Cross-Sectional Heterogeneity in LSTM Networks for Financial Time Series

By Julius Döbelt

Published 2026-08-13

Everscope rating

1421.3

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: LSTM with Learnable Sector Embeddings. Problem types: Classification, Time Series Forecasting, Portfolio Optimization.

arXiv:2608.05755 · Paper rankings

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