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Abstract:
Stock trend prediction is a significant challenge due to the inherent uncertainty and complexity of stock market time series. In this study, we introduce an innovative dual-branch network model designed to effectively address this challenge. The first branch constructs recurrence plots (RPs) to capture the nonlinear relationships between time points from historical closing price sequences and computes the corresponding recurrence quantifification analysis measures. The second branch integrates transposed transformers to identify subtle interconnections within the multivariate time series derived from stocks. Features extracted from both branches are concatenated and fed into a fully connected layer for binary classification, determining whether the stock price will rise or fall the next day. Our experimental results based on historical data from seven randomly selected stocks demonstrate that our proposed dual-branch model achieves superior accuracy (ACC) and F1-score compared to traditional machine learning and deep learning approaches. These findings underscore the efficacy of combining RPs with deep learning models to enhance stock trend prediction, offering considerable potential for refining decision-making in financial markets and investment strategies.
