Independent reproduction of ICML 2026 paper #9730 — The Label Horizon Paradox:
Rethinking Supervision Targets in Financial Forecasting (Chen-Hui Song, Shuoling Liu,
Liyuan Chen; E Fund Management). arXiv 2602.03395 ·
OpenReview G43CIfmmxh.
Part of the Hugging Face × AlphaXiv ICML-2026 reproduction challenge.
The paper's benchmark uses proprietary CSI 300/500/1000 minute-level data (E Fund… See the full description on the dataset page:
https://huggingface.co/datasets/debajyotidasgupta/repro-label-horizon-paradox-artifacts.
