Galformer: a transformer with generative decoding and a hybrid loss function for multi-step stock market index prediction

The prediction of stock market fluctuations is crucial for decision-making in various financial fields. Deep learning algorithms have demonstrated outstanding performance in stock market index prediction. Recent research has also highlighted the potential of the Transformer model in enhancing predic...

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Bibliographic Details
Published in:	Scientific reports Vol. 14; no. 1; pp. 23762 - 18
Main Authors:	Ji, Yi, Luo, Yuxuan, Lu, Aixia, Xia, Duanyang, Yang, Lixia, Wee-Chung Liew, Alan
Format:	Journal Article
Language:	English
Published:	London Nature Publishing Group UK 10.10.2024 Nature Publishing Group Nature Portfolio
Subjects:	639/166 639/705 Accuracy Algorithms Decision making Deep learning Experiments Forecasting Galformer Humanities and Social Sciences multidisciplinary Natural language processing Neural networks Predictions Science Science (multidisciplinary) Securities markets Stock exchanges Stock index prediction Stock market indexes Time series Transformer Trends Deep learning Transformer Stock index prediction Galformer
ISSN:	2045-2322, 2045-2322
Online Access:	Get full text
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