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5 BSFinformer模型在三个数据集上的实验结果

Table 5 Experimental results of the BSFinformer model on three datasets

Bitcoin Dogecoin Binance Coin MSE MAE MSE MAE MSE MAE BSFinformer 0.1748 0.3145 0.4130 0.3739 0.3616 0.4160 Autoformer 0.3839 0.4178 0.4507 0.4503 0.4347 0.4479 Informer 0.3686 0.4154 0.5101 0.4938 0.3816 0.4860 Transformer 0.3633 0.4827 0.4922 0.4993 0.4495 0.4706 LSTM 0.6373 0.7578 0.6548 0.7904 0.6301 0.5367