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原文摘要

Although time-series foundation models (TSFMs) achieve strong zero-shot transferability across high-information-density physical systems, applying overparameterized TSFMs to quantitative finance is fundamentally constrained by low signal-to-noise ratios, non-stationarity, and prohibitive autoregressive decoding latency. To reconcile representation learning with institutional operational constraints, this study presents TailDART, a dense 2.68 million-parameter foundation model engineered for financial time-series forecasting. By integrating grouped-query attention into a lightweight backbone, the architecture drastically reduces Key-Value cache memory bandwidth overhead, achieving major inference acceleration (up to 48.1%) over prevailing state-of-the-art TSFMs to enable low-latency, high-throughput streaming execution. Furthermore, multi-asset benchmarks across varying temporal resolutions show that a compact model can remain competitive for market forecasting: TailDART matches the predictive fidelity of substantially larger baselines while demonstrating superior error resilience in high-volatility regimes.