ResNLS: An Improved Model for Stock Price Forecasting

arXiv:2312.01020 · cs.LG, cs.AI, cs.CE · Submitted 2023-12-02 · Read on arXiv

cs.LG, cs.AI, cs.CE

Submitted: 2023-12-02

Updated: 2026-09-17

Comments: Accepted by Computational Intelligence 2023

Code: https://github.com/Yuanzhe-Jia/ResNLS

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Transformer — 11× in this paper · explained in 2 episodes
• Accuracy — 6× in this paper · explained in 1 episode
• Benchmark — 5× in this paper · explained in 2 episodes
• Adam — 4× in this paper · explained in 2 episodes
• Attention Mechanism — 4× in this paper · explained in 2 episodes
• Core — 2× in this paper · explained in 2 episodes
• Feature Extraction — 2× in this paper · explained in 2 episodes
• Mean Squared Error — 2× in this paper
• Time Series Forecasting — 2× in this paper · explained in 3 episodes
• Adaptability — 1× in this paper · explained in 1 episode
• Average Rate of Return — 1× in this paper
• Downstream Tasks — 1× in this paper · explained in 2 episodes
• Federated Learning — 1× in this paper · explained in 14 episodes
• Hybrid Models — 1× in this paper · explained in 2 episodes
• Mean Absolute Error — 1× in this paper
• Testing Efficient Market Hypothesis — 1× in this paper

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