Stock Market Forecasting Based on Spatiotemporal Deep Learning

Stock Market Forecasting Based on Spatiotemporal Deep Learning

This study introduces the Spacetimeformer model, a novel approach for predicting stock prices, leveraging the Transformer architecture with a time–space mechanism to capture both spatial and temporal interactions among stocks. Traditional Long–Short Term Memory (LSTM) and recent Transformer models l...

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Bibliographic Details
Main Authors: Yung-Chen Li, Hsiao-Yun Huang, Nan-Ping Yang, Yi-Hung Kung
Format: Article
Language:English
Published: MDPI AG 2023-09-01
Series:Entropy
Subjects:
stock forecasting
spatiotemporal transformer
spacetimeformer model
multi-steps forecasting
Online Access:https://www.mdpi.com/1099-4300/25/9/1326

Internet

https://www.mdpi.com/1099-4300/25/9/1326

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