Fig 1.
TabNet’s encoding architecture.
Fig 2.
Storage unit architecture.
Fig 3.
LSTM’s expanded network form of the storage unit.
Table 1.
Evaluation metrics and their calculations.
Fig 4.
(a) Dow Jones Composite Index. (b) S&P 500 Index. (c) China Shanghai Composite Index. (d) China Shenzhen Composite Index.
Table 2.
Top ten factors for composite indices.
Table 3.
Prediction results of different methods.
Table 4.
Convergence time(s) of different methods.