arXiv:2604.16835v1 Announce Type: new
Abstract: Shanghai Composite Index prediction has become a hot issue for many investors and academic researchers. Deep learning models are widely applied in multivariate time series forecasting, including recurrent neural networks (RNN), convolutional neural networks (CNN), and transformers. Specifically, the Transformer encoder, with its unique attention mechanism and parallel processing capabilities, has become an important tool in time series prediction, and has an advantage in dealing with long sequence dependencies and multivariate data correlations. Drawing on the strengths of various models, we propose the CNN-Transformer-LSTM Networks (CTLNet). This paper explores the application of CTLNet for Shanghai Composite Index prediction and the comparative experiments show that the proposed model outperforms state-of-the-art baselines.
AI needs a strong data fabric to deliver business value
Artificial intelligence is moving quickly in the enterprise, from experimentation to everyday use. Organizations are deploying copilots, agents, and predictive systems across finance, supply chains,

