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