% ============================================================================ % UQO Working Paper No. 41 — CHRONOS-X % ============================================================================ \documentclass[12pt,letterpaper]{article} \usepackage[utf8]{inputenc} \usepackage[T1]{fontenc} \usepackage[english]{babel} \usepackage[letterpaper,top=1in,bottom=1in,left=1in,right=1in]{geometry} \usepackage{amsmath,amsthm} \usepackage{mathtools} \allowdisplaybreaks \usepackage{newtxtext} \usepackage[varvw,cmintegrals,cmbraces]{newtxmath} \usepackage{bm} \usepackage{dsfont} \usepackage{microtype} \usepackage{setspace} \onehalfspacing \usepackage{booktabs,tabularx,multirow,threeparttable,longtable,adjustbox} \usepackage{siunitx} \sisetup{input-symbols = {()}, table-format = -1.3, parse-numbers = false} \usepackage{graphicx,subcaption,float} \usepackage[dvipsnames]{xcolor} \usepackage[pdftitle={CHRONOS-X: Universal Intraday Representation Learning for Probabilistic Financial Forecasting}, pdfauthor={Simon-Pierre Boucher}, colorlinks=true, linkcolor=NavyBlue, citecolor=NavyBlue, urlcolor=NavyBlue, breaklinks=true]{hyperref} \usepackage[authoryear,round,semicolon]{natbib} \bibliographystyle{aer} \usepackage[font=small,labelfont=bf,labelsep=period,justification=justified,singlelinecheck=false]{caption} \usepackage{fancyhdr} \pagestyle{fancy}\fancyhf{}\renewcommand{\headrulewidth}{0pt}\fancyfoot[C]{\thepage} \usepackage{titlesec} \titleformat{\section}{\large\bfseries}{\thesection.}{0.5em}{} \titleformat{\subsection}{\normalsize\bfseries}{\thesubsection.}{0.5em}{} \titleformat{\subsubsection}{\normalsize\itshape}{\thesubsubsection.}{0.5em}{} \usepackage[toc,page]{appendix} \usepackage{enumitem} \setlist{nosep,leftmargin=*} \theoremstyle{definition} \newtheorem{hypothesis}{Hypothesis} % ============================================================================ % METADATA % ============================================================================ \input{results_macros} \newcommand{\WPnumber}{41} \newcommand{\WPtitle}{CHRONOS-X: Universal Intraday Representation Learning for Probabilistic Financial Forecasting} \newcommand{\WPsubtitle}{A Multi-Resolution Patch Transformer Tested Against Matched Baselines on 300 U.S. Equities and ETFs} \newcommand{\WPdate}{November 2026} \newcommand{\WPversion}{1.0} \newcommand{\WPabstract}{\input{sections/abstract}} \newcommand{\WPkeywords}{intraday forecasting, probabilistic forecasting, transformers, multi-resolution representations, calibration, proper scoring rules, high-frequency data} \newcommand{\WPjel}{C45, C53, C58, G12, G17} \newcommand{\WPauthor}{Simon-Pierre Boucher} \newcommand{\WPaffiliation}{Département des sciences administratives\\Université du Québec en Outaouais} \newcommand{\WPemail}{simon-pierre.boucher@uqo.ca} \newcommand{\WPaddress}{Gatineau -- Pavillon Alexandre-Taché\\283, boulevard Alexandre-Taché\\Gatineau, Québec, Canada J9A 1L8} % --- Notation --- \newcommand{\E}{\mathbb{E}} \newcommand{\Prob}{\mathbb{P}} \newcommand{\ind}[1]{\mathds{1}\!\left[#1\right]} \newcommand{\CRPS}{\mathrm{CRPS}} \newcommand{\WIS}{\mathrm{WIS}} \newcommand{\RV}{\mathrm{RV}} \newcommand{\MRPT}{\textsc{mrpt}} \newcommand{\set}[1]{\left\{#1\right\}} \newcommand{\abs}[1]{\left\lvert#1\right\rvert} \newcommand{\tr}{^{\mkern-1.5mu\mathsf{T}}} \begin{document} \input{sections/titlepage} \input{sections/introduction} \input{sections/hypotheses} \input{sections/literature} \input{sections/data} \input{sections/model} \input{sections/design} \input{sections/results} \input{sections/ablations} \input{sections/limitations} \input{sections/reproducibility} \input{sections/conclusion} \newpage \bibliography{references} \input{appendix/appendix} \end{document}