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

Xiang Ao, Jingxuan Zhang and Xinyu Zhao

Papers from arXiv.org

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.

Date: 2026-03
New Economics Papers: this item is included in nep-for
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