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Dynamic Forecasting and Temporal Feature Evolution of Stock Repurchases in Listed Companies Using Attention-Based Deep Temporal Networks

arXiv 2604.09650 ↗First posted 29 Mar 2026q-fin.ST cs.AI cs.LGcited by 0

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Abstract (arXiv)

Accurately predicting stock repurchases is crucial for quantitative investment and risk management, yet traditional static models fail to capture the complex temporal dependencies of corporate financial conditions. This paper proposes a dynamic early warning system integrating economic theory with deep temporal networks. Using Chinese A-share panel data (2014-2024), we employ a hybrid Temporal Convolutional Network (TCN) and Attention-based LSTM to capture long- and short-term financial evolutionary patterns. Rolling-window cross-validation demonstrates our model significantly outperforms static baselines like Logistic Regression and XGBoost. Furthermore, utilizing Explainable AI (XAI), we reveal the temporal dynamics of repurchase decisions: prolonged "undervaluation" serves as the long-term underlying motive, while a sharp increase in "cash flow" acts as the decisive short-term trigger. This study provides a robust deep learning paradigm for financial forecasting and offers dynamic empirical support for classic corporate finance hypotheses.

Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 9 of its 38 references that are in the map. First posted on arXiv 29 Mar 2026.

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References · 9

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  6. 2018An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modelingcited by 1,447
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  8. 2019Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019cited by 270
  9. 2018Universal features of price formation in financial markets: perspectives from Deep Learningcited by 59

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