The invention relates to the field of financial stock price markets, in particular to a stock
price prediction method based on a Transform-KAN model, which comprises the following steps: S1, selecting a proper
data set on a Kaggle platform,
processing missing values and abnormal values of the stock price
data set, dividing the
data set into a
training set and a
test set, carrying out maximum-minimum normalization
processing on the
training set and the
test set; s2, generating a time window feature by using a
time sequence feature extraction method, and converting the time window feature into an
input format suitable for a Transform structure; s3, a Transform-KAN model is constructed for stock
price prediction, a long-term dependency relationship of a
time sequence is extracted by using a Transform, and an MLP layer of the Transform is replaced by using KAN (Kolmogorov-Arnold Networks), so that the nonlinear fitting capability of the model is enhanced; s4, defining a
loss function and an optimizer, and setting hyper-parameters such as a learning rate and a batch size; s5, inputting the data into the network, training the model by using the
training set, and storing the trained model; and S6, loading the stored model, predicting the
test set, and evaluating by using various evaluation indexes.