Paper recorded by Signals 4 on 2026-09-04 in cs.LG. Abstract reproduced from arXiv; link to the original below.
Published 2026-09-04 on arXiv · recorded by Signals 4 on 2026-09-07
Category: cs.LG · 机器学习 · first seen 2026-09-07
Cryptocurrency markets exhibit extreme volatility and non-stationary dynamics that challenge conventional forecasting methods. Although Large Language Models (LLMs) have shown promise for time series forecasting, the combined effects of adaptation choices remain largely unexplored in financial settings. This study introduces PRICE, a structured approach for adapting LLMs to short-term Bitcoin pric