2022 International Conference on Electronics and Devices, Computational Science (ICEDCS), Год журнала: 2024, Номер unknown, С. 562 - 566
Опубликована: Сен. 23, 2024
Язык: Английский
2022 International Conference on Electronics and Devices, Computational Science (ICEDCS), Год журнала: 2024, Номер unknown, С. 562 - 566
Опубликована: Сен. 23, 2024
Язык: Английский
Process Safety and Environmental Protection, Год журнала: 2025, Номер unknown, С. 106772 - 106772
Опубликована: Янв. 1, 2025
Язык: Английский
Процитировано
1Applied Sciences, Год журнала: 2025, Номер 15(8), С. 4315 - 4315
Опубликована: Апрель 14, 2025
Stock price prediction and portfolio optimization are critical research areas in financial markets, as they directly impact investment strategies risk management. Traditional statistical methods machine learning approaches have been widely applied to these tasks, but often fail fully capture the complex dynamics of markets. typically rely on unrealistic assumptions or oversimplified models, neglecting nonlinear high-dimensional characteristics market data. Additionally, deep methods, especially temporal convolution networks graph attention networks, introduced this area achieved significant improvements both stock optimization. Therefore, study proposes a Spatial–Temporal Graph Attention Network (STGAT) that integrates STL decomposition components structures model patterns asset correlations. By combining mechanisms with convolutional modules, STGAT effectively processes spatiotemporal data, enhancing accuracy predictions. Empirical experiments CSI 500 S&P datasets demonstrate outperforms other models performance. The portfolios constructed based STGAT’s predictions achieve higher returns real scenarios, which validates feasibility feature fusion for highlights advantages capturing characteristics. This not only provides robust tool also offers valuable insights future intelligent systems.
Язык: Английский
Процитировано
0Computers in Industry, Год журнала: 2024, Номер 163, С. 104150 - 104150
Опубликована: Сен. 4, 2024
Язык: Английский
Процитировано
02022 International Conference on Electronics and Devices, Computational Science (ICEDCS), Год журнала: 2024, Номер unknown, С. 562 - 566
Опубликована: Сен. 23, 2024
Язык: Английский
Процитировано
0