Open access
Aug 2026
A Hybrid Model for Stock Index Forecasting Integrating Multi-Scale Local Attention and State-Space Modeling
Experiments on six stock index datasets show that AG-SSM achieves the lowest horizon-averaged MAPE on all six datasets while maintaining competitive performance across other metrics and individual horizons.
Hao-Rong Liao, Xiang-Zeng Kong, Yiming Mu et al.
· Mathematics · 0 citations