Transfer Learning in Financial Time Series with Gramian Angular Field

In financial analysis, time series modeling is often hampered by data scarcity, limiting neural network models' ability to generalize. Transfer learning mitigates this by leveraging data from similar domains, but selecting appropriate source domains is crucial to avoid negative transfer. This study enhances source domain selection in transfer learning by introducing Gramian Angular Field (GAF) transformations to improve time series similarity functions. We evaluate a comprehensive range of baseline similarity functions, including both basic and state-of-the-art (SOTA) functions, and perform extensive experiments with Deep Neural Networks (DNN) and Long Short-Term Memory (LSTM) networks. The results demonstrate that GAF-based similarity functions significantly reduce prediction errors. Notably, Coral (GAF) for DNN and CMD (GAF) for LSTM consistently deliver superior performance, highlighting their effectiveness in complex financial environments.