BanTech Think Tank

Dec 19, 2024 · Artificial Intelligence

Financial Time Series Forecasting: A Review of Models and Applications

This article reviews the characteristics of financial time series, outlines a standard forecasting workflow, and compares traditional statistical models (ARMA, SARIMAX) with recent deep‑learning approaches (TimesNet, TimeMixer, PatchTST), highlighting their strengths, limitations, and typical use cases in finance.