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

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Duan, Yitong, Wang, Weiran, Li, Jian
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Statistical Finance Artificial Intelligence Machine Learning
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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