DIVINE: Simple Cross-Market Stock Pretraining via Diverse Indicator Reconstruction
cs.LG, cs.CE
Submitted: 2026-10-02
Updated: 2026-10-02
Code: https://github.com/jealous/stockstats
Sources
- DELPHYNE: A Pre-Trained Model for General and Financial Time Series
- Alpha Discovery Neural Network based on Prior Knowledge
- Enhancing Stock Movement Prediction with Adversarial Training
- FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting
- Cross-Sectional Asset Retrieval via Future-Aligned Soft Contrastive Learning
- A Time Series is Worth 64 Words: Long-term Forecasting with Transformers
- Kronos: A Foundation Model for the Language of Financial Markets
- Qlib: An AI-oriented Quantitative Investment Platform
Related papers
- Polynomial-Augmented Neural Networks (PANNs) with Weak Orthogonality Constraints for Enhanced Function and PDE Approximation
- AIRL-S: Unifying Reinforcement Learning and Search-Based Test-Time Scaling via Adversarial Inverse Reinforcement Learning
- Transformers as Bayesian In-Context Experimenters: Smoothness-Adaptive Efficient ATE Estimation
- Convergence issues in Relational Concept Analysis based on AOC-posets
- Beliefs Beyond Posteriors: The Predictive Cost of ELBO Binding
- Understanding Diffusion Models via Ratio-Based Function Approximation with SignReLU Networks