Dynamic Forecasting and Temporal Feature Evolution of Stock Repurchases in Listed Companies Using Attention-Based Deep Temporal Networks

By Xiang Ao, Jingxuan Zhang, Xinyu Zhao

Published 2026-03-29

Everscope rating

1245.9

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: TCN-Att-LSTM Hybrid Deep Temporal Network with XAI. Problem types: Classification, Time Series Forecasting, Imbalanced Learning, Risk Management.

arXiv:2604.09650 · Paper rankings

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