Learn/Core Concept How does financial time series work? Financial time series modelling uses sequential neural networks to predict market movements from historical price data, candlestick patterns, and trading volumes. Unlike text generation, these models learn temporal dependencies in numerical sequences where order and timing matter critically. The Kronos project demonstrates this with specialised tokenizers that convert price movements into discrete tokens, enabling transformer architectures to forecast Bitcoin prices from 45+ exchange feeds. EmbeddingsTransformers |