2024
CI-STHPAN: Pre-trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergraph
AAAI 2024technical
Quantitative stock selection is one of the most challenging FinTech tasks due to the non-stationary dynamics and complex market dependencies. Existing studies rely on channel mixing methods, exacerbating the issue of distribution shift in financial time series. Additionally, complex model structures…