In financial time series, the samples in the training set do not contain equal amounts of information, ideally the model would focus on significant events. For example, samples wherein the subsequent period a large absolute return can be realised, are more interesting for the model than periods where small returns are made. In addition, it makes intuitive sense that recent information is more valuable than dated information in financial markets. It therefore desirable for the model to place more emphasis on recent information than dated information.