📝 SummarXiv

Abstract

Prediction of stock price movements presents a formidable challenge in financial analytics due to the inherent volatility, non-stationarity, and nonlinear characteristics of market data. This paper introduces SPH-Net (Stock Price Prediction Hybrid Neural Network), an innovative deep learning framework designed to enhance the accuracy of time series forecasting in financial markets. The proposed architecture employs a novel co-attention mechanism that initially processes temporal patterns through a Vision Transformer, followed by refined feature extraction via an attention mechanism, thereby capturing both global and local dependencies in market data. To rigorously evaluate the model's performance, we conduct comprehensive experiments on eight diverse stock datasets: AMD, Ebay, Facebook, FirstService Corp, Tesla, Google, Mondi ADR, and Matador Resources. Each dataset is standardized using six fundamental market indicators: Open, High, Low, Close, Adjusted Close, and Volume, representing a complete set of features for comprehensive market analysis. Experimental results demonstrate that SPH-Net consistently outperforms existing stock prediction models across all evaluation metrics. The model's superior performance stems from its ability to effectively capture complex temporal patterns while maintaining robustness against market noise. By significantly improving prediction accuracy in financial time series analysis, SPH-Net provides valuable decision-support capabilities for investors and financial analysts, potentially enabling more informed investment strategies and risk assessment in volatile market conditions.