Published 2024-07-30
Keywords
- Deep learning; GRU; Attention; Feature extraction
How to Cite
This work is licensed under a Creative Commons Attribution 4.0 International License.
Abstract
This paper delves into leveraging neural networks for equity market forecasting by amalgamating gated recurrent units (GRUs) with an attention paradigm to refine the predictive model, thereby enhancing the precision of share value and market trajectory prognostications. Conventional forecasting frameworks frequently falter in encapsulating the dependencies of prolonged sequences, particularly when contending with nonlinear temporal data, culminating in diminished forecast veracity. Consequently, the architecture devised herein initially harnesses a GRU layer to preprocess the ingested temporal sequence information, discerning the dynamic alterations and latent patterns within the series. Subsequently, the attention mechanism is superimposed on the GRU's latent state output. By computing the significance rating at every temporal juncture of the hidden state, the salience of diverse epochs is dynamically recalibrated, ensuring the model focuses on the attributes most pivotal to the anticipated outcome. This fusion not only amplifies the model's acumen for enduring interdependencies but also alleviates superfluous computational overhead, accelerates the learning phase, and fortifies versatility, all while sustaining commendable predictive efficacy.
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