Introduces market decompression, which pretrains a model to recover hidden volatility, jump, and regime states from simulated financial market data, then uses a small number of real outcomes for forecasting. Tests are conducted in simulated settings and five real markets; results confirm improved performance in three real markets. Single-author paper accepted to the 7th ACM International Conference on AI in Finance (ICAIF 2026). This upload is the author-identified manuscript, not the final ACM version of record.
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Idrees Mustafa Aziz (2026) studied this question.
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