SSE forecasts based on market-sentiment dual anchoring.

ABSTRACT: Anchoring is widely considered one of the most robust and consistently observed effects in experimental psychology. This study employs the highest and lowest indices of the Shanghai Stock Exchange (SSE) alongside the highest and lowest bullish sentiments over a 52-week period as anchors, in conjunction with Fibonacci retracement levels, to develop a dual market-sentiment anchoring multivariate feature matrix. Based on this feature matrix, we propose a forecasting model called Market Sentiment Dual Anchoring CNN2D-ABiLSTM (MSD-CNN2D-ABiLSTM). This model employs CNN2D to extract spatial features from market and sentiment data, utilizes BiLSTM networks to process and integrate temporal features, and incorporates an attention mechanism to emphasize essential spatial and temporal information. E

SUBMITTER: Yang L 

PROVIDER: S-EPMC12742804 | biostudies-literature | 2025

REPOSITORIES: biostudies-literature