A Deep Learning Framework for High-Frequency Signal Forecasting Based on Graph and Temporal-Macro Fusion

With the increase in trading frequency and the growing complexity of data structures, traditional quantitative strategies have gradually encountered bottlenecks in modeling capacity, real-time responsiveness, and multi-dimensional information integration. To address these limitations, a high-frequen...

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Bibliographic Details
Main Authors: Xijue Zhang, Liman Zhang, Siyang He, Tianyue Li, Yinke Huang, Yaqi Jiang, Haoxiang Yang, Chunli Lv
Format: Article
Language:English
Published: MDPI AG 2025-04-01
Series:Applied Sciences
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Online Access:https://www.mdpi.com/2076-3417/15/9/4605
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Summary:With the increase in trading frequency and the growing complexity of data structures, traditional quantitative strategies have gradually encountered bottlenecks in modeling capacity, real-time responsiveness, and multi-dimensional information integration. To address these limitations, a high-frequency signal generation framework is proposed, which integrates graph neural networks, cross-scale Transformer architectures, and macro factor modeling. This framework enables unified modeling of structural dependencies, temporal fluctuations, and macroeconomic disturbances. In predictive validation experiments, the framework achieved a precision of 92.4%, a recall of 91.6%, and an F1-score of 92.0% on classification tasks. For regression tasks, the mean squared error (MSE) and mean absolute error (MAE) were reduced to <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mn>1.76</mn><mo>×</mo><msup><mn>10</mn><mrow><mo>−</mo><mn>4</mn></mrow></msup></mrow></semantics></math></inline-formula> and <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mn>0.96</mn><mo>×</mo><msup><mn>10</mn><mrow><mo>−</mo><mn>2</mn></mrow></msup></mrow></semantics></math></inline-formula>, respectively. These results significantly outperformed several mainstream models, including LSTM, FinBERT, and StockGCN, demonstrating superior stability and practical applicability.
ISSN:2076-3417