Financial Market Applications of LLMs

• chronos-forecasting

  3 1,644 6.8 Python

  Chronos: Pretrained (Language) Models for Probabilistic Time Series Forecasting

  

There were some developments using LLMs in the timeseries domain which caught my attention.

I toyed with the Chronos forecasting toolkit [1], and the results were predictably off by wild margins [2]

What really caught my eye though was the "feel" of the predicted timeseries -- this is the first time I've seen synthetic timeseries that look like the real thing. Stock charts have a certain quality to them, once you've been looking at them long enough, you can tell more often than not whether some unlabeled data is a stock price timeseries or not. It seems the chronos LLM was able to pick up on that "nature" of the price movement, and replicate it in its forecasts. Impressive!

1: https://github.com/amazon-science/chronos-forecasting

2: https://imgur.com/a/hTRQ38d

• InfluxDB

  www.influxdata.com featured

  Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

  

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