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financial machine learning

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Aug 21, 2026 · Artificial Intelligence

RankGLU: Residual Gated Component Boosts Cross‑Sectional Stock Ranking Performance by 11%

The article analyzes cross‑sectional stock prediction as a ranking task, identifies the prediction head as a bottleneck, introduces the RankGLU residual bottleneck GLU module that preserves a linear scoring path while adding bounded multiplicative interaction, and demonstrates an 11% IC improvement on CSI300 with extensive experiments and ablations.

CSI300GLURankGLU

0 likes · 14 min read

RankGLU: Residual Gated Component Boosts Cross‑Sectional Stock Ranking Performance by 11%

Bighead's Algorithm Notes

Feb 27, 2026 · Artificial Intelligence

Paper Review: NeurIF – Feature‑Controlled Learning of Dynamic Asset‑Pricing Factors and Loadings

NeurIF introduces a neural instrumented factorization framework that leverages company features as instruments, combines spatial and temporal attention to learn time‑varying latent factors and their loadings, achieves 1‑18% RMSE improvement over transformer baselines, and produces statistically significant long‑short portfolios that explain cross‑sectional pricing anomalies.

AttentionNeurIFasset pricing

0 likes · 15 min read

Paper Review: NeurIF – Feature‑Controlled Learning of Dynamic Asset‑Pricing Factors and Loadings