Research on deep learning model for stock prediction by integrating frequency domain and time series features
Abstract In the field of financial technology, stock prediction has become a popular research direction due to its high volatility and uncertainty. Most existing models can only process single temporal features, failing to capture multi-scale temporal patterns and latent cyclical components embedded...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Nature Portfolio
2025-08-01
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| Series: | Scientific Reports |
| Online Access: | https://doi.org/10.1038/s41598-025-14872-6 |
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