0% Complete
Home
/
12th International Conference on Computer and Knowledge Engineering
Multi-Task Transformer for Stock Market Trend Prediction
Authors :
Seyed Morteza Mirjebreili
1
Ata Solouki
2
Hamidreza Soltanalizadeh
3
Mohammad Sabokrou
4
1- Part AI Research Center
2- TELIN-IPI, Ghent University, Ghent, Belgium
3- Part AI Research Center
4- Institute for Research in Fundamental Sciences, Tehran, Iran
Keywords :
Stock Market،Trend Prediction،Deep Learning،Transformer،Multi-Task
Abstract :
This paper presents a novel stock market prediction method by taking transformers' advantages in analyzing the sequential data. The previous techniques usually tend to learn/understand the pattern of the market by analyzing the historical market data, while those patterns are very complex and implicit. To learn these patterns effectively, we cope with this challenge by leveraging deep neural models, i.e., transformers. We employ transformers to predict the stock trend. Since this kind of deep learning model needs a massive amount of data to be trained, the data paneling approach is hired to extend the dataset. Also, the multi-task technique is utilized to reduce the optimization searching space, which causing to speeding up the coverage and finding relatively optimal parameters and consequently improved accuracy. Note that the method of labeling the trend which is used in this paper is financially meaningful and more practical. We have evaluated the performance of our proposed method on the real-world stock market, specifically the Iran stock market. The results confirm the effectiveness of our proposed model.
Papers List
List of archived papers
Pyramid Transformer for Traffic Sign Detection
Omid Nejati manzari - Amin Boudesh - Shahriar B. Shokouhi
An Improved and Accurate Measure for Mining Correlated High-utility Itemsets
Amir Masoud Heidari Orojloo - Morteza Keshtkaran
Improved TrustChain for Lightweight Devices
Seyed Salar Ghazi - Haleh Amintoosi
A Simple Low Cost Approach to Detect Hand Gesture Based on Software Event Camera Emulation
Ali Sabet Akbarzadeh - Abedin Vahedian
Cross-project Defect Prediction with An Enhanced Transfer Boosting Algorithm
Nazgol Nikravesh - Mohammad Reza Keyvanpour
An Efficient Planning Method for Autonomous Navigation of a Wheeled-Robot based on Deep Reinforcement Learning
Ali Salimi Sadr - Mahdi Shahbazi Khojasteh - Hamed Malek - Armin Salimi-Badr
Robat-e-Beheshti: A Persian Wake Word Detection Dataset for Robotic Purposes
Parisa Ahmadzadeh Raji - Yasser Shekofteh
FGM Copula based Analysis of Coverage Region for Wireless Three-User Multiple Access Channel with Correlated Channel Coefficients
Mona Sadat Mohsenzadeh - Ghosheh Abed Hodtani
Semantic Segmentation Using Region Proposals and Weakly-Supervised Learning
Maryam Taghizadeh - Abdolah Chalechale
Multi-Digit Handwritten Recognition: A CNN-LSTM Hybrid Approach with Wavelet Transforms
Amin Kazempour - Jafar Tanha
more
Samin Hamayesh - Version 41.5.3