Author

Guangyang Tian

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Aug 2026

TRiP-Net: Risk-driven adaptive patching for financial time series forecasting.

Results show that TRiP-Net improves the accuracy of multi-step financial time series forecasting, and outperforms several mainstream baselines, including PatchTST, Pathformer, and iTransformer, in terms of MAE, RMSE, and MAPE.

Wuzhida Bao, Guangyang Tian, Yu-Ting Cao et al. · Neural Networks · 0 citations