FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction

Cite

Text

Duan et al. "FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction." AAAI Conference on Artificial Intelligence, 2025. doi:10.1609/AAAI.V39I1.31993

Markdown

[Duan et al. "FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction." AAAI Conference on Artificial Intelligence, 2025.](https://mlanthology.org/aaai/2025/duan2025aaai-factorgcl/) doi:10.1609/AAAI.V39I1.31993

BibTeX

@inproceedings{duan2025aaai-factorgcl,
  title     = {{FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction}},
  author    = {Duan, Yitong and Wang, Weiran and Li, Jian},
  booktitle = {AAAI Conference on Artificial Intelligence},
  year      = {2025},
  pages     = {173-181},
  doi       = {10.1609/AAAI.V39I1.31993},
  url       = {https://mlanthology.org/aaai/2025/duan2025aaai-factorgcl/}
}