information
• Qlib: An AI-oriented Quantitative Investment Platform

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