Context and role
| Context | B.Sc. thesis · Babeș-Bolyai University · supervisor Prof. Laura Diosan · 2025 to 2026 |
|---|---|
| Role | Sole author of the model, pipeline, training setup and evaluation. |
| Category | Research |
The problem
High-volatility markets are hard to forecast at multiple horizons at once. A model can look good at one step and produce incoherent paths over 24 hours.
Most reported improvements are measured against weak or inconsistently tuned baselines. A genuine comparison needs a controlled protocol and the same evaluation for every model.
A small backbone is cheap to run, but only useful if it can represent multi-timeframe structure and produce coherent trajectories rather than independent point predictions.
Approach
- Built a multi-timeframe input pipeline ingesting OHLC data across 1-hour to 1-day windows.
- Fully fine-tuned a Qwen3-0.6B Transformer backbone, rather than training a small task head on frozen features.
- Designed a trajectory-aware hybrid loss combining step-wise and compounded-path objectives, so the 24-hour return trajectory stays coherent.
- Evaluated under the controlled FinTSBridge protocol against six established deep-forecasting baselines.
- Compared on multi-step information coefficient (msIC), not a single cherry-picked horizon.
What I did not claim
The boundary of a project is part of its evidence. These are the claims this work does not support.
- This is thesis research, not a client deployment or a trading system.
- No claim of profitability or live trading performance.
- Not a general-purpose chatbot or instruction-following model.
- The result is a measured improvement under one protocol, not a universal claim about small models.
Results
- The fine-tuned Qwen3-0.6B achieved the highest multi-step information coefficient against six established deep-forecasting baselines.
- The predicted price paths correlated with realised prices under the FinTSBridge evaluation.
- The work produced a reusable pattern: freeze the evaluation, train the small model, and compare against tuned baselines under identical conditions.
- The project is the evidence behind the fine-tuning and evaluation services on this site.
Stack
What this means for you
The useful part of this project is not the artifact. It is the method: define the measurement first, keep the scope honest, and hand over something your team can run. That method is what transfers to a new problem.
If your situation looks similar, the related services below are the place to start. If it does not, send a short description and I will tell you whether I am the right person.
Page last updated: October 2026