Research paper / RESOURCE PROFILE

Foundation TS Model for Realized Volatility Forecasting

Applies a time-series foundation model to realised-volatility forecasting in financial markets.

Research & Papers
arxiv.orgPublished May 16, 2025
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Screenshot unavailableResource information and source links remain available. Foundation TS Model for Realized Volatility Forecasting — reviewed source website screenshot
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Overview

Applies a time-series foundation model to realised-volatility forecasting in financial markets.

Topics & capabilities

foundation-modelpapervolatility

Publication information

Publication title
Foundation Time-Series AI Model for Realized Volatility Forecasting
Authors
Anubha Goel, Puneet Pasricha, Martin Magris, Juho Kanniainen
Published
May 16, 2025
Last publication revision
May 16, 2025
Subject areas
q-fin.RM, q-fin.ST
Publication source
arxiv.org · abs/2505.11163v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2505.11163 ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

Explore related resources

Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
RepositoryChecked capture

DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
Research & Papers Explore →
96 Authority 96 / 100 Cited by 2 resources in this directory 2 discovery sources Directory record updated: 2026-10-11 How scoring works →

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