arXiv Machine Learning June 5, 2026 By Shanyan Lai

Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models

Read the original on arXiv Machine Learning →

arXiv:2508. 19006v2 Announce Type: replace-cross Abstract: This study investigates the pre-trained RNN attention models with the mainstream attention mechanisms, such as additive attention, Luong's three attentions, global self-attention and sliding window sparse attention, for the empirical asset pricing research on the top 420 large-cap US stocks.

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