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HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of M

Publication: HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning. Published Jun 12, 2024.

arxiv.orgPublished Jun 12, 2024
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Overview

Publication: HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning. Published Jun 12, 2024.

Publication information

Publication title
HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning
Authors
Francesco Audrino, Jonathan Chassot
Published
Jun 12, 2024
Last publication revision
Jun 12, 2024
Subject areas
q-fin.ST, econ.EM, q-fin.CP
Publication source
arxiv.org · abs/2406.08041v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2406.08041 ↗

Discovery references

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

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

GitHub stars
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Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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