pith:5YGVBCPG
FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting
FinTSB benchmark categorizes stock movements into four parts, standardizes metrics in three dimensions, and models trading constraints to fix evaluation gaps.
arxiv:2502.18834 v3 · 2025-02-26 · cs.CE · cs.LG
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Record completeness
Claims
FinTSB addresses the diversity gap, standardization deficit, and real-world mismatch in financial time series forecasting evaluations by categorizing movement patterns into four parts, standardizing metrics across three dimensions, and modeling regulatory constraints including transaction fees.
The assumption that categorizing movement patterns into four specific parts, tokenizing and pre-processing the data, and assessing quality via sequence characteristics sufficiently covers the full spectrum of stock movement patterns observed in dynamic financial markets (as invoked to address the Diversity Gap).
FinTSB introduces a benchmark addressing diversity, standardization, and real-world applicability gaps in financial time series forecasting evaluations.
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Receipt and verification
| First computed | 2026-06-02T02:04:46.425358Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
ee0d5089e62e112795073fc6e59c60693c536513b692f7447c387863308296d0
Aliases
· · · · ·Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/5YGVBCPGFYISPFIHH7DOLHDANE \
| jq -c '.canonical_record' \
| python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: ee0d5089e62e112795073fc6e59c60693c536513b692f7447c387863308296d0
Canonical record JSON
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