Skip to content
aiqbench takeMachine Learning

aiqbench analysis

This research introduces EventTime, a novel framework that leverages multiscale contrastive learning to predict financial market disruptions caused by external shocks like cybersecurity breaches. By addressing the challenge of sparse high-impact events and background noise, the model demonstrates superior robustness and interpretability compared to standard time-series forecasting approaches. The work also presents SECURE, a new dataset aligning real-world incident reports with stock market dynamics to facilitate further study in event-conditioned impact prediction.
Source coveringarXiv
What this isA model's reading of the article and related coverage, written for aiqbench. Not the publisher's words.

Quantifying Event Impacts on Time Series via Multiscale Contrastive Learning

arXiv3 min read

arXiv:2608.19447v1 Announce Type: new Abstract: Shocks that spread through the web, such as cybersecurity breach disclosures, can abruptly disrupt financial time series and cause substantial abnormal losses. While these events are disclosed as discrete records through news reports, regulatory filings, or public databases, their consequences unfold through continuous market dynamics. This creates an event-conditioned impact prediction problem: given pre-event market history and limited event metadata, the goal is to estimate short-term post-disclosure abnormal loss rather than reconstruct the full post-event trajectory. However, most time-series forecasting models focus on endogenous regularities such as trend, seasonality, and autocorrelation, and thus struggle with rare and heterogeneous external events. The challenge is further amplified by sparse high-impact events and background market noise. We introduce EventTime, a multi-resolution framework that combines long-horizon market context, short-horizon pre-event dynamics, and event metadata. It incorporates an event fusion module that couples temporal representations with event attributes to identify relevant recent market patterns. To mitigate sparse supervision, EventTime further introduces a dynamic contrastive objective that constructs event- and time-series-aware positive and negative pairs during training. We also construct SECURE, a real-world dataset aligning cybersecurity incidents with stock-market time series and structured and LLM-derived semantic features. Experiments show that EventTime consistently outperforms state-of-the-art time-series and event-aware baselines in estimating post-event financial losses. Further analyses demonstrate more event-sensitive representations, greater robustness to incomplete metadata, and more interpretable estimates of short-term market impact following cybersecurity disclosures.

Abstract:Shocks that spread through the web, such as cybersecurity breach disclosures, can abruptly disrupt financial time series and cause substantial abnormal losses. While these events are disclosed as discrete records through news reports, regulatory filings, or public databases, their consequences unfold through continuous market dynamics. This creates an event-conditioned impact prediction problem: given pre-event market history and limited event metadata, the goal is to estimate short-term post-disclosure abnormal loss rather than reconstruct the full post-event trajectory. However, most time-series forecasting models focus on endogenous regularities such as trend, seasonality, and autocorrelation, and thus struggle with rare and heterogeneous external events. The challenge is further amplified by sparse high-impact events and background market noise. We introduce EventTime, a multi-resolution framework that combines long-horizon market context, short-horizon pre-event dynamics, and event metadata. It incorporates an event fusion module that couples temporal representations with event attributes to identify relevant recent market patterns. To mitigate sparse supervision, EventTime further introduces a dynamic contrastive objective that constructs event- and time-series-aware positive and negative pairs during training. We also construct SECURE, a real-world dataset aligning cybersecurity incidents with stock-market time series and structured and LLM-derived semantic features. Experiments show that EventTime consistently outperforms state-of-the-art time-series and event-aware baselines in estimating post-event financial losses. Further analyses demonstrate more event-sensitive representations, greater robustness to incomplete metadata, and more interpretable estimates of short-term market impact following cybersecurity disclosures.

Machine Learning (cs.LG)

arXiv:2608.19447 [cs.LG]

(or arXiv:2608.19447v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2608.19447 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website.

Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them.

Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.

Full text under the publisher's open licence · 323 words

Related coverage