{"id":"https://openalex.org/W4392123316","doi":"https://doi.org/10.1109/access.2024.3369419","title":"Short-Term Stock Correlation Forecasting Based on CNN-BiLSTM Enhanced by Attention Mechanism","display_name":"Short-Term Stock Correlation Forecasting Based on CNN-BiLSTM Enhanced by Attention Mechanism","publication_year":2024,"publication_date":"2024-01-01","ids":{"openalex":"https://openalex.org/W4392123316","doi":"https://doi.org/10.1109/access.2024.3369419"},"language":"en","primary_location":{"id":"doi:10.1109/access.2024.3369419","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2024.3369419","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/10380310/10444524.pdf","source":{"id":"https://openalex.org/S2485537415","display_name":"IEEE Access","issn_l":"2169-3536","issn":["2169-3536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://ieeexplore.ieee.org/ielx7/6287639/10380310/10444524.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5025874786","display_name":"An Luo","orcid":null},"institutions":[{"id":"https://openalex.org/I92178344","display_name":"Anhui University of Technology","ror":"https://ror.org/02qdtrq21","country_code":"CN","type":"education","lineage":["https://openalex.org/I92178344"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"An Luo","raw_affiliation_strings":["School of Computer Science and Technology, Anhui University of Technology, Maanshan, China"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Technology, Anhui University of Technology, Maanshan, China","institution_ids":["https://openalex.org/I92178344"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5071334202","display_name":"Liang Zhong","orcid":"https://orcid.org/0000-0003-3608-4173"},"institutions":[{"id":"https://openalex.org/I92178344","display_name":"Anhui University of Technology","ror":"https://ror.org/02qdtrq21","country_code":"CN","type":"education","lineage":["https://openalex.org/I92178344"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Liang Zhong","raw_affiliation_strings":["Research Institute of Information Technology, Anhui University of Technology, Maanshan, China"],"affiliations":[{"raw_affiliation_string":"Research Institute of Information Technology, Anhui University of Technology, Maanshan, China","institution_ids":["https://openalex.org/I92178344"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5039488134","display_name":"Jianglin Wang","orcid":"https://orcid.org/0000-0002-0733-2097"},"institutions":[{"id":"https://openalex.org/I92178344","display_name":"Anhui University of Technology","ror":"https://ror.org/02qdtrq21","country_code":"CN","type":"education","lineage":["https://openalex.org/I92178344"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jianglin Wang","raw_affiliation_strings":["Research Institute of Information Technology, Anhui University of Technology, Maanshan, China"],"affiliations":[{"raw_affiliation_string":"Research Institute of Information Technology, Anhui University of Technology, Maanshan, China","institution_ids":["https://openalex.org/I92178344"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100417843","display_name":"Yue Wang","orcid":"https://orcid.org/0000-0003-2486-6071"},"institutions":[{"id":"https://openalex.org/I92178344","display_name":"Anhui University of Technology","ror":"https://ror.org/02qdtrq21","country_code":"CN","type":"education","lineage":["https://openalex.org/I92178344"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yue Wang","raw_affiliation_strings":["School of Computer Science and Technology, Anhui University of Technology, Maanshan, China"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Technology, Anhui University of Technology, Maanshan, China","institution_ids":["https://openalex.org/I92178344"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100345017","display_name":"Shaojie Li","orcid":"https://orcid.org/0000-0003-2432-0482"},"institutions":[{"id":"https://openalex.org/I92178344","display_name":"Anhui University of Technology","ror":"https://ror.org/02qdtrq21","country_code":"CN","type":"education","lineage":["https://openalex.org/I92178344"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shaojie Li","raw_affiliation_strings":["School of Computer Science and Technology, Anhui University of Technology, Maanshan, China"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Technology, Anhui University of Technology, Maanshan, China","institution_ids":["https://openalex.org/I92178344"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5018056589","display_name":"Weipeng Tai","orcid":"https://orcid.org/0009-0004-1175-9589"},"institutions":[{"id":"https://openalex.org/I92178344","display_name":"Anhui University of