Transfer Learning in Financial Time Series with Gramian Angular Field (Student Abstract)

Abstract Transfer learning enhances model performance in financial time series by leveraging data from related domains. The selection of appropriate source domains is crucial to avoid negative transfer. We propose using Gramian Angular Field (GAF) transformations to improve time series similarity functions for better domain alignment. Extensive experiments with DNN and LSTM models show that GAF-based similarity functions, specifically Coral (GAF) for DNN and CMD (GAF) for LSTM, significantly reduce prediction errors, demonstrating their effectiveness in complex financial environments.