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News/Adaptive Regime-Aware Stock Price Prediction Using Autoencoder-Gated Dual Node Transformers with Reinforcement Learning Control
arxiv
PublishedApril 3, 2026 at 4:00 AM
▲bullish

Adaptive Regime-Aware Stock Price Prediction Using Autoencoder-Gated Dual Node Transformers with Reinforcement Learning Control

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arxiv.orgfull article ↗
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Publisher summary· verbatim

arXiv:2603.19136v2 Announce Type: replace Abstract: Stock markets exhibit regime-dependent behavior where prediction models optimized for stable conditions often fail during volatile periods. Existing approaches typically treat all market states uniformly or require manual regime labeling, which is

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Discussion
Mentioned models
03
  • 01
    autoencoder
  • 02
    dual node transformer networks
  • 03
    Soft Actor-Critic
Source
↗
arxiv
Read original ↗All from arxiv →
Tags
04
#machine learning#stock market#prediction#reinforcement learning

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Mentioned models
03
  • 01
    autoencoder
  • 02
    dual node transformer networks
  • 03
    Soft Actor-Critic
Source
↗
arxiv
Read original ↗All from arxiv →
Tags
04
#machine learning#stock market#prediction#reinforcement learning

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