Technology","ror":"https://ror.org/02qdtrq21","country_code":"CN","type":"education","lineage":["https://openalex.org/I92178344"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Weipeng Tai","raw_affiliation_strings":["School of Computer Science and Technology, Anhui University of Technology, Maanshan, China","Research Institute of Information Technology, Anhui University of Technology, Maanshan, China"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Technology, Anhui University of Technology, Maanshan, China","institution_ids":["https://openalex.org/I92178344"]},{"raw_affiliation_string":"Research Institute of Information Technology, Anhui University of Technology, Maanshan, China","institution_ids":["https://openalex.org/I92178344"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":6,"corresponding_author_ids":["https://openalex.org/A5025874786"],"corresponding_institution_ids":["https://openalex.org/I92178344"],"apc_list":{"value":1850,"currency":"USD","value_usd":1850},"apc_paid":{"value":1850,"currency":"USD","value_usd":1850},"fwci":16.3475,"has_fulltext":false,"cited_by_count":32,"citation_normalized_percentile":{"value":0.99293381,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":99,"max":100},"biblio":{"volume":"12","issue":null,"first_page":"29617","last_page":"29632"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9980000257492065,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9980000257492065,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9682999849319458,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9520000219345093,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6687262654304504},{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.5928928852081299},{"id":"https://openalex.org/keywords/mechanism","display_name":"Mechanism (biology)","score":0.48613497614860535},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.45626330375671387},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.42133277654647827},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3481528162956238},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.06619840860366821}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6687262654304504},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.5928928852081299},{"id":"https://openalex.org/C89611455","wikidata":"https://www.wikidata.org/wiki/Q6804646","display_name":"Mechanism (biology)","level":2,"score":0.48613497614860535},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.45626330375671387},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.42133277654647827},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3481528162956238},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.06619840860366821},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/access.2024.3369419","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2024.3369419","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/10380310/10444524.pdf","source":{"id":"https://openalex.org/S2485537415","display_name":"IEEE Access","issn_l":"2169-3536","issn":["2169-3536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:29674bb3935d4caf8a4763dd5f7388df","is_oa":true,"landing_page_url":"https://doaj.org/article/29674bb3935d4caf8a4763dd5f7388df","pdf_url":null,"source":{"id":"https://openalex.org/S112646816","display_name":"SHILAP Revista de lepidopterolog\u00eda","issn_l":"0300-5267","issn":["0300-5267","2340-4078"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IEEE Access, Vol 12, Pp 29617-29632 (2024)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1109/access.2024.3369419","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2024.3369419","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/10380310/10444524.pdf","source":{"id":"https://openalex.org/S2485537415","display_name":"IEEE Access","issn_l":"2169-3536","issn":["2169-3536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4392123316.pdf"},"referenced_works_count":39,"referenced_works":["https://openalex.org/W1969852690","https://openalex.org/W1992873171","https://openalex.org/W2079036883","https://openalex.org/W2809282474","https://openalex.org/W2886539098","https://openalex.org/W2914489443","https://openalex.org/W2922995703","https://openalex.org/W2969886070","https://openalex.org/W2992723042","https://openalex.org/W2993059983","https://openalex.org/W3007075806","https://openalex.org/W3009650506","https://openalex.org/W3022914989","https://openalex.org/W3089691398","https://openalex.org/W3110378470","https://openalex.org/W3120269867","https://openalex.org/W3124971582","https://openalex.org/W3125169053","https://openalex.org/W3179758271","https://openalex.org/W3195050228","https://openalex.org/W3198796394","https://openalex.org/W3201419990","https://openalex.org/W3203546919","https://openalex.org/W3212148752","https://