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News/ACT: Anti-Crosstalk Learning for Cross-Sectional Stock Ranking via Temporal Disentanglement and Structural Purification
arxiv
PublishedApril 24, 2026 at 4:00 AM
—neutral

ACT: Anti-Crosstalk Learning for Cross-Sectional Stock Ranking via Temporal Disentanglement and Structural Purification

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arXiv:2604.20204v1 Announce Type: new Abstract: Cross-sectional stock ranking is a fundamental task in quantitative investment, relying on both temporal modeling of individual stocks and the capture of inter-stock dependencies. While existing deep learning models leverage graph-based approaches to e

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