FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting

ArXi:2502.18834v2 Announce Type: replace-cross 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: 1. Failure to account for the full spectrum of stock movement patterns observed in dynamic financial markets.