From Index to Equity: Pre-Training Transformers for Stock Return Prediction

By Marie Soehl Coolsaet, Roberto Gallardo, Zhen Gao

Published 2025-01-15

Everscope rating

1584

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: Pre-Training on Market Index and Fine-Tuning on Individual Stocks. Problem types: Classification, Regression, Time Series Forecasting, Transfer Learning.

arXiv:2605.23962 · Paper rankings

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