I benchmarked TimesFM 3.0, Chronos-2 and Toto 2.0 on market time series. None beat simple baseline. [P]
I may be naive, but I've been curious whether the recent wave of time-series foundation models can actually extract useful predictive signals from financial markets. Models like Google's TimesFM 3.0, Amazon's Chronos-2, and Datadog's Toto 2.0 are impressive general-purpose forecasters from the firs…
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- 2026-11-10 16:14 · r/MachineLearning
I benchmarked TimesFM 3.0, Chronos-2 and Toto 2.0 on market time series. None beat simple baseline. [P]