Yutong Lu

STN-TGAT: Top-K Portfolio Construction via Prior-Guided Graph Attention with Learnable Soft-Threshold Sparsification

Haoran Guo, Yutong Lu, Li Zhang

This paper tackles the problem of stock ranking and portfolio construction under realistic investment settings by jointly modeling temporal dynamics and cross-sectional dependencies. We propose the Soft-Threshold NMI-prior Transformer Graph Attention Network (STN-TGAT), which int…Read more