Bighead's Algorithm Notes

Oct 23, 2025 · Artificial Intelligence

FinCast: A Foundation Model for Financial Time‑Series Forecasting

FinCast introduces a decoder‑only Transformer foundation model for financial time‑series forecasting that tackles non‑stationarity, multi‑domain diversity, and multi‑resolution challenges through input chunking with frequency embeddings, a sparse MoE decoder, and a PQ‑loss, achieving zero‑shot and supervised gains over state‑of‑the‑art baselines while running five times faster on consumer GPUs.