Forecasting stock movements is a crucial research endeavor in finance, aiding traders in making informed decisions for enhanced profitability. Utilizing actual stock prices and correlating factors from the Wind platform presents a potent yet intricate forecasting approach. While previous methodologies have explored this avenue, they encounter challenges including limited comprehension of interrelations among stock data elements, diminished accuracy in extensive series, and struggles with anomaly points. This paper introduces an advanced hybrid model for stock price prediction, termed PMANet. P...
