Adaptive Financial Transformer with Regime-Gated Attention for Stock Return Prediction

Adaptive Financial Transformer (AFT) is proposed for stock return prediction under non-stationary financial markets.

Adaptive Financial Transformer (AFT) is proposed for stock return prediction under non-stationary financial markets. The model incorporates a Market Regime Encoder, an Adaptive Gate Network, and an Adaptive Financial Context module to dynamically bias self-attention based on…