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

arXiv:2604.09650v1 Announce Type: cross 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