Stock Market Analysis Using Deep Learning

This research explores advanced transformer architectures for stock market prediction, focusing on TimeGPT and Spacetimeformer models. We implement sophisticated time-series transformers that leverage self-attention mechanisms and temporal pattern recognition to enhance prediction accuracy. Our methodology combines multi-layered transformer pipelines with specialized market-specific encodings and quantum-inspired computing elements. Testing across diverse market conditions demonstrates significant improvements over traditional approaches, achieving accuracy rates of 96.2% in short-term predictions and 94.8% in long-term forecasting. The system processes financial time series data through multi-head attention layers while maintaining sub-millisecond prediction times, establishing new benchmarks in market prediction performance. This work contributes novel techniques for handling market volatility and regime changes, with particular strength in adapting to extreme market events.

Authors

Publication Details

Journal
Journal of Computer Science and Technology Studies
Published
2025-04-27
DOI
https://doi.org/10.32996/jcsts.2025.7.2.59
Primary Topic
Stock Market Forecasting Methods
Type
article
Field-Weighted Citation Impact
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article

Stock Market Analysis Using Deep Learning

Chirag Gajiwala
Journal of Computer Science and Technology Studies
Stock Market Forecasting Methods
article

Stock Market Analysis Using Deep Learning

Chirag Gajiwala
article en

Abstract

This research explores advanced transformer architectures for stock market prediction, focusing on TimeGPT and Spacetimeformer models. We implement sophisticated time-series transformers that leverage self-attention mechanisms and temporal pattern recognition to enhance prediction accuracy. Our methodology combines multi-layered transformer pipelines with specialized market-specific encodings and quantum-inspired computing elements. Testing across diverse market conditions demonstrates significant improvements over traditional approaches, achieving accuracy rates of 96.2% in short-term predictions and 94.8% in long-term forecasting. The system processes financial time series data through multi-head attention layers while maintaining sub-millisecond prediction times, establishing new benchmarks in market prediction performance. This work contributes novel techniques for handling market volatility and regime changes, with particular strength in adapting to extreme market events.

Journal of Computer Science and Technology StudiesVol. 7(2)
Openalex Percentile: Top 90%
Stock Market Forecasting Methods
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