1% ============================================================================2% UQO Working Paper No. 41 — CHRONOS-X3% ============================================================================4\documentclass[12pt,letterpaper]{article}5\usepackage[utf8]{inputenc}6\usepackage[T1]{fontenc}7\usepackage[english]{babel}8\usepackage[letterpaper,top=1in,bottom=1in,left=1in,right=1in]{geometry}9\usepackage{amsmath,amsthm}10\usepackage{mathtools}11\allowdisplaybreaks12\usepackage{newtxtext}13\usepackage[varvw,cmintegrals,cmbraces]{newtxmath}14\usepackage{bm}15\usepackage{dsfont}16\usepackage{microtype}17\usepackage{setspace}18\onehalfspacing19\usepackage{booktabs,tabularx,multirow,threeparttable,longtable,adjustbox}20\usepackage{siunitx}21\sisetup{input-symbols = {()}, table-format = -1.3, parse-numbers = false}22\usepackage{graphicx,subcaption,float}23\usepackage[dvipsnames]{xcolor}24\usepackage[pdftitle={CHRONOS-X: Universal Intraday Representation Learning for Probabilistic Financial Forecasting},25 pdfauthor={Simon-Pierre Boucher}, colorlinks=true, linkcolor=NavyBlue, citecolor=NavyBlue, urlcolor=NavyBlue, breaklinks=true]{hyperref}26\usepackage[authoryear,round,semicolon]{natbib}27\bibliographystyle{aer}28\usepackage[font=small,labelfont=bf,labelsep=period,justification=justified,singlelinecheck=false]{caption}29\usepackage{fancyhdr}30\pagestyle{fancy}\fancyhf{}\renewcommand{\headrulewidth}{0pt}\fancyfoot[C]{\thepage}31\usepackage{titlesec}32\titleformat{\section}{\large\bfseries}{\thesection.}{0.5em}{}33\titleformat{\subsection}{\normalsize\bfseries}{\thesubsection.}{0.5em}{}34\titleformat{\subsubsection}{\normalsize\itshape}{\thesubsubsection.}{0.5em}{}35\usepackage[toc,page]{appendix}36\usepackage{enumitem}37\setlist{nosep,leftmargin=*}38\theoremstyle{definition}39\newtheorem{hypothesis}{Hypothesis}4041% ============================================================================42% METADATA43% ============================================================================44\input{results_macros}45\newcommand{\WPnumber}{41}46\newcommand{\WPtitle}{CHRONOS-X: Universal Intraday Representation Learning for Probabilistic Financial Forecasting}47\newcommand{\WPsubtitle}{A Multi-Resolution Patch Transformer Tested Against Matched Baselines on 300 U.S. Equities and ETFs}48\newcommand{\WPdate}{November 2026}49\newcommand{\WPversion}{1.0}50\newcommand{\WPabstract}{\input{sections/abstract}}51\newcommand{\WPkeywords}{intraday forecasting, probabilistic forecasting, transformers, multi-resolution representations, calibration, proper scoring rules, high-frequency data}52\newcommand{\WPjel}{C45, C53, C58, G12, G17}53\newcommand{\WPauthor}{Simon-Pierre Boucher}54\newcommand{\WPaffiliation}{Département des sciences administratives\\Université du Québec en Outaouais}55\newcommand{\WPemail}{simon-pierre.boucher@uqo.ca}56\newcommand{\WPaddress}{Gatineau -- Pavillon Alexandre-Taché\\283, boulevard Alexandre-Taché\\Gatineau, Québec, Canada J9A 1L8}5758% --- Notation ---59\newcommand{\E}{\mathbb{E}}60\newcommand{\Prob}{\mathbb{P}}61\newcommand{\ind}[1]{\mathds{1}\!\left[#1\right]}62\newcommand{\CRPS}{\mathrm{CRPS}}63\newcommand{\WIS}{\mathrm{WIS}}64\newcommand{\RV}{\mathrm{RV}}65\newcommand{\MRPT}{\textsc{mrpt}}66\newcommand{\set}[1]{\left\{#1\right\}}67\newcommand{\abs}[1]{\left\lvert#1\right\rvert}68\newcommand{\tr}{^{\mkern-1.5mu\mathsf{T}}}6970\begin{document}71\input{sections/titlepage}72\input{sections/introduction}73\input{sections/hypotheses}74\input{sections/literature}75\input{sections/data}76\input{sections/model}77\input{sections/design}78\input{sections/results}79\input{sections/ablations}80\input{sections/limitations}81\input{sections/reproducibility}82\input{sections/conclusion}83\newpage84\bibliography{references}85\input{appendix/appendix}86\end{document}87