RankGLU improves mean information coefficient on CSI300 from 0.0654 to 0.0727 by using a residual bottleneck gated linear unit for cross-sectional stock score formation.
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The study theoretically examines concept drift and evaluates drift detection algorithms across categories on diverse streaming datasets.
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RankGLU: Residual Gated Score Formation for Cross-Sectional Stock Prediction
RankGLU improves mean information coefficient on CSI300 from 0.0654 to 0.0727 by using a residual bottleneck gated linear unit for cross-sectional stock score formation.
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Learner-based Concept Drift Detection: Analysis and Evaluation
The study theoretically examines concept drift and evaluates drift detection algorithms across categories on diverse streaming datasets.