MoE Money, MoE Problems? FinCast Bets Big on Foundation Models for Markets
TL;DR for operators FinCast is a finance-specific time-series foundation model that tries to do for market forecasting what large pretrained models did for language: absorb enough diverse data that new tasks require less bespoke engineering.1 The paper reports strong evidence on forecasting accuracy. In a zero-shot benchmark of 3,632 financial time series and more than 4.38 million scalar time points, FinCast beats general-purpose time-series foundation models on average, with roughly 20% lower MSE and 10% lower MAE. In supervised stock benchmarks, even the zero-shot version beats the listed supervised baselines; lightweight fine-tuning improves the gap further. ...