Newest papers

DSTNet: Dynamic Spectral Trajectory Network for Causal Multi-Horizon Financial Forecasting

Aashish Bohra, Lokendra Vishwakarm · 2026 · arXiv (Cornell University)

DOI: 10.48550/arxiv.2610.09654 · cited by 0 works (OpenAlex) · open-access PDF

Japanese

Wavelet ベースの強力なダウン予測者は、通常、変換をパイアウトするために、または予測の起源で単一のスペクトラルスナップショットに減らすために、およびコボレーションを生成する比率は、通常、双方向であるため、それは予測の起源を超えて読むことができます。 DSTNet 代わりに、スケール-タイムバンクの大きさの最近の進化を、原因のダイナミックスペクトラル・トラジェクトリーとして保持し、20日間の見直しで7つの追跡技術指標から構築され、一方的な Morlet 由来のフィルタバンクと明示的な燃焼入りは、左側の境界の過渡期のためのものです。 我々 は、時間と

Machine translation (Meta M2M100); the English original follows.

Abstract

Wavelet-based financial forecasters typically use the transform only to denoise, or reduce it to a single spectral snapshot at the forecast origin, and the convolution that produces the coefficients is usually bilateral, so it can read past the forecast origin. DSTNet instead retains the recent evolution of filter-bank magnitudes as a causal Dynamic Spectral Trajectory, built from seven trailing technical indicators over a twenty-day lookback with a one-sided Morlet-derived filter bank and an explicit burn-in for the left-boundary transient. A factorized Scale-Temporal Spectral Transformer attends along the time and filter-bank axes separately, a learned gate fuses the spectral branch with a CNN-BiLSTM, and horizon-specific gates emit one, three, five, and ten day forecasts in a single pass. We evaluate seven equity indices and gold under a common expanding-window protocol and an untouched one-year hold-out, against nine learned baselines and a random-walk persistence benchmark. Under MAE and MAPE, persistence is the strongest of the ten fixed competitors in 29 of the 32 series-horizon cells and DSTNet is the only model below it in every cell, by 0.7 to 0.9 percent at one day and 3.4 to 4.5 percent at ten days. At one day, paired testing favours DSTNet against the weaker learned baselines but is inconclusive against persistence and the strongest learned forecasters. A downstream allocation diagnostic does not support an equity-timing advantage on any of the seven indices.

Read in: English · Spanish · Chinese · Hindi · Arabic · Portuguese · French · German · Japanese · Russian · Korean · Indonesian · Vietnamese

Topics: Econometrics, Snapshot (computer storage), Computer science, Equity (law), Spectral analysis, Mathematics

Sources: OpenAlex (CC0), arXiv, Crossref. Agent Exchange