Stock Movement Prediction with Multimodal Stable Fusion via Gated Cross-Attention Mechanism

Chang Zong, Jian Shao, Weiming Lu, Yueting Zhuang
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Abstract

The accurate prediction of stock movements is crucial for investment strategies. Stock prices are subject to the influence of various forms of information, including financial indicators, sentiment analysis, news documents, and relational structures. Predominant analytical approaches, however, tend to address only unimodal or bimodal sources, neglecting the complexity of multimodal data. Further complicating the landscape are the issues of data sparsity and semantic conflicts between these modalities, which are frequently overlooked by current models, leading to unstable performance and limiting practical applicability. To address these shortcomings, this study introduces a novel architecture, named Multimodal Stable Fusion with Gated Cross-Attention (MSGCA), designed to robustly integrate multimodal input for stock movement prediction. The MSGCA framework consists of three integral components: (1) a trimodal encoding module, responsible for processing indicator sequences, dynamic documents, and a relational graph, and standardizing their feature representations; (2) a cross-feature fusion module, where primary and consistent features guide the multimodal fusion of the three modalities via a pair of gated cross-attention networks; and (3) a prediction module, which refines the fused features through temporal and dimensional reduction to execute precise movement forecasting. Empirical evaluations demonstrate that the MSGCA framework exceeds current leading methods, achieving performance gains of 8.1%, 6.1%, 21.7% and 31.6% on four multimodal datasets, respectively, attributed to its enhanced multimodal fusion stability.
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通过门控交叉注意力机制进行多模态稳定融合的股票走势预测
准确预测股票走势对投资策略至关重要。股票价格受到各种形式信息的影响,包括金融指标、情绪分析、新闻文件和关系结构。然而,主流的分析方法往往只针对单模态或双模态来源,而忽视了多模态数据的复杂性。数据稀疏性和这些模式之间的语义冲突问题使情况更加复杂,而当前的模型经常忽略这些问题,导致性能不稳定,限制了实际应用性。为了解决这些问题,本研究引入了一种名为 "多模态稳定融合与门控交叉注意(MSGCA)"的新型架构,旨在稳健地整合多模态输入,以进行动物运动预测。MSGCA 框架由三个组成部分组成:(1) 三模态编码模块,负责处理指标序列、动态文档和关系图,并对其特征表示进行标准化处理;(2) 交叉特征融合模块,主要特征和一致特征通过一对门控交叉注意力网络引导三模态的多模态融合;(3) 预测模块,通过时间和维度还原完善融合特征,以执行精确的运动预测。实证评估表明,MSGCA 框架超越了当前的领先方法,在四个多模态数据集上分别实现了 8.1%、6.1%、21.7% 和 31.6% 的性能提升,这归功于其增强的多模态融合稳定性。
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