InvariantStock: Learning Invariant Features for Mastering the Shifting Market
Published in Transactions on Machine Learning Research, 2024
InvariantStock introduces a novel framework to enhance robustness against market distribution shifts by learning invariant features across environments, delivering superior stock return predictions and outperforming baselines in dynamic markets.
Recommended citation: Cao, H., Zou, J., Liu, Y., Zhang, Z., Abbasnejad, E., Hengel, A.V.D. and Shi, J.Q., 2024. InvariantStock: Learning Invariant Features for Mastering the Shifting Market. arXiv preprint arXiv:2409.00671.