Bighead's Algorithm Notes

Apr 27, 2026 · Artificial Intelligence

STEAM: Wavelet‑Enhanced Attention Model for Stock Price Prediction

The STEAM model combines discrete wavelet transform, a wavelet‑enhanced attention mechanism, and a market‑index prefix within a Mamba‑2 encoder to capture multi‑frequency spatial and temporal dependencies in stock data, achieving state‑of‑the‑art performance across multiple international markets as measured by IC, PnL and Sharpe ratios.