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Wonbin Ahn

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Open access Sep 2026

CDTS2: Causal Downstreamer with Causally Disentangled Trend and Seasonality Time-Series Representations

CDTS2 attains the highest Interventional Robustness Score (IRS) and Disentanglement–Completeness–Informativeness (DCI) metrics, indicating that it learns causally disentangled representations that remain robust under interventions.

Juhyun Lyu, Junghee Kim, Sang-Min Lee et al. · 0 citations
#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

When Summaries Distort Decisions: Information Fidelity in LLM-Compressed Financial Analysis

Across financial filings and earnings-call transcripts, it is found that LLM-based compression can produce fluent and factually plausible compressed contexts that nevertheless alter downstream decisions, suggesting that financial compression should be evaluated not only by efficiency or factuality, but also by its abil...

Hoyoung Lee, Suhwan Park, Seung-Han Lee et al. · 3 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

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