Accurate stock price prediction has an important role in stock investment. Because stock price data are characterized by high frequency, nonlinearity, and long memory, predicting stock prices precisely is challenging. Various forecasting methods have been proposed, from classical time series methods to machine-learning-based methods, such as random forest (RF), recurrent neural network (RNN), convolutional neural network (CNN), Long Short-Term Memory (LSTM) neural networks and their variants, etc. Each method can reach a certain level of accuracy but also has its limitations. In this paper, a CNN-BiLSTM-Attention-based model is proposed to boost the accuracy of predicting stock prices and indices. First, the temporal features of sequence data are extracted using a convolutional neural network (CNN) and bi-directional long and short-term memory (BiLSTM) network. Then, an attention mechanism is introduced to fit weight assignments to the information features automatically; and finally, the final prediction results are output through the dense layer. The proposed method was first used to predict the price of the Chinese stock index—the CSI300 index and was found to be more accurate than any of the other three methods—LSTM, CNN-LSTM, CNN-LSTM-Attention. In order to investigate whether the proposed model is robustly effective in predicting stock indices, three other stock indices in China and eight international stock indices were selected to test, and the robust effectiveness of the CNN-BiLSTM-Attention model in predicting stock prices was confirmed. Comparing this method with the LSTM, CNN-LSTM, and CNN-LSTM-Attention models, it is found that the accuracy of stock price prediction is highest using the CNN-BiLSTM-Attention model in almost all cases.

Based on the data from January 2007 to December 2021, this paper selects 14 representatives from four levels of the extreme risk of financial institutions, the contagion effect between financial systems, volatility and instability of financial markets, liquidity, and credit risk systemic risk. By constructing a Savitzky-Golay-TCN deep convolutional neural network, the systemic risk indicators of China's financial market are predicted, and their accuracy and reliability are analyzed. The research found that: 1) Savitzky-Golay-TCN deep convolutional neural network has a strong generalization ability, and the prediction effect on all indices is stable. 2) Compared with the three control models (time-series convolutional network (TCN), convolutional neural network (CNN), and long short-term memory (LSTM)), the Savitzky-Golay-TCN deep convolutional neural network has excellent prediction accuracy, and its average prediction accuracy for all indices has increased. 3) Savitzky-Golay-TCN deep convolutional neural network can better monitor financial market changes and effectively predict systemic risk.

Crude oil is a raw and natural, but nonrenewable, resource. It is one of the world’s most important commodities, and its price can have ripple effects throughout the broader economy. Accurately predicting crude oil prices is vital for investment decisions but it remains challenging. Due to the deficiencies neglecting residual factors when forecasting using conventional combination models, such as the autoregressive moving average and the long short-term memory for prediction, the variational mode decomposition (VMD)-empirical mode decomposition (EMD)-Transformer model is proposed to predict crude oil prices in this study. This model integrates a second decomposition and Transformer model-based machine learning method. More specifically, we employ the VMD technique to decompose the original sequence into variational mode filtering (VMF) and a residual sequence, followed by using EMD to decompose the residual sequence. Ultimately, we apply the Transformer model to predict the decomposed modal components and superimpose the results to produce the final forecasted prices. Further empirical test results demonstrate that the proposed quadratic decomposition composite model can comprehensively identify the characteristics of WTI and Brent crude oil futures daily price series. The test results illustrate that the proposed VMD–EMD–Transformer model outperforms the other three models—long short-term memory (LSTM), Transformer, and VMD–Transformer in forecasting crude oil prices. Details are presented in the empirical study part.

This paper proposes a graph residual gated recurrent network subway passenger flow prediction model considering the flat-peak characteristics, which firstly proposes the use of an adaptive density clustering method, which is capable of dynamically dividing the flat-peak time period of subway passenger flow. Secondly, this paper proposes graph residual gated recurrent network, which uses a graph convolutional network fused with a residual network and combined with a gated recurrent network, to simultaneously learn the temporal and spatial characteristics of passenger flow. Finally, this paper proposes to use the spatial attention mechanism to learn the spatial features around the subway stations, construct the spatial local feature components, and fully learn the spatial features around the stations to realize the local quantization of the spatial features around the subway stations. The experimental results show that the graph residual gated recurrent network considering the flat-peak characteristics can effectively improve the prediction performance of the model, and the method proposed in this paper has the highest prediction accuracy when compared with the traditional prediction model.

Joint moments are critical parameters for evaluating human movement, and time-series models are widely used to predict them from biosignals. However, biosignals collected via accelerometers, gyroscopes, and electromyography (EMG) sensors are often susceptible to local features such as short-term fluctuations and noise, which hinders the models’ ability to effectively capture global features and weakens their capability to predict long-term trends. To address this issue, this paper proposes a long short-term attention memory (LSTAM) model that integrates global features. Our main contributions include the use of fast Fourier transform for spectral decomposition, multilayer perceptrons for nonlinear transformation, and convolutional modules to suppress the impact of local features in the sensor data. Additionally, an LSTM network enhanced with attention mechanisms is incorporated to dynamically focus on key temporal and frequency-domain patterns. We evaluated the proposed model on a publicly available dataset and compared its performance with existing methods, including LSTM, TCN, Conv2D, TimeMixer, xPatch, FFN, and TranSEMG. Experimental results show that the LSTAM model achieved a variance accounted for (VAF) of 0.907 ± 0.022 for hip flexion–extension (FE) and 0.927 ± 0.026 for hip abduction–adduction (AA); a root mean square error (RMSE) of 8.04 ± 2.27 (FE) and 5.56 ± 2.01 (AA); and a coefficient of determination (R ² ) of 0.908 ± 0.029 (FE) and 0.922 ± 0.030 (AA). These results demonstrate that LSTAM significantly outperforms existing models, offering a robust and efficient solution for joint moment prediction and human rehabilitation evaluation.