Stock Specialized Pre-trained Transformer (SSPT) uses stock code classification, sector classification, and moving average prediction as pre-training tasks, and reports improved stock selection returns and Sharpe ratios across five markets.
2009.Arbitrage theory in continuous time
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Pre-training Time Series Models with Stock Data Customization
Stock Specialized Pre-trained Transformer (SSPT) uses stock code classification, sector classification, and moving average prediction as pre-training tasks, and reports improved stock selection returns and Sharpe ratios across five markets.