Multi-Sensor Temporal Fusion Transformer for Stock Performance Prediction: An Adaptive Sharpe Ratio Approach

Multi-Sensor Temporal Fusion Transformer for Stock Performance Prediction: An Adaptive Sharpe Ratio Approach

Accurate prediction of the Sharpe ratio, a key metric for risk-adjusted returns in financial markets, remains a significant challenge due to the complex and stochastic nature of stock price movements. This paper introduces a novel deep learning model, the Temporal Fusion Transformer with Adaptive Sh...

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Bibliographic Details
Main Authors: Jingyun Yang, Pan Li, Yiwen Cui, Xu Han, Mengjie Zhou
Format: Article
Language:English
Published: MDPI AG 2025-02-01
Series:Sensors
Subjects:
multi-task learning
sensor
sharpe ratio
stock prediction
temporal fusion transformer
uncertainty quantification
Online Access:https://www.mdpi.com/1424-8220/25/3/976
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