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金工深度研究：Attention is indeed all you need-20230822-华泰证券

人工智能系列之69：注意力机制应用于量化选股多类场景注意力机制是近年来人工智能领域影响深远的创新之一，但以往应用于量化投资多局限在行情时间序列编码，本研究展示多种形式的注意力机制在量化选股各类场景的运用。分别测试：(1)任务间注意力：提取多任务学习中的任务间关系信息；(2)股票间注意力：Transformer学习截面因子的股票间关系；(3)时序注意力：ALSTM和Transformer编码因子时

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