PRISM-VQ integrates vector-quantized latent factors with financial priors and a structure-conditioned mixture-of-experts to deliver improved cross-sectional stock return predictions and portfolio performance on CSI 300 and S&P 500.
Major issues in high-frequency financial data analysis: A survey of so- lutions.Mathematics, 13(3):347
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Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction
PRISM-VQ integrates vector-quantized latent factors with financial priors and a structure-conditioned mixture-of-experts to deliver improved cross-sectional stock return predictions and portfolio performance on CSI 300 and S&P 500.