Hybrid Neural-Classical Correction for Frozen Time Series Foundation Models: A Comprehensive Ablation Study on High-Frequency Stock Prediction 文章

arXiv:2608.08825v1 Announce Type: cross Abstract: Foundation models for time series forecasting demonstrate impressive zero-shot generalization but often underperform on specialized domains such as high-frequency finance. We present a comprehensive study of hybrid neural-classical correction for adapting frozen TimesFM (200M parameters) to stock return prediction during the volatile opening trading hour. We compare two neural correction architectures - AttnCorrect (multi-head self-attention, approximately 471K parameters) and GatedLinear (low-rank bilinear projection with gating, approximately 49K parameters) - each augmented with Random Forest residual learning. Through systematic ablation across 10 major technology stocks (NVDA, MSFT, AAPL, GOOG, GOOGL, AMZN, META, AVGO, TSLA, NFLX) spanning 2 million data points, we reveal critical insights: (1) The hybrid neural-classical approach achieves 0.597 pooled correlation and 6.4x mean per-day correlation improvement over frozen TimesFM;