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News/Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models
arxiv
PublishedJune 5, 2026 at 4:00 AM

Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models

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arXiv:2508.19006v2 Announce Type: replace-cross Abstract: This study investigates the pre-trained RNN attention models with the mainstream attention mechanisms, such as additive attention, Luong's three attentions, global self-attention and sliding window sparse attention, for the empirical asset pr

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