The EXAONE Finance model addresses limitations in general-domain time series foundation models that struggle with financial data's specific dynamics. Unlike prior work relying on self-attention backbones with quadratic computational costs, this new model is designed for long, many-channel, and intermittently observed panels. It moves beyond the assumption of fully observed inputs to better capture the unique characteristics of financial markets.
- Moves beyond self-attention backbones to avoid quadratic scaling with sequence length and variate count.
- Designed for intermittently observed data, a common reality in financial time series.
- Trained on corpora that better reflect financial market dynamics versus general domains.
- Targets long, many-channel panels often found in institutional finance workflows.