From Index to Equity: Pre-Training Transformers for Stock Return Prediction

arXiv:2605.23962v1 Announce Type: cross Abstract: This research aims to leverage machine learning to improve stock price prediction and support informed investment decisions related to buying, selling, and holding assets. Specifically, this work investigates transformer-based models for stock prediction and examines the impact of pre-training strategies on forecasting performance. A transformer model was first pre-trained on the Toronto Stock Exchange Index (TSX) to predict intra-day return direction and subsequently fine-tuned on individual TSX stocks. The model was further adapted for return

Source: arXiv cs.LG — read the full report at the original publisher.

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