FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction

Fuente: arXiv

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Bibliographic Details
Main Authors:	Duan, Yitong, Wang, Weiran, Li, Jian
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Artificial Intelligence Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2502.05218