04:00
2026-07-23
arxiv.org
machine-learning
STN-TGAT: Top-K Portfolio Construction via Prior-Guided Graph Attention with Learnable Soft-Threshold Sparsification
Researchers propose STN-TGAT, a model integrating a temporal Transformer with a Graph Attention Network for stock ranking and portfolio construction, which outperforms benchmarks in predictive accurac…