most citedFinMultiTime: A Four-Modal Bilingual Dataset for Financial Time-Series Analysis

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cs.LG2026

ACT: Anti-Crosstalk Learning for Cross-Sectional Stock Ranking via Temporal Disentanglement and Structural Purification

Juntao Li, Liang Zhang

Cross-sectional stock ranking is a fundamental task in quantitative investment, relying on both temporal modeling of individual stocks and the capture of inter-stock dependencies.…