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

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Listed:
  • Chang Zong
  • Jian Shao
  • Weiming Lu
  • Yueting Zhuang

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.

Suggested Citation

  • Chang Zong & Jian Shao & Weiming Lu & Yueting Zhuang, 2024. "Stock Movement Prediction with Multimodal Stable Fusion via Gated Cross-Attention Mechanism," Papers 2406.06594, arXiv.org.
  • Handle: RePEc:arx:papers:2406.06594
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    References listed on IDEAS

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    1. Fuli Feng & Xiangnan He & Xiang Wang & Cheng Luo & Yiqun Liu & Tat-Seng Chua, 2018. "Temporal Relational Ranking for Stock Prediction," Papers 1809.09441, arXiv.org, revised Jan 2019.
    2. Qianqian Xie & Weiguang Han & Yanzhao Lai & Min Peng & Jimin Huang, 2023. "The Wall Street Neophyte: A Zero-Shot Analysis of ChatGPT Over MultiModal Stock Movement Prediction Challenges," Papers 2304.05351, arXiv.org, revised Apr 2023.
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