Benchmarking Deep Time Series Models for Equity Portfolios

By Aoxin Zhang, Yuhan Cheng, Kwanting Leung

Published 2026-06-08

Everscope rating

1519.1

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: Three-Layer Stochastic Multi-Criteria Benchmarking with Deployment-Adjusted Acceptability. Problem types: Time Series Forecasting, Portfolio Optimization, Ranking, Optimization, Risk Management.

arXiv:2606.09420 · Paper rankings

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