4 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…
Adaptive Multi-Scale Decomposition Framework for Time Series Forecasting
Yifan Hu, Peiyuan Liu, Peng Zhu +2
Transformer-based and MLP-based methods have emerged as leading approaches in time series forecasting (TSF). While Transformer-based methods excel in capturing long-range dependenc…