research-article

Predicting stock market trends with self-supervised learning

Authors:

Yuqi LiangAuthors Info & Claims

Volume 568, Issue C

https://doi.org/10.1016/j.neucom.2023.127033

Published: 14 March 2024 Publication History

Abstract

Predicting stock market trends is the basic daily routine task that investors should perform in the stock trading market. Traditional market trends prediction models are generally based on hand-crafted factors or features, which heavily rely on expensive expertise knowledge. Moreover, it is difficult to discover hidden features contained in the stock time series data, which are otherwise helpful for predicting stock market trends. In this paper, we propose a novel stock market trends prediction framework SMART with a self-supervised stock technical data sequence embedding model S3E. Specifically, the model encodes stock technical data sequences into embeddings, which are further trained with multiple self-supervised auxiliary tasks. With the learned sequence embeddings, we make stock market trends predictions based on an LSTM and a feed-forward neural network. We conduct extensive experiments on China A-Shares market and NASDAQ market to show that our model is highly effective for stock market trends prediction. We further deploy SMART in a leading financial service provider in China and the result demonstrates the effectiveness of the proposed method in real-world applications.

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Predicting stock market trends with self-supervised learning

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Published In

cover image Neurocomputing

Neurocomputing Volume 568, Issue C

Feb 2024

249 pages

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Elsevier B.V.

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Elsevier Science Publishers B. V.

Netherlands

Publication History

Published: 14 March 2024

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