Multi-perspective Learning Based on Transformer for Stock Price Trend

Abstract Stock constitutes a crucial element of the financial market, and accurately forecasting stock trends remains a significant and unresolved issue. Nonetheless, the stock’s considerable complexity renders accurate prediction of stock trends more challenging. This paper proposes a novel multi-p...

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Bibliographic Details
Main Authors: Xiliang Li, Shuoru Chen, Xiaoyan Qiao, Mingli Zhang, Caiming Zhang, Feng Zhao
Format: Article
Language:English
Published: Springer 2025-02-01
Series:International Journal of Computational Intelligence Systems
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Online Access:https://doi.org/10.1007/s44196-025-00768-w
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Summary:Abstract Stock constitutes a crucial element of the financial market, and accurately forecasting stock trends remains a significant and unresolved issue. Nonetheless, the stock’s considerable complexity renders accurate prediction of stock trends more challenging. This paper proposes a novel multi-perspective approach that converts the time series prediction challenge into an image classification problem, referred to as the Multi-perspective Denoise Transformer (MPDTransformer). We initially multi-factor features into two-dimensional images employing a multi-perspective approach to more comprehensively explain the actual market conditions and enhance the model’s practicality and adaptability; secondly, we utilize a Convolutional Autoencoder (CAE) to extract features, which effectively eliminates noise and enhances data purity; finally, to comprehensively capture the temporal relationships within the data and gain a deeper understanding of the overall time series, we employ a Transformer for prediction. Experimental results demonstrate that our method outperforms other prevalent stock trend prediction techniques.
ISSN:1875-6883