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RankGLU: Residual Gated Score Formation for Cross-Sectional Stock Prediction

arXiv:2606.08930v1 Announce Type: new Abstract: Cross-sectional stock prediction is closer to a ranking problem than to ordinary return-magnitude regression, since portfolio decisions depend on the relative ordering of assets within each trading date. Existing temporal, graph-based, and market-conditioned attention models have improved stock representation learning, yet the final prediction head is often treated as a minor implementation detail. This paper argues that, under...

arXiv CS 1d ago