Forecasting Realized Volatility with Time Series Foundation Models: A Comparison with Econometric Benchmarks

By Alessio Brini

Published 2026-07-06

Everscope rating

1692.3

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Zero-shot Time Series Foundation Model Evaluation with Econometric Benchmarks. Problem types: Time Series Forecasting, Zero-shot Learning, Risk Management, Transfer Learning.

arXiv:2607.05291 · Code · Paper rankings

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