AI RESEARCH
A Learnable Wavelet Transformer for Long-Short Equity Trading and Risk-Adjusted Return Optimization
arXiv CS.AI
•
ArXi:2601.13435v4 Announce Type: replace-cross Learning profitable intraday trading policies from financial time series is challenging due to heavy noise, non-stationarity, and strong cross-sectional dependence among related assets. We propose \emph{WaveLSFormer}, a learnable wavelet-based long-short Transformer that jointly performs multi-scale decomposition and return-oriented decision learning.