Weekly Quantitative Finance Paper Digest (Jan 24‑Jan 30, 2026)

This article presents concise summaries of three recent quantitative finance papers—MarketGAN for high‑dimensional asset return generation, AlphaCFG for grammar‑guided Alpha factor discovery, and a hybrid AI‑driven trading system integrating technical analysis, machine learning, and sentiment—highlighting their methodologies, experimental results, and economic value, and provides links to additional related research.

Alpha Factor DiscoveryGenerative Adversarial NetworksHybrid AI Trading

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Weekly Quantitative Finance Paper Digest (Jan 24‑Jan 30, 2026)

DataFunTalk

Feb 4, 2021 · Artificial Intelligence

Cross‑Session Aware Temporal Convolutional Network (CA‑TCN) for Session‑Based Recommendation

The article introduces the CA‑TCN model, which combines cross‑session item graphs, a temporal convolutional network, and a session‑context graph to capture both item‑level and session‑level cross‑session influences, achieving state‑of‑the‑art performance on benchmark session‑based recommendation datasets.

Deep LearningGraph Neural NetworkTemporal Convolutional Network

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Cross‑Session Aware Temporal Convolutional Network (CA‑TCN) for Session‑Based Recommendation

Meituan Technology Team

Dec 10, 2020 · Artificial Intelligence

Cross‑Session Aware Temporal Convolutional Network (CA‑TCN) for Session‑Based Recommendation

The Cross‑Session Aware Temporal Convolutional Network (CA‑TCN) combines a cross‑session item graph, a dilated temporal convolutional network, and a session‑context graph to capture both global cross‑session signals and positional order, achieving state‑of‑the‑art recommendation performance on benchmarks and slated for deployment in Meituan’s e‑commerce platforms.

Deep LearningGraph Neural NetworkTemporal Convolutional Network

0 likes · 17 min read