A Stock Prediction Method Based on Multidimensional and Multilevel Feature Dynamic Fusion

Stock price prediction has long been a topic of interest in academia and the financial industry. Numerous factors influence stock prices, such as a company’s performance, industry development, national policies, and other macroeconomic factors. These factors are challenging to quantify, making predicting stock price movements difficult. This paper presents a novel deep neural network framework that leverages the dynamic fusion of multi-dimensional and multi-level features for stock price prediction, which means we utilize fundamental trading data and technical indicators as multi-dimensional data and local and global multi-level information. Firstly, the model dynamically assigns weights to multi-dimensional features of stocks to capture the impact of each feature on stock prices. Next, it applies the Fourier transform to the global features to capture the long-term trends of the global environment and dynamically fuses these with local and global features of the stocks to capture the overall market environment’s impact on individual stocks. Finally, temporal features are captured using an attention layer and an RNN-based model, which incorporates historical price data to forecast future prices. Experiments on stocks from various industries within the Chinese CSI 300 index reveal that the proposed model outperforms traditional methods and other deep learning approaches in terms of stock price prediction. This paper proposes a method that facilitates the dynamic integration of multi-dimensional and multi-level features in an efficient manner and experimental results show that it improves the accuracy of stock price predictions.