123 citations · 154 across the 5 of their papers we have counts for
5 papers
Beyond Fixed Patches: Enhancing GPTs for Financial Prediction with Adaptive Segmentation and Learnable Wavelets
Renjun Jia, Zian Liu, Peng Zhu +2
The extensive adoption of web technologies in the finance and investment sectors has led to an explosion of financial data, which contributes to the complexity of the forecasting t…
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…
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…
Complete Instances Mining for Weakly Supervised Instance Segmentation
Zecheng Li, Zening Zeng, Yuqi Liang +1
Weakly supervised instance segmentation (WSIS) using only image-level labels is a challenging task due to the difficulty of aligning coarse annotations with the finer task. However…
Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction
Sheng Xiang, Dawei Cheng, Chencheng Shang +2
The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph ne…