Bighead's Algorithm Notes
Bighead's Algorithm Notes
Nov 18, 2025 · Artificial Intelligence

MSTNN: Temporal Network with Time‑Hyperedge for Stock Trend Prediction

Existing stock trend prediction models overlook periodic patterns and high‑order inter‑stock relations, so the authors propose MSTNN—a framework combining a 3D multi‑scale CNN to capture yearly, monthly, and daily cycles with a time‑hyperedge attention module, achieving state‑of‑the‑art accuracy and profitability on NASDAQ and NYSE benchmarks.

3D CNNMSTNNfinancial time series
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MSTNN: Temporal Network with Time‑Hyperedge for Stock Trend Prediction