2026
Joint-Embedding Predictive Learning of Latent Market States in U.S. Equities
ICML 2026poster
We investigate whether Joint-Embedding Predictive Architectures (JEPA) can learn useful representations of U.S. equity markets. We jointly train a permutation-invariant tokenizer that maps each trading day's unordered per-asset features to a fixed set of learned factor tokens, together with a tempor…