Time Machine GPT
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Abstract (arXiv)
Large language models (LLMs) are often trained on extensive, temporally indiscriminate text corpora, reflecting the lack of datasets with temporal metadata. This approach is not aligned with the evolving nature of language. Conventional methods for creating temporally adapted language models often depend on further pre-training static models on time-specific data. This paper presents a new approach: a series of point-in-time LLMs called Time Machine GPT (TiMaGPT), specifically designed to be nonprognosticative. This ensures they remain uninformed about future factual information and linguistic changes. This strategy is beneficial for understanding language evolution and is of critical importance when applying models in dynamic contexts, such as time-series forecasting, where foresight of future information can prove problematic. We provide access to both the models and training datasets.
Key facts. Cited by 7 papers in the map (data through 7 Oct 2026). Builds on 28 of its 54 references that are in the map. First posted on arXiv 29 Apr 2024.
Builds on
28 of 54 references.
References · 28
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16 more
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Built on by
Citing papers per year: 2024: 1; 2025: 3; 2026: 3.
7 papers.
- 2024A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challengescited by 86
- 2025A Fast and Effective Solution to the Problem of Look-ahead Bias in LLMscited by 8
- 2025Pretraining Language Models for Diachronic Linguistic Change Discoverycited by 4
- 2025Fusing Narrative Semantics for Financial Volatility Forecastingcited by 3
- 2026MemGuard-Alpha: Limits of Membership Inference for Detecting and Filtering Memorization-Contaminated Signals in LLM-Based Financial Forecastingcited by 0
- 2026Forecasting With LLMs: Improved Generalization Through Feature Steeringcited by 0
- 2026Temporal Leakage in LLM Backtesting: Measurement, Validation, and Adjusted Scorescited by 0
- 2026Temporal Leakage in LLM Backtesting: Measurement, Validation, and Adjusted Scores4 Aug 2026
- 2026Forecasting With LLMs: Improved Generalization Through Feature Steering25 Jun 2026
- 2026MemGuard-Alpha: Limits of Membership Inference for Detecting and Filtering Memorization-Contaminated Signals in LLM-Based Financial Forecasting26 Mar 2026
- 2025A Fast and Effective Solution to the Problem of Look-ahead Bias in LLMs7 Dec 2025
- 2025Fusing Narrative Semantics for Financial Volatility Forecasting23 Oct 2025
- 2025Pretraining Language Models for Diachronic Linguistic Change Discovery7 Apr 2025
- 2024A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges15 Jun 2024