Test-Time Adaptation for Non-stationary Time Series: From Synthetic Regime Shifts to Financial Markets

By Yurui Wu, Qingying Deng, Wonou Chung, Mairui Li

Published 2026-01-20

Everscope rating

1921.4

Relevance to quantitative trading

8 / 10

Implementation complexity

4 / 10

Reproducibility

4 / 5

About this paper

Methodology: Small-Footprint Causal Test-Time Adaptation (TTA). Problem types: Time Series Forecasting, Classification, Regression, Online Learning, Semi-supervised Learning, Unsupervised Learning, Risk Management.

arXiv:2602.00073 · Paper rankings

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