Kronos:金融市场的语言基础模型 Kronos: A Foundation Model for the Language of Financial Markets
首个开源金融K线基础模型,基于全球45+交易所数据训练。 First open-source foundation model for financial candlesticks (K-lines), trained on data from over 45 global exchanges.
概述
Kronos 是首个开源金融K线(K-line)基础模型,基于全球45+交易所数据训练。
技术特点
- 采用两阶段框架:专用分词器将多维K线数据(OHLCV)量化为层次离散令牌;自回归Transformer预训练。
- 已被AAAI 2026会议接收。
- 提供微调脚本和在线演示(BTC/USDT预测)。
Kronos 为量化任务提供统一模型,可适应多种金融预测场景。
Overview
Kronos is the first open-source foundation model for financial candlesticks (K-lines), trained on data from over 45 global exchanges.
Technical Highlights
- Two-stage framework: a specialized tokenizer quantizes OHLCV data into hierarchical discrete tokens, then an autoregressive Transformer pre-trains on these tokens.
- Accepted by AAAI 2026.
- Provides fine-tuning scripts and a live demo for BTC/USDT forecasting.
Kronos serves as a unified model for diverse quantitative tasks.
来源
- GitHub Trending · 07-27 08:07