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

2026-03-29 14:03:26
Xiang Ao, Jingxuan Zhang, Xinyu Zhao
arXiv_AI
             
Abstract

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.

Abstract (translated)

URL

https://arxiv.org/abs/2604.09650

PDF

https://arxiv.org/pdf/2604.09650.pdf

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