New paper 'Towards Financial World Modeling' rebuilds market data, evals and encoders beyond OHLCV
ethayarajh · x · 2026-10-09
A new paper, Towards Financial World Modeling, questions the ubiquity of OHLCV bars as the standard representation of financial markets and lays foundations for a world model of markets across three pillars:
- Data infrastructure for financial markets;
- Evals for measuring such world models;
- State-of-the-art market encoders.
The work ports the world-model paradigm from physics/games to finance — potentially a useful reference for quant research and AI for Finance if the components are released.
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