RESEARCH · GLOBAL
Chronos-2 foundation model shows multivariate forecasting gains for equities and rates
arXiv study evaluates Chronos-2, an open-source time-series foundation model, on equity and Treasury forecasting from 2000–2025. Multivariate inputs consistently outperformed univariate baselines, especially for interest-rate prediction.
WHY IT MATTERS
Production forecasters can now test an open-source alternative to proprietary time-series models. Multivariate gains suggest foundation models capture cross-asset regime dynamics better than single-asset approaches.
Source: arXiv · 2026-05-22