From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions

By Yun Lin, Jiawei Lou, Jinghe Zhang

Published 2025-07-01

Everscope rating

1171.4

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: End-to-End LSTM-GAT Portfolio Optimization Framework. Problem types: Portfolio Optimization, Time Series Forecasting, Graph Learning, Optimization.

arXiv:2509.24144 · Paper rankings

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