Stock Price Prediction Using Technical Indicators: A CNN+LSTM+Multi-Head Attention Approach

Juncheng Long

2024

Abstract

As a matter of fact, on account of the inherent volatility and complexity of financial markets, predicting stock prices has always been a highly challenging task especially under the complex situation in recent years. With this in mind, this study explores the application of advanced machine learning models, particularly the CNN+LSTM+multi head attention model, to predict stock prices based on a comprehensive set of technical indicators. Based on evaluating the effectiveness of the model through various trading strategies and comparing its performance with other models, the results show that the CNN+LSTM+Multi head attention model is significantly superior to other models in capturing market trends and achieving cumulative returns. At the same time, the current limitations for the models as well as improvements proposals for further study have been discussed at the same time. Overall, this study highlights the practical application value of the model in financial forecasting, providing a powerful tool for optimizing trading strategies.

Paper Citation

in Harvard Style

Long J. (2024). Stock Price Prediction Using Technical Indicators: A CNN+LSTM+Multi-Head Attention Approach. In Proceedings of the 1st International Conference on E-commerce and Artificial Intelligence - Volume 1: ECAI; ISBN 978-989-758-726-9, SciTePress, pages 437-446. DOI: 10.5220/0013264900004568

in Bibtex Style

@conference{ecai24,
author={Juncheng Long},
title={Stock Price Prediction Using Technical Indicators: A CNN+LSTM+Multi-Head Attention Approach},
booktitle={Proceedings of the 1st International Conference on E-commerce and Artificial Intelligence - Volume 1: ECAI},
year={2024},
pages={437-446},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0013264900004568},
isbn={978-989-758-726-9},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 1st International Conference on E-commerce and Artificial Intelligence - Volume 1: ECAI
TI - Stock Price Prediction Using Technical Indicators: A CNN+LSTM+Multi-Head Attention Approach
SN - 978-989-758-726-9
AU - Long J.
PY - 2024
SP - 437
EP - 446
DO - 10.5220/0013264900004568
PB - SciTePress