电器:具有生成解码和混合损失功能的变压器,用于多步股票市场指数预测
Yi Ji1, Yuxuan Luo2, Aixia Lu1
1School of Electrical Information Engineering, Jiangsu University, 301 Xuefu Road, ZhenjiangJiangsu, 212013, China.
Scientific reports
|October 10, 2024
概括
一种新型变压器模型Galformer增强了多步骤的股票市场指数预测. 它具有生成解码器,用于更快的长序列预测,以及混合损失功能,以提高准确性.
科学领域:
- 金融预测 财务预测
- 金融领域的人工智能
- 时间序列分析时间序列分析.
背景情况:
- 准确的股票市场预测对于财务决策至关重要.
- 深度学习,特别是变压器模型,显示出股票指数预测的前景.
- 现有的变压器模型在多步预测速度和捕获杂的财务数据方面扎.
研究的目的:
- 介绍Galformer,一个创新的基于变压器的模型,用于多步股票市场指数预测.
- 为了解决变压器模型推断速度和损失函数适合金融数据的局限性.
- 提高股票市场预测的准确性和效率.
主要方法:
- 开发了Galformer,这是一个带有生成解码器的变压器模型,用于单向,长序列预测.
- 实现了一种新的混合损失函数,将定量错误和趋势准确性结合起来.
- 在CSI 300,标准普尔500,道斯工业平均指数 (DJI) 和纳斯达克综合指数 (IXIC) 上评估的业绩.
主要成果:
- 与经典方法相比,Galformer在多个股票市场指数上表现优越.
- 生成式解码器显著提高了长序列的推理速度.
- 混合损失函数有效地优化了对杂,非线性股票数据的模型.
结论:
- former提供了一种有效的解决方案,用于多步骤的股票市场指数预测.
- 该模型的架构和损失函数增强了速度和准确性.
- 在将变压器模型应用于财务预测方面,Galformer代表了重大进步.
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