openalex.org/W4210384885","https://openalex.org/W4210496140","https://openalex.org/W4212791338","https://openalex.org/W4247294040","https://openalex.org/W4283822534","https://openalex.org/W4288759801","https://openalex.org/W4313292882","https://openalex.org/W4320521800","https://openalex.org/W4322503325","https://openalex.org/W4323348649","https://openalex.org/W4382655263","https://openalex.org/W4384936350","https://openalex.org/W4385470463","https://openalex.org/W4385777586","https://openalex.org/W6679951674"],"related_works":["https://openalex.org/W2961085424","https://openalex.org/W4306674287","https://openalex.org/W3046775127","https://openalex.org/W3107602296","https://openalex.org/W4394896187","https://openalex.org/W3170094116","https://openalex.org/W4386462264","https://openalex.org/W4364306694","https://openalex.org/W4312192474","https://openalex.org/W4283697347"],"abstract_inverted_index":{"This":[0,118],"study":[1],"utilizes":[2],"a":[3,12,125],"new":[4],"approach":[5],"for":[6,58],"short-term":[7,22,51],"stock":[8,79,84,91,121,133,157,211,230,331],"correlation":[9,53,85,92,140,166,215,226,234,326],"forecasting":[10],"using":[11],"combination":[13],"of":[14,32,50,62,78,149,175,193,242,257,281,287,308,329],"convolutional":[15],"neural":[16],"networks":[17],"(CNN),":[18],"bi-directional":[19],"long":[20,38],"and":[21,25,98,123,190,214,233,236,251,284,321,339,356],"memory":[23],"(BiLSTM),":[24],"attention":[26,246],"mechanisms":[27],"to":[28,36,46,110,113,128,137,144,164,180,198,204,222,237,253,304,334],"address":[29],"the":[30,48,59,76,88,130,139,147,165,169,173,176,185,191,194,200,206,210,218,224,228,239,243,245,255,258,285,306,309,316,325,335,340,349],"issue":[31],"information":[33,203],"loss":[34],"due":[35],"excessively":[37],"input":[39,151,186,229],"time":[40,68,187,201],"series":[41,69,188,202],"data.":[42,117,167],"The":[43,66,312],"objective":[44],"is":[45,56,93,161,179,197,248],"improve":[47],"accuracy":[49,241,328,343],"equity":[52],"forecasts,":[54],"which":[55],"essential":[57],"efficient":[60,105],"management":[61],"financial":[63,116],"asset":[64],"portfolios.":[65],"existing":[67],"models":[70],"usually":[71],"only":[72],"take":[73],"into":[74],"account":[75],"effect":[77],"historical":[80],"data":[81,159,213,216,232,235],"characteristics":[82],"on":[83],"but":[86],"ignore":[87],"fact":[89],"that":[90,160,315],"affected":[94],"by":[95],"multiple":[96],"factors":[97,131],"undergoes":[99],"an":[100],"unknown":[101],"unstable":[102],"trend.":[103],"More":[104],"methods":[106],"or":[107],"algorithms":[108],"need":[109],"be":[111],"devised":[112],"deal":[114],"with":[115,146,348],"paper":[119,154],"explores":[120],"metrics":[122],"introduces":[124],"multi-factor":[126],"model":[127,318,341],"quantify":[129],"affecting":[132],"returns":[134],"in":[135,209,217,324],"order":[136,221],"calculate":[138],"between":[141,227],"stocks.":[142],"Meanwhile,":[143],"cope":[145],"problem":[148],"incomplete":[150],"data,":[152,189],"this":[153,262],"simultaneously":[155],"incorporates":[156],"return":[158,212,231],"directly":[162],"related":[163],"In":[168,220,261],"CNN-BiLSTM-Attention":[170],"(CLATT)":[171],"model,":[172,244,338],"role":[174,192],"CNN":[177],"module":[178,196],"obtain":[181],"high-dimensional":[182],"features":[183,208],"from":[184],"BiLSTM":[195,259],"process":[199],"capture":[205],"time-series":[207],"sample.":[219],"acquire":[223],"inherent":[225],"enhance":[238],"prediction":[240,327,342],"mechanism":[247],"finally":[249],"implemented":[250],"used":[252,303],"optimize":[254],"weights":[256],"output.":[260],"paper,":[263],"mean":[264,269,273,278],"square":[265,270],"error":[266,271,275,282],"(MSE),":[267],"root":[268],"(RMSE),":[272],"absolute":[274,279],"(MAE)":[276],"metrics,":[277],"percentage":[280],"(MAPE),":[283],"coefficient":[286],"determination":[288],"<inline-formula":[289],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[290],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">":[291],"<tex-math":[292],"notation=\"LaTeX\">$R^{2}$":[293],"</tex-math></inline-formula>":[294],",":[295],"as":[296,298],"well":[297],"four":[299],"benchmark":[300,350],"models,":[301],"are":[302],"evaluate":[305],"performance":[307],"proposed":[310],"model.":[311],"result":[313],"shows":[314],"CLATT":[317],"has":[319,344,354],"57.32%":[320],"33%":[322],"improvement":[323],"different":[330],"portfolios":[332],"compared":[333],"single":[336],"LSTM":[337],"been":[345],"improved.":[346],"Compared":[347],"CNN-BiLSTM,":[351],"it":[352],"also":[353],"56.06%":[355],"28.87%":[357],"improvement.":[358]},"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":20},{"year":2024,"cited_by_count":9}],"updated_date":"2026-03-12T08:34:05.389933","created_date":"2025-10-10T00:00:00"}
