Cover Image

On Evaluating Loss Functions for Stock Ranking: An Empirical Analysis With Transformer Model

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Kwiatkowski, Jan, Chudziak, Jarosław A.
Format:	Preprint
Published:	2025
Subjects:	Machine Learning Portfolio Management
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

DeltaHedge: A Multi-Agent Framework for Portfolio Options Optimization
by: Bańka, Feliks, et al.
Published: (2025)

Hedge Fund Portfolio Construction Using PolyModel Theory and iTransformer
by: Zhao, Siqiao, et al.
Published: (2024)

Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization
by: Sun, Ruoyu, et al.
Published: (2024)

Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow
by: Guo, Tian, et al.
Published: (2024)

RVRAE: A Dynamic Factor Model Based on Variational Recurrent Autoencoder for Stock Returns Prediction
by: Wang, Yilun, et al.
Published: (2024)

Exploring Sectoral Profitability in the Indian Stock Market Using Deep Learning
by: Sen, Jaydip, et al.
Published: (2024)

Technical Indicator Networks (TINs): An Interpretable Neural Architecture Modernizing Classic al Technical Analysis for Adaptive Algorithmic Trading
by: Lu, Longfei
Published: (2025)

Factor-Based Conditional Diffusion Model for Contextual Portfolio Optimization
by: Gao, Xuefeng, et al.
Published: (2025)

A Distillation-based Future-aware Graph Neural Network for Stock Trend Prediction
by: Liu, Zhipeng, et al.
Published: (2025)

Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency
by: Vallarino, Diego
Published: (2024)

When Alpha Breaks: Two-Level Uncertainty for Safe Deployment of Cross-Sectional Stock Rankers
by: Sanderink, Ursina
Published: (2026)

NewsNet-SDF: Stochastic Discount Factor Estimation with Pretrained Language Model News Embeddings via Adversarial Networks
by: Wang, Shunyao, et al.
Published: (2025)

Variable selection for minimum-variance portfolios
by: Moura, Guilherme V., et al.
Published: (2025)

Solving dynamic portfolio selection problems via score-based diffusion models
by: Aghapour, Ahmad, et al.
Published: (2025)

Increase Alpha: Performance and Risk of an AI-Driven Trading Framework
by: Ghatak, Sid, et al.
Published: (2025)

Optimizing Portfolio Performance through Clustering and Sharpe Ratio-Based Optimization: A Comparative Backtesting Approach
by: Park, Keon Vin
Published: (2025)

Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information
by: He, Jinghai, et al.
Published: (2025)

skfolio: Portfolio Optimization in Python
by: Nicolini, Carlo, et al.
Published: (2025)

Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management
by: Velay, Marc, et al.
Published: (2023)

Portfolio Management using Deep Reinforcement Learning
by: Pawar, Ashish Anil, et al.
Published: (2024)

Reinforcement Learning for Financial Index Tracking
by: Peng, Xianhua, et al.
Published: (2023)

Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management
by: Li, Zhenglong, et al.
Published: (2024)

Disentangling the sources of cyber risk premia
by: Maréchal, Loïc, et al.
Published: (2024)

Financially Guided Deep Portfolio Optimization
by: Fernandes, Rahul, et al.
Published: (2026)

Optimizing Sharpe Ratio: Risk-Adjusted Decision-Making in Multi-Armed Bandits
by: Khurshid, Sabrina, et al.
Published: (2024)

Do Better Volatility Forecasts Lead to Better Portfolios? Evidence from Graph Neural Networks
by: Wade, Rylan
Published: (2026)

Clustering Digital Assets Using Path Signatures: Application to Portfolio Construction
by: Inzirillo, Hugo
Published: (2024)

Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning
by: Liu, Yan, et al.
Published: (2026)

Optimizing Portfolio with Two-Sided Transactions and Lending: A Reinforcement Learning Framework
by: Habibnia, Ali, et al.
Published: (2024)

Enhancement of price trend trading strategies via image-induced importance weights
by: Zhu, Zhoufan, et al.
Published: (2024)

A comprehensive review and analysis of different modeling approaches for financial index tracking problem
by: Dhingra, Vrinda, et al.
Published: (2026)

A Case Study of Next Portfolio Prediction for Mutual Funds
by: Thomaz, Guilherme, et al.
Published: (2024)

Enhancing Portfolio Optimization with Deep Learning Insights
by: Luo, Brandon, et al.
Published: (2026)

Portfolio Optimization Proxies under Label Scarcity and Regime Shifts via Bayesian and Deterministic Students under Semi-Supervised Sandwich Training
by: Chattopadhyay, Adhiraj
Published: (2026)

NEAT Algorithm-based Stock Trading Strategy with Multiple Technical Indicators Resonance
by: Huang, Li-Chun
Published: (2024)

Signature-Informed Transformer for Asset Allocation
by: Hwang, Yoontae, et al.
Published: (2025)

A Causal Perspective of Stock Prediction Models
by: Xu, Songci, et al.
Published: (2025)

Machine Learning Based Stress Testing Framework for Indian Financial Market Portfolios
by: G, Vidya Sagar, et al.
Published: (2025)

Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards
by: Karzanov, Daniil, et al.
Published: (2025)

Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance
by: Cetingoz, Adil Rengim, et al.
Published: (2025)