Kronos-TW-Predictor

Kronos Autoregressive Predictor fine-tuned on Taiwan Stock Exchange (TWSE) daily data.

Base Model

NeoQuasar/Kronos-base

Training Data

• Source: TWSE listed stocks (613 stocks after quality filtering)
• Period: 2010-01-01 ~ 2024-12-31
• Features: open, high, low, close, volume, amount
• Predict window: 10 trading days

Training Config

• Epochs: 3
• Batch size: 8 (effective 256 with gradient accumulation)
• Learning rate: 4e-5
• Hardware: RTX 4080 Laptop 12GB

Usage

Use with Kronos-TW-Tokenizer

Citation

This model is fine-tuned from Kronos. If you use this work, please cite the original paper:

@article{shi2025kronos,
  title={Kronos: A Foundation Model for Time Series},
  author={Shi, Yu and others},
  journal={arXiv preprint arXiv:2504.03249},
  year={2025}
}