GRU-PFG, a factor-only model, reports IC 0.134 on CSI300, surpassing the multi-source HIST model's 0.131.
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GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network
GRU-PFG, a factor-only model, reports IC 0.134 on CSI300, surpassing the multi-source HIST model's 0.131.