Stock index price prediction is prevalent in both academic and economic fields. The index price is hard to forecast due to its uncertain noise. With the development of computer science, neural networks are applied in kinds of industrial fields. In this paper, we introduce four different methods in machine learning including three typical machine learning models: Multilayer Perceptron (MLP), Long Short Term Memory (LSTM) and Convolutional Neural Network (CNN) and one attention-based neural network. The main task is to predict the next day’s index price according to the historical data. The dataset consists of the SP500 index, CSI300 index and Nikkei225 index from three different financial markets representing the most developed market, the less developed market and the developing market respectively. Seven variables are chosen as the inputs containing the daily trading data, technical indicators and macroeconomic variables. The results show that the attention-based model has the best performance among the alternative models. Furthermore, all the introduced models have better accuracy in the developed financial market than developing ones.

Kai Yao, Penglei Gao, Lichun Li, Yuan Zhao, Xiaofeng Wang, Wei Wang, Jianke Zhu. Findings of the Association for Computational Linguistics: EMNLP 2024. 2024.

While exogenous variables have a major impact on performance improvement in time series analysis, interseries correlation and time dependence among them are rarely considered in the present continuous methods. The dynamical systems of multivariate time series could be modeled with complex unknown partial differential equations (PDEs) which play a prominent role in many disciplines of science and engineering. In this article, we propose a continuous-time model for arbitrary-step prediction to learn an unknown PDE system in multivariate time series whose governing equations are parameterized by self-attention and gated recurrent neural networks. The proposed model, exogenous-guided PDE network (EgPDE-Net), takes account of the relationships among the exogenous variables and their effects on the target series. Importantly, the model can be reduced into a regularized ordinary differential equation (ODE) problem with specially designed regularization guidance, which makes the PDE problem tractable to obtain numerical solutions and feasible to predict multiple future values of the target series at arbitrary time points. Extensive experiments demonstrate that our proposed model could achieve competitive accuracy over strong baselines: on average, it outperforms the best baseline by reducing 9.85% on RMSE and 13.98% on MAE for arbitrary-step prediction.

Generalised image outpainting is an important and active research topic in computer vision, which aims to extend appealing content all-side around a given image. Existing state-of-the-art outpainting methods often rely on discrete extrapolation to extend the feature map in the bottleneck. They thus suffer from content unsmoothness, especially in circumstances where the outlines of objects in the extrapolated regions are incoherent with the input sub-images. To mitigate this issue, we design a novel bottleneck with Neural ODEs to make continuous extrapolation in latent space, which could be a plug-in for many deep learning frameworks. Our ODE-based network continuously transforms the state and makes accurate predictions by learning the incremental relationship among latent points, leading to both smooth and structured feature representation. Experimental results on three real-world datasets both applied on transformer-based and CNN-based frameworks show that our methods could generate more realistic and coherent images against the state-of-the-art image outpainting approaches. Our code is available at https://github.com/PengleiGao/Continuous-Image-Outpainting-with-Neural-ODE .