collaborators

7 papers

cs.CE2026

FinMamba: Market-Aware Graph Enhanced Multi-Level Mamba for Stock Movement Prediction

Yifan Hu, Peiyuan Liu, Yuante Li +5

Recently, combining stock features with inter-stock correlations has become a common and effective approach for stock movement prediction. However, financial data presents signific…

cs.CE2026

FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting

Yifan Hu, Yuante Li, Peiyuan Liu +6

Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investmen…

q-fin.ST2025

MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU

Peng Zhu, Yuante Li, Yifan Hu +4

As financial markets grow increasingly complex in the big data era, accurate stock prediction has become more critical. Traditional time series models, such as GRUs, have been wide…

cs.LG2025

TimeFilter: Patch-Specific Spatial-Temporal Graph Filtration for Time Series Forecasting

Yifan Hu, Guibin Zhang, Peiyuan Liu +6

Time series forecasting methods generally fall into two main categories: Channel Independent (CI) and Channel Dependent (CD) strategies. While CI overlooks important covariate rela…

cs.LG2025

TimeBridge: Non-Stationarity Matters for Long-term Time Series Forecasting

Peiyuan Liu, Beiliang Wu, Yifan Hu +4

Non-stationarity poses significant challenges for multivariate time series forecasting due to the inherent short-term fluctuations and long-term trends that can lead to spurious re…

q-fin.ST2025

LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU

Peng Zhu, Yuante Li, Yifan Hu +3

Stock price prediction is a challenging problem in the field of finance and receives widespread attention. In recent years, with the rapid development of technologies such as deep…