A Learnable Wavelet Transformer for Long-Short Equity Trading and Risk-Adjusted Return Optimization

By Shuozhe Li, Du Cheng, Amy Zhang, Leqi Liu

Published 2026-03-12

Everscope rating

1402.7

Relevance to quantitative trading

10 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: WaveLSFormer. Problem types: Portfolio Optimization, Time Series Forecasting, Classification (directional trading signal), Risk Management, Optimization.

arXiv:2601.13435 · Paper rankings

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