State-Space Models for Market Microstructure: Can Mamba Replace Transformers in High-Frequency Finance?

In my recent piece on Kronos, I explored how foundation models trained on K-line data are reshaping time series forecasting in finance. That discussion naturally raises a follow-up question that several readers have asked: what about the architecture itself? The Transformer has dominated deep learning for sequence modeling over the past seven years, but a Continue reading "State-Space Models for…