Adaptive Bidirectional State Space Model for High-frequency Portfolio Management.

@inproceedings{ding-2025-adaptive, author = {Wei Ding and Hanpeng Jiang and Ruibo Xiong and Yongrong Wu and Jingan Chen and Lifan Chen and Pengfei Ding and Fan Lin}, editor = {Meeyoung Cha and Carl Yang and Senjuti Basu Roy and Chanyoung Park and Zhenhui Jessie Li and Noseong Park and Carl Yang and Senjuti Basu Roy and Zhenhui Jessie Li and Jaap Kamps and Kijung Shin and Bryan Hooi and Lifang He}, title = {{Adaptive Bidirectional State Space Model for High-frequency Portfolio Management}}, booktitle = {{Proceedings of the 34th ACM International Conference on Information and Knowledge Management, CIKM 2025, Seoul, Republic of Korea, November 10-14, 2025}}, pages = {595--604}, publisher = {ACM}, year = {2025}, url = {https://doi.org/10.1145/3746252.3761246}, doi = {https://doi.org/10.1145/3746252.3761246} }