Bighead's Algorithm Notes

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.