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Paper · arXiv

KiT: A Foundation Model for Financial Time-Series Forecasting using DiffusionTransformers

Financial candlestick forecasting is fundamental to quantitative investment, yet it remains exceptionally challenging due to extremely low signal-to-noise ratios and vast heterogeneity across markets and instruments. Existing approaches have largely attempted to introduce deep learning to capture hidden temporal features, but most adopt an auto-regressive formulation, which leads to error accumulation during inference. Meanwhile, general-purpose time-series foundation models are not tailored to the unique structure of k-line data and yield unsatisfactory performance on downstream candlestick forecasting tasks. To tackle these problems, we introduce KiT, a K-line Diffusion Transformer foun...

AuthorsBoyu Zhang, Haorui Li
Primary categorycs.LG
Published28 September 2026
Last updated at source28 September 2026
cs.LGcs.CV
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