Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting
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Jun 6, 2025 - Python
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Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting
Paper Review
Thesis of my masters in Data Science. This project implements a deep learning framework applied to stock portfolio management. Using the top 20 stocks of FTSE (Financial Times Stock Exchange) top 100 by market share.
Code for the experiments in the paper "Multiple-Resolution Tokenization for Time Series Forecasting with an Application to Pricing".
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