1D-CapsNet-LSTM: A Deep Learning-Based Model for Multi-Step Stock Index Forecasting. (arXiv:2310.02090v2 [cs.LG] UPDATED)

Multi-step stock index forecasting is vital in finance for informed
decision-making. Current forecasting methods on this task frequently produce
unsatisfactory results due to the inherent data randomness and instability,
thereby underscoring the demand for advanced forecasting models. Given the
superiority of capsule network (CapsNet) over CNN in various forecasting and
classification tasks, this study investigates the potential of integrating a 1D
CapsNet with an LSTM network for multi-step stock index forecasting. To this
end, a hybrid 1D-CapsNet-LSTM model is introduced, …

advanced arxiv capsule cnn current data decision deep learning demand finance forecasting index lstm making network randomness stock vital