Cover Image

StockBot 2.0: Vanilla LSTMs Outperform Transformer-based Forecasting for Stock Prices

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Mohanty, Shaswat
Format:	Preprint
Published:	2026
Subjects:	Computational Engineering, Finance, and Science Computation and Language Machine Learning
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Hidformer: Transformer-Style Neural Network in Stock Price Forecasting
by: Szydłowski, Kamil Ł., et al.
Published: (2024)

ResNLS: An Improved Model for Stock Price Forecasting
by: Jia, Yuanzhe, et al.
Published: (2023)

Real-Time Online Stock Forecasting Utilizing Integrated Quantitative and Qualitative Analysis
by: Bathini, Sai Akash, et al.
Published: (2023)

A Novel Decision Ensemble Framework: Customized Attention-BiLSTM and XGBoost for Speculative Stock Price Forecasting
by: Din, Riaz Ud, et al.
Published: (2024)

CausalStock: Deep End-to-end Causal Discovery for News-driven Stock Movement Prediction
by: Li, Shuqi, et al.
Published: (2024)

StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction
by: Wang, Shengkun, et al.
Published: (2024)

Tokenizing Stock Prices for Enhanced Multi-Step Forecast and Prediction
by: Zhu, Zhuohang, et al.
Published: (2025)

Transformers with Attentive Federated Aggregation for Time Series Stock Forecasting
by: Thwal, Chu Myaet, et al.
Published: (2024)

Predicting Stock Price Movement as an Image Classification Problem
by: Steinbacher, Matej
Published: (2023)

Predicting Stock Movement with BERTweet and Transformers
by: Albada, Michael Charles, et al.
Published: (2025)

DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting
by: Zhao, Lifan, et al.
Published: (2023)

EP-GAT: Energy-based Parallel Graph Attention Neural Network for Stock Trend Classification
by: Jiang, Zhuodong, et al.
Published: (2025)

Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting
by: Peik, Arash, et al.
Published: (2024)

BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights
by: Zhu, Enmin, et al.
Published: (2024)

DiffSTOCK: Probabilistic relational Stock Market Predictions using Diffusion Models
by: Daiya, Divyanshu, et al.
Published: (2024)

SETN: Stock Embedding Enhanced with Textual and Network Information
by: Takayanagi, Takehiro, et al.
Published: (2024)

Bi-Level Chaotic Fusion Based Graph Convolutional Network for Stock Market Prediction Interval
by: Kandimalla, Eshwar Sai, et al.
Published: (2026)

LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU
by: Zhu, Peng, et al.
Published: (2024)

Sentiment-Aware Stock Price Prediction with Transformer and LLM-Generated Formulaic Alpha
by: Chen, Qizhao, et al.
Published: (2025)

UAMM: Price-oracle based Automated Market Maker
by: Im, Daniel Jiwoong, et al.
Published: (2023)

Prismatic: Interactive Multi-View Cluster Analysis of Concept Stocks
by: Kam-Kwai, Wong, et al.
Published: (2024)

Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction
by: Kim, Namhyoung, et al.
Published: (2026)

Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction
by: Peik, Arash, et al.
Published: (2025)

Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools
by: Zhang, Wentao, et al.
Published: (2023)

Generalized Stock Price Prediction for Multiple Stocks Combined with News Fusion
by: Liao, Pei-Jun, et al.
Published: (2026)

Structured Event Representation and Stock Return Predictability
by: Li, Gang, et al.
Published: (2025)

A Study of Dynamic Stock Relationship Modeling and S&P500 Price Forecasting Based on Differential Graph Transformer
by: Hu, Linyue, et al.
Published: (2025)

MASCA: LLM based-Multi Agents System for Credit Assessment
by: Jajoo, Gautam, et al.
Published: (2025)

SusGen-GPT: A Data-Centric LLM for Financial NLP and Sustainability Report Generation
by: Wu, Qilong, et al.
Published: (2024)

SeQwen at the Financial Misinformation Detection Challenge Task: Sequential Learning for Claim Verification and Explanation Generation in Financial Domains
by: Purbey, Jebish, et al.
Published: (2024)

When Dimensionality Hurts: The Role of LLM Embedding Compression for Noisy Regression Tasks
by: Drinkall, Felix, et al.
Published: (2025)

FETS Benchmark: Foundation Models Outperform Dataset-specific Machine Learning in Energy Time Series Forecasting
by: Obermeier, Marco, et al.
Published: (2026)

DFT: A Dual-branch Framework of Fluctuation and Trend for Stock Price Prediction
by: Dong, Chengqi, et al.
Published: (2024)

Comparing Different Transformer Model Structures for Stock Prediction
by: Chen, Qizhao
Published: (2025)

Transformer Based Time-Series Forecasting for Stock
by: Li, Shuozhe, et al.
Published: (2025)

SPH-Net: A Co-Attention Hybrid Model for Accurate Stock Price Prediction
by: Wu, Yiyang, et al.
Published: (2025)

CreditARF: A Framework for Corporate Credit Rating with Annual Report and Financial Feature Integration
by: Shi, Yumeng, et al.
Published: (2025)

EDINET-Bench: Evaluating LLMs on Complex Financial Tasks using Japanese Financial Statements
by: Sugiura, Issa, et al.
Published: (2025)

MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX and NDX European Call Option Pricing
by: Ter-Avanesov, Boris, et al.
Published: (2024)

S$^{3}$G: Stock State Space Graph for Enhanced Stock Trend Prediction
by: Lu, Yao, et al.
Published: (2026)