{"repo":"WinstonLiyt/MCI-GRU","free":true,"listed":false,"github":"https://github.com/WinstonLiyt/MCI-GRU","clone":"git clone https://github.com/WinstonLiyt/MCI-GRU.git","description":"The official code implementation for MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU.","language":"Python","stars":34,"topics":["deep-learning","quantitative-finance","time-series-forecasting"],"license":"MIT","category":"trading","readme_excerpt":"MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU (Neurocomputing). 📖 Overview MCI-GRU is a stock forecasting architecture that replaces the GRU reset gate with an attention mechanism for dynamic temporal feature selection, incorporates a Graph Attention Network (GAT) to model inter-stock dependencies, and employs multi-head cross-attention to infer latent market states. By fusing temporal, cross-sectional, and latent representations, MCI-GRU achieves state-of-the-art performance on CSI 300/500, S&P 500, and NASDAQ 100 benchmarks, delivering higher ARR, Sharpe, and Calmar ratios, and has been deployed in live fund management systems. 🏆 Experiment Results Performance Comparison 🚀 Quick Start Prerequisites - Python 3.8 or higher - CUDA-compatible GPU (recommended for training) - 8GB+ RAM Installation 1. Clone the repository 2. Create and activate virtual environment 3. Install dependencies Data Preparation 1. Prepare your dataset in CSV format with the following columns: - kdcode : Stock code identifier - dt : Date (YYYY-MM-DD format) - close , open , high , low : OHLC prices - turnover : Trading turnover - volume : Trading volume 2. Update the data path in the script: Usage Training and Prediction Run the main training script for different market indices: Ablation Studies Run ablation studies to analyze component contributions: 📁 Project Structure 📄 License This project is licensed under the MIT License - see the LICENSE file for details","default_branch":null,"files":null,"tree":[],"storefront":"/r/WinstonLiyt","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/WinstonLiyt/MCI-GRU/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}