The stock market is of paramount importance to economic development. Investors who accurately predict stock price fluctuations based on its high volatility can effectively mitigate investment risks and achieve higher returns. Traditional time series models face limitations when dealing with long sequences and short-term volatility issues, often yielding unsatisfactory predictive outcomes. This paper proposes a novel algorithm, MSNet, which integrates a Multi-scale Channel Attention mechanism (MSCA) and Sparse Perturbation Greedy Optimization (SPGO) onto an xLSTM framework. The MSCA enhances the model’s spatio-temporal information modeling capabilities, effectively preserving key price features within stock data. Meanwhile, SPGO improves the exploration of optimal solutions during training, thereby strengthening the model’s generalization stability against short-term market fluctuations. Experimental results demonstrate that MSNet achieves an MSE of 0.0093 and an MAE of 0.0152 on our proprietary dataset. This approach effectively extracts temporal features from complex stock market data, providing empirical insights and guidance for time series forecasting.