A Stock Price Prediction Approach Based on Time Series Decomposition and Multi-Scale CNN using OHLCT Images

Recently, deep learning in stock prediction has become an important branch. Image-based methods show potential by capturing complex visual patterns and spatial correlations, offering advantages in interpretability over time series models. However, image-based approaches are more prone to overfitting, hindering robust predictive performance. To improve accuracy, this paper proposes a novel method, named Sequence-based Multi-scale Fusion Regression Convolutional Neural Network (SMSFR-CNN), for predicting stock price movements in the China A-share market. By utilizing CNN to learn sequential features and combining them with image features, we improve the accuracy of stock trend prediction on the A-share market stock dataset. This approach reduces the search space for image features, stabilizes, and accelerates the training process. Extensive comparative experiments on 4,454 A-share stocks show that the model achieves a 61.15% positive predictive value and a 63.37% negative predictive value for the next 5 days, resulting in a total profit of 165.09%.

On Improving the Performance of Glitch Classification for Gravitational Wave Detection by using Generative Adversarial Networks

Spectrogram classification plays an important role in analyzing gravitational wave data. In this paper, we propose a framework to improve the classification performance by using Generative Adversarial Networks (GANs). As substantial efforts and expertise are required to annotate spectrograms, the number of training examples is very limited. However, it is well known that deep networks can perform well only when the sample size of the training set is sufficiently large. Furthermore, the imbalanced sample sizes in different classes can also hamper the performance. In order to tackle these problems, we propose a GAN-based data augmentation framework. While standard data augmentation methods for conventional images cannot be applied on spectrograms, we found that a variant of GANs, ProGAN, is capable of generating high-resolution spectrograms which are consistent with the quality of the high-resolution original images and provide a desirable diversity. We have validated our framework by classifying glitches in the {\it Gravity Spy} dataset with the GAN-generated spectrograms for training. We show that the proposed method can provide an alternative to transfer learning for the classification of spectrograms using deep networks, i.e. using a high-resolution GAN for data augmentation instead. Furthermore, fluctuations in classification performance with small sample sizes for training and evaluation can be greatly reduced. Using the trained network in our framework, we have also examined the spectrograms with label anomalies in {\it Gravity Spy}.