Skip to content

Author

Dongwan Kang

We have 6 of 14 papers

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

#machine learning Preprint Sep 2026

PALM: Point-in-Time Adaptation for Financial Language Models

It is shown that the annual pretraining run is not necessary, and it is found that a small adapter is enough to add a new period to the knowledge an old checkpoint already encodes, and that this outperforms continued pretraining.

Seung-Han Lee, Jun Seo, Jaehoon Lee et al. · 0 citations
#artificial intelligence Preprint Sep 2026

Explaining Time Series Forecasting with Horizon-Resolved Attribution

This paper proposes Horizon-Resolved eXplanation, which adds a horizon axis to the explanation, so that every forecast step receives its own importance map, and shows that this step-wise dependence is low-dimensional, as the explanations of all steps are built from a few shared maps whose number does not grow with the...

Seung-Han Lee, Jun Seo, Jaehoon Lee et al. · 0 citations
#artificial intelligence Preprint Aug 2026

EXAONE Finance 1.0: An Attention-free Time Series Foundation Model for Financial Time Series

ExAONE Finance is pretrained on a synthetic financial corpus whose generative process is designed to reproduce the properties of financial series such as heavy tails, volatility clustering, jumps, regime shifts, and cross-asset dependence, combined with a domain-agnostic synthetic source.

Seung-Han Lee, Jaehoon Lee, Jun Seo et al. · 2 citations
Preprint Aug 2026

ReasonCast: Towards Explainable Time Series Forecasting with Reasoning

ReasonCast, the recipe for finetuning any LLM to perform both tasks jointly, yields a model that generates a reasoning chain and a forecast together in a single autoregressive pass, and Extensive experiments show that ReasonCast outperforms both LLMs and TS models on prediction accuracy while producing verifiable, caus...

Seung-Han Lee, Jun Seo, Jaehoon Lee et al. · 0 citations
Preprint Aug 2026

FinVerse: Financial Time-Series Benchmark

FinVerse is introduced, a finance-domain time-series forecasting benchmark that takes a first step toward more realistic evaluation and highlights the need for domain-aware benchmarks that evaluate models under objectives closer to real-world decision making.

Jaehoon Lee, Jun Seo, Seung-Han Lee et al. · 1 citation

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.