arXiv cs.LG
· Papers
STN-TGAT: Top-K Portfolio Construction via Prior-Guided Graph Attention with Learnable Soft-Threshold Sparsification
arXiv:2607.19385v1 Announce Type: new Abstract: 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), w