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Text2TimeSeries: Enhancing Financial Forecasting through Time Series
  Prediction Updates with Event-Driven Insights from Large Language Models

Text2TimeSeries: Enhancing Financial Forecasting through Time Series Prediction Updates with Event-Driven Insights from Large Language Models

4 July 2024
Litton J. Kurisinkel
Pruthwik Mishra
Yue Zhang
ArXivPDFHTML

Papers citing "Text2TimeSeries: Enhancing Financial Forecasting through Time Series Prediction Updates with Event-Driven Insights from Large Language Models"

3 / 3 papers shown
Title
Informer: Beyond Efficient Transformer for Long Sequence Time-Series
  Forecasting
Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting
Haoyi Zhou
Shanghang Zhang
J. Peng
Shuai Zhang
Jianxin Li
Hui Xiong
Wan Zhang
AI4TS
169
3,900
0
14 Dec 2020
Model-Agnostic Meta-Learning for Fast Adaptation of Deep Networks
Model-Agnostic Meta-Learning for Fast Adaptation of Deep Networks
Chelsea Finn
Pieter Abbeel
Sergey Levine
OOD
365
11,700
0
09 Mar 2017
Dynamic Covariance Models for Multivariate Financial Time Series
Dynamic Covariance Models for Multivariate Financial Time Series
Yue Wu
José Miguel Hernández-Lobato
Zoubin Ghahramani
67
45
0
18 May 2013
1