Quantitative Finance

Forecasting Financial Markets with Timestral

Philipp D. Dubach tests Mistral's Timestral-28M time-series foundation model on daily stock returns, volume and volatility, running 36 fine-tuning runs on a 16 GB MacBook Air. The original model cut stock volume forecast error by 4.7%, but fine-tuning and return forecasts showed no clear edge.

Research · AI · Time Series · Quantitative Finance · Machine Learning