PMANet: a time series forecasting model for Chinese stock price prediction
Data acquisition
The study aims to forecast the opening prices of prominent stocks across four distinct industries: Bank of Communications (JT), RoyalFlush (THS), Hengrui Pharmaceuticals (HR), and Gree Electric Appliances (GL). These industries span finance, information technology, pharmaceuticals, and manufacturing, commanding significant market influence and attention. Data for this study is sourced from the Wind Economics database, renowned for its comprehensive, accurate, and timely financial data and information services. For the preliminary investigation, daily stock data was selected for each entity from January 2, 2018, to September 14, 2023, encompassing a total of 5,534 data points. Commonly used in stock price forecasting,…
