<ul data-eligibleForWebStory="true"><li>Despite the focus on time series forecasting, challenges persist in applying models to financial asset pricing.</li><li>A new evaluation suite called FinTSBridge aims to bridge the gap between time series forecasting models and financial asset pricing.</li><li>Efforts included constructing financial datasets, testing over ten time series models, and introducing new metrics like msIC and msIR.</li><li>The suite evaluates models' performance in financial tasks to gauge their practical applicability in financial scenarios.</li><li>FinTSBridge is intended to offer valuable insights into the effectiveness and robustness of advanced forecasting models in financial domains.</li></ul>

FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models

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