Bighead's Algorithm Notes

Aug 26, 2025 · Artificial Intelligence

SSPT: Custom Pre‑training Tasks for Stock Data Boost Stock Selection Performance

This article reviews the SSPT paper, which introduces three stock‑specific pre‑training tasks—stock code classification, sector classification, and moving‑average prediction—built on a two‑layer Transformer, and demonstrates through extensive experiments across five market datasets that these tasks consistently improve cumulative return and Sharpe ratio over baselines.