This approach utilizes a cnn-attention mechanism for stock price forecasting in the transportation industry, suggesting improved interpretability and accuracy.
The transportation industry plays a critical role in resource circulation, with stock prices highly sensitive to oil prices, macroeconomic shifts, policies, and emergencies. Traditional linear models are limited in capturing nonlinear and noisy dynamics, while deep learning, though accurate, often lacks interpretability and robustness. This paper develops a CNNMulti-Head Attention framework that models logarithmic returns with Huber loss, adaptive learning rate, and early stopping to mitigate outliers. SHAP combined with Recursive Feature Elimination enhances feature selection and interpretability, and posterior calibration corrects systematic bias before conversion to price space. Empirical results demonstrate lower RMSE and MAE, higher R, and improved generalization. The proposed framework provides a reproducible, interpretable, and robust approach to stock forecasting, offering practical implications for investment and regulatory supervision.
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Shide Feng (2025) studied this question.
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