Open access
Aug 2026
MSATE-Net: A Multi-Scale Attention-Enhanced Bidirectional Temporal Network for Stock Index Forecasting
The revised evidence supports lower price-level errors, while directional and significance results are mixed across markets, and the findings establish cross-market consistency rather than transfer learning.
Tao-Ying Wang, Yi-Yuan Cheng, Zihao Tang et al.
· Symmetry · 0 citations