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information coefficient

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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

Jun 20, 2026 · Artificial Intelligence

Can Large Vision‑Language Models Really Understand Candlestick Charts?

This paper builds a multi‑scale candlestick‑chart dataset and a standardized evaluation framework to measure how well visual language models (VLMs) extract price information, using confusion‑matrix diagnostics and Information Coefficient (IC) metrics, and finds that VLMs excel only on monotonic trends and struggle with precise time‑based predictions.

Stock Predictioncandlestick chartinformation coefficient

0 likes · 13 min read

Can Large Vision‑Language Models Really Understand Candlestick Charts?