Before revision:  Through empirical experimentation, which involves long term forecasting in daily sampled cross-asset futures, and short term forecasting in minutely sampled cash currency pairs, we find that the online learning techniques outperform the offline learning ones. We also find that , in the subset of models we use , sequential learning in time with online Ridge regression, provides the best next step ahead forecasts, and continual learning with an online radial basis function network, provides the best multi-step ahead forecasts.
After revision:  The experiments we conduct show that there is a benefit to online transfer learning , in the subset of models we use , sequential learning in time with online Ridge regression, provides the best next step ahead forecasts, and continual learning with an online radial basis function network, provides the best multi-step ahead forecasts.