A differential graph Transformer using global Kendall's Tau correlation priors achieves the lowest next-day normalized price errors in an S&P 500 backtest, beating a GRU baseline.
Due to the delisting of Catalent (CTLT) and Marathon Oil (MRO) at the end of 2024, their historical data is incomplete
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A Study of Dynamic Stock Relationship Modeling and S&P500 Price Forecasting Based on Differential Graph Transformer
A differential graph Transformer using global Kendall's Tau correlation priors achieves the lowest next-day normalized price errors in an S&P 500 backtest, beating a GRU baseline.