Algorithm Research & Explore
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App. Res. of Comp. Printed Article
Vol. 39, 2022 No. 11
3258-3262

Research on multidimensional price prediction model based on multi-view attention mechanism

Song Jin
Mi Liqun
Su Yanyuan
School of Economics & Management, Yanshan University, Qinhuangdao Hebei 066004, China
DOI: 10.19734/j.issn.1001-3695.2022.04.0176

Abstract

Traditional stock price forecasting models only predict prices in a single dimension, ignoring the complex relationship between prices in multiple dimensions. Therefore, to better predict stock prices accurately and provide forward-looking information for decision-makers, this paper proposed a new multidimensional price prediction model based on multi-view attention mechanism. It learned the underlying complex input-output relationship of multidimensional stock prices through multi-view depthwise separable convolution networks, better extracted the spatial-temporal features of stock prices, realized the intelligent association of spatial-temporal data, and used the attention mechanism to further improve performance, and then predicted stock prices of single and multiple time steps through spatial-temporal and multidimensional stock price historical data. The model was tested and compared with other four models on the bank of China stock price datasets. Comparing with the best performing model under different forecasting time periods, it show that the mean absolute error of the model is reduced by 0.4%, 0.5%, 4.2%, and 3.9%, the mean squared error is reduced by 0.8%, 2%, 1.9%, and 1.9%, and the mean absolute percentage error is reduced by 0.15%, 0.21%, 1.24%, and 1.34%, respectively. Therefore, the proposed model has the highest prediction accuracy and the best prediction performance, and has universality in predicting stock prices in other dimensions.

Foundation Support

国家自然科学基金资助项目(72101227)
河北省高等学校人文社会科学研究青年基金资助项目(SQ191076)

Publish Information

DOI: 10.19734/j.issn.1001-3695.2022.04.0176
Publish at: Application Research of Computers Printed Article, Vol. 39, 2022 No. 11
Section: Algorithm Research & Explore
Pages: 3258-3262
Serial Number: 1001-3695(2022)11-008-3258-05

Publish History

[2022-06-18] Accepted Paper
[2022-11-05] Printed Article

Cite This Article

宋津, 米利群, 苏妍嫄. 基于多视图注意力机制的多维度价格预测模型研究 [J]. 计算机应用研究, 2022, 39 (11): 3258-3262. (Song Jin, Mi Liqun, Su Yanyuan. Research on multidimensional price prediction model based on multi-view attention mechanism [J]. Application Research of Computers, 2022, 39 (11): 3258-3262. )

About the Journal

  • Application Research of Computers Monthly Journal
  • Journal ID ISSN 1001-3695
    CN  51-1196/TP

Application Research of Computers, founded in 1984, is an academic journal of computing technology sponsored by Sichuan Institute of Computer Sciences under the Science and Technology Department of Sichuan Province.

Aiming at the urgently needed cutting-edge technology in this discipline, Application Research of Computers reflects the mainstream technology, hot technology and the latest development trend of computer application research at home and abroad in a timely manner. The main contents of the journal include high-level academic papers in this discipline, the latest scientific research results and major application results. The contents of the columns involve new theories of computer discipline, basic computer theory, algorithm theory research, algorithm design and analysis, blockchain technology, system software and software engineering technology, pattern recognition and artificial intelligence, architecture, advanced computing, parallel processing, database technology, computer network and communication technology, information security technology, computer image graphics and its latest hot application technology.

Application Research of Computers has many high-level readers and authors, and its readers are mainly senior and middle-level researchers and engineers engaged in the field of computer science, as well as teachers and students majoring in computer science and related majors in colleges and universities. Over the years, the total citation frequency and Web download rate of Application Research of Computers have been ranked among the top of similar academic journals in this discipline, and the academic papers published are highly popular among the readers for their novelty, academics, foresight, orientation and practicality.

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