FinTSB
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FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting
Announce Type: replace Abstract: Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investment strategies. Not surprisingly, this area has attracted considerable attention from researchers, who have proposed a wide range of methods based on various backbones. However, the evaluation of the area often exhibits three systemic limitations: