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...
| Authors | Boyu Zhang, Haorui Li |
|---|---|
| Primary category | cs.LG |
| Published | 28 September 2026 |
| Last updated at source | 28 September 2026 |
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- Lucifer744/KiT_data_demoDataset · cited by
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- Lucifer744/KiT_data_demoDataset
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