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Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction

Fuente: arXiv

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Bibliographic Details
Main Authors:	Kim, Namhyoung, Song, Jae Wook
Format:	Preprint
Published:	2026
Subjects:	Machine Learning Computational Engineering, Finance, and Science Statistical Finance
Online Access:	Acceder al recurso
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