Use the full model name on the Hub
Browse files
README.md
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- exaone
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# EXAONE Finance
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**EXAONE Finance** is a time series foundation model (TSFM) built for financial
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forecasting. It replaces self-attention with two linear-time operators β a causal
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1D convolution for temporal mixing and a group-aware pooling MLP for variate
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mixing β so cost grows linearly in both sequence length and variate count. A
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## Overview
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How EXAONE Finance differs from other time series foundation models, in the two
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choices that set a TSFM's cost and its inductive bias β how it mixes information
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along time, and along variates β and in what it was pretrained on.
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| Chronos, Chronos-Bolt, TimesFM, Lag-Llama, TimeGPT, Timer, MOMENT, Sundial, TEMPO, ROSE, Time-MoE, PatchTST-FM, Kairos, YingLong, CleanTS, TabPFN-TS, VisionTS | Attention | β | β |
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| TiRex (xLSTM), TempoPFN, FlowState, Reverso | RNN / SSM | β | β |
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| TTM (TinyTimeMixer) | MLP | MLP | β |
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| **EXAONE Finance (Ours)** | **CNN** | **MLP** | β
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EXAONE Finance is the only **attention-free convolutional** TSFM in this
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comparison, and the only one pretrained on **financial-domain data**, which we
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generate synthetically. Both of its mixers are linear-time, so cost grows
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linearly in sequence length and in variate count rather than quadratically.
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| # | Model | Tier 1 (Point) | Avg. Rank | Tier 2 (IC) | Avg. Rank | Tier 3 (Portfolio) | Avg. Rank | Rank Sum |
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| **1** | **EXAONE Finance** | **1** | **6.53** | **1** | **7.45** | **1** | **7.43** | **3** |
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| 2 | Chronos-2 (Synthetic) | 9 | 11.68 | 3 | 8.74 | 2 | 9.90 | 14 |
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| 3 | Reverso (Small) | 6 | 9.60 | 2 | 8.64 | 6 | 13.04 | 14 |
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| 4 | TiRex-1.1 | 2 | 6.98 | 4 | 9.71 | 14 | 15.76 | 20 |
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The three tiers score complementary objectives: **Tier 1** point accuracy (MASE,
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hit rate), **Tier 2** cross-sectional ranking skill (information coefficient), and
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**Tier 3** realized portfolio performance (return, Sharpe, volatility, maximum
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drawdown). EXAONE Finance ranks first in all three for a perfect rank sum of 3,
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ahead of the strongest baseline at 14, and is the only model that wins its
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head-to-head comparison against all 43 baselines (per-opponent win rate
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0.51β0.90). At 202M parameters it sits on the Pareto frontier, outperforming
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}
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```
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> The
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>
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> report, on the Hub, and in the code.
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## Contact
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- exaone
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---
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# EXAONE Forecast for Finance
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**EXAONE Forecast for Finance** is a time series foundation model (TSFM) built for financial
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forecasting. It replaces self-attention with two linear-time operators β a causal
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1D convolution for temporal mixing and a group-aware pooling MLP for variate
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mixing β so cost grows linearly in both sequence length and variate count. A
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## Overview
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How EXAONE Forecast for Finance differs from other time series foundation models, in the two
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choices that set a TSFM's cost and its inductive bias β how it mixes information
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along time, and along variates β and in what it was pretrained on.
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| Chronos, Chronos-Bolt, TimesFM, Lag-Llama, TimeGPT, Timer, MOMENT, Sundial, TEMPO, ROSE, Time-MoE, PatchTST-FM, Kairos, YingLong, CleanTS, TabPFN-TS, VisionTS | Attention | β | β |
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| TiRex (xLSTM), TempoPFN, FlowState, Reverso | RNN / SSM | β | β |
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| TTM (TinyTimeMixer) | MLP | MLP | β |
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| **EXAONE Forecast for Finance (Ours)** | **CNN** | **MLP** | β
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EXAONE Forecast for Finance is the only **attention-free convolutional** TSFM in this
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comparison, and the only one pretrained on **financial-domain data**, which we
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generate synthetically. Both of its mixers are linear-time, so cost grows
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linearly in sequence length and in variate count rather than quadratically.
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| # | Model | Tier 1 (Point) | Avg. Rank | Tier 2 (IC) | Avg. Rank | Tier 3 (Portfolio) | Avg. Rank | Rank Sum |
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| **1** | **EXAONE Forecast for Finance** | **1** | **6.53** | **1** | **7.45** | **1** | **7.43** | **3** |
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| 2 | Chronos-2 (Synthetic) | 9 | 11.68 | 3 | 8.74 | 2 | 9.90 | 14 |
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| 3 | Reverso (Small) | 6 | 9.60 | 2 | 8.64 | 6 | 13.04 | 14 |
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| 4 | TiRex-1.1 | 2 | 6.98 | 4 | 9.71 | 14 | 15.76 | 20 |
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The three tiers score complementary objectives: **Tier 1** point accuracy (MASE,
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hit rate), **Tier 2** cross-sectional ranking skill (information coefficient), and
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**Tier 3** realized portfolio performance (return, Sharpe, volatility, maximum
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drawdown). EXAONE Forecast for Finance ranks first in all three for a perfect rank sum of 3,
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ahead of the strongest baseline at 14, and is the only model that wins its
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head-to-head comparison against all 43 baselines (per-opponent win rate
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0.51β0.90). At 202M parameters it sits on the Pareto frontier, outperforming
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}
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```
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> The code package and its API use the short form **EXAONE Finance**
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> (`from exaone_forecast.finance import from_pretrained`).
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## Contact
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