# Beyond Fixed Patches: Enhancing GPTs for Financial Prediction with Adaptive Segmentation and Learnable Wavelets

arXiv: https://arxiv.org/abs/2505.02880 · HTML: https://mlsanity.com/paper/2505.02880/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 28 of its 44 references that are in the map.
- First posted on arXiv 5 May 2025.

## Builds on (most cited first, 28 of 28)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Language Models are Few-Shot Learners](https://mlsanity.com/paper/2005.14165/) (2020)
- [LLaMA: Open and Efficient Foundation Language Models](https://mlsanity.com/paper/2302.13971/) (2023)
- [MiniGPT-4: Enhancing Vision-Language Understanding with Advanced Large Language Models](https://mlsanity.com/paper/2304.10592/) (2023)
- [Empirical Evaluation of Gated Recurrent Neural Networks on Sequence Modeling](https://mlsanity.com/paper/1412.3555/) (2014)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Time-LLM: Time Series Forecasting by Reprogramming Large Language Models](https://mlsanity.com/paper/2310.01728/) (2023)
- [One Fits All:Power General Time Series Analysis by Pretrained LM](https://mlsanity.com/paper/2302.11939/) (2023)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [FinGPT: Open-Source Financial Large Language Models](https://mlsanity.com/paper/2306.06031/) (2023)
- [Timer: Generative Pre-trained Transformers Are Large Time Series Models](https://mlsanity.com/paper/2402.02368/) (2024)
- [TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting](https://mlsanity.com/paper/2310.04948/) (2023)
- [Moirai-MoE: Empowering Time Series Foundation Models with Sparse Mixture of Experts](https://mlsanity.com/paper/2410.10469/) (2024)
- [Wave-ViT: Unifying Wavelet and Transformers for Visual Representation Learning](https://mlsanity.com/paper/2207.04978/) (2022)
- [Temporal Data Meets LLM -- Explainable Financial Time Series Forecasting](https://mlsanity.com/paper/2306.11025/) (2023)
- [Time Series Forecasting with LLMs: Understanding and Enhancing Model Capabilities](https://mlsanity.com/paper/2402.10835/) (2024)
- [Position: What Can Large Language Models Tell Us about Time Series Analysis](https://mlsanity.com/paper/2402.02713/) (2024)
- [AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks](https://mlsanity.com/paper/1908.02646/) (2019)
- [MASTER: Market-Guided Stock Transformer for Stock Price Forecasting](https://mlsanity.com/paper/2312.15235/) (2023)
- [Fully Learnable Deep Wavelet Transform for Unsupervised Monitoring of High-Frequency Time Series](https://mlsanity.com/paper/2105.00899/) (2021)
- [Multi-Patch Prediction: Adapting LLMs for Time Series Representation Learning](https://mlsanity.com/paper/2402.04852/) (2024)
- [Deep Graph Convolutional Reinforcement Learning for Financial Portfolio Management -- DeepPocket](https://mlsanity.com/paper/2105.08664/) (2021)
- [StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction](https://mlsanity.com/paper/2409.08281/) (2024)
- [Learning Universal Multi-level Market Irrationality Factors to Improve Stock Return Forecasting](https://mlsanity.com/paper/2502.04737/) (2025)

## Built on by (most cited first, 2 of 2)

- [Synthesizing Behaviorally-Grounded Reasoning Chains: A Data-Generation Framework for Personal Finance LLMs](https://mlsanity.com/paper/2509.14180/) (2025)
- [Left Leaning Models: How AI Evaluates Economic Policy?](https://mlsanity.com/paper/2507.15771/) (2025)

## Abstract (arXiv)

The extensive adoption of web technologies in the finance and investment sectors has led to an explosion of financial data, which contributes to the complexity of the forecasting task. Traditional machine learning models exhibit limitations in this forecasting task constrained by their restricted model capacity. Recent advances in Generative Pre-trained Transformers (GPTs), with their greatly expanded parameter spaces, demonstrate promising potential for modeling complex dependencies in temporal sequences. However, existing pretraining-based approaches typically focus on fixed-length patch analysis, ignoring market data's multi-scale pattern characteristics. In this study, we propose GPT4FTS, a novel framework that enhances pretrained transformer capabilities for temporal sequence modeling through dynamic patch segmentation and learnable wavelet transform modules. Specifically, we first employ K-means++ clustering based on DTW distance to identify scale-invariant patterns in market data. Building upon pattern recognition results, we introduce adaptive patch segmentation that partitions temporal sequences while preserving pattern integrity. To accommodate time-varying frequency characteristics, we devise a dynamic wavelet transform module that emulates discrete wavelet transformation with enhanced flexibility in capturing time-frequency features. Extensive experiments on real-world financial datasets substantiate the framework's efficacy. The source code is available: hrefhttps://anonymous.4open.science/r/GPT4FTS-6BCC/