基于BSFinformer模型的金融数据特征选择及预测

朱晓彤, 林培光, 孙玫, 王倩, 李金玉, 王杰茹

Feature selection and prediction of financial data based on BSFinformer model

Xiaotong Zhu, Peiguang Lin, Mei Sun, Qian Wang, Jinyu Li, Jieru Wang

表2 使用不同的深度学习模型进行的Boruta?SHAP对比实验结果

Table 2 Comparative experiments of Boruta?SHAP by different deep learning models

模型 MSE MAE BS+Finformer 0.1748 0.3145 Finformer 0.2633 0.3427 BS+LSTM 0.4781 0.5248 LSTM 0.6373 0.7578 BS+Transformer 0.2899 0.4134 Transformer 0.3633 0.4827 BS+Informer 0.2644 0.3436 Informer 0.3686 0.4154