这篇论文在股票预测上用改进的Transformer和数据增强，在VN30和标普500上效果比堆模型还管用，值得看看具体方法。
本文提出改进的Transformer架构，结合余弦退火调度和移位数据增强(SDA)用于一步股票指数预测。在VN30和S&P 500两个基准数据集上评估，余弦退火调度相比逆幂调度持续提升预测精度。SDA显著降低预测误差和运行间变异，提高对超参数选择的鲁棒性。组合方法在两个数据集上取得最佳性能，表明数据增强比增加模型复杂度更有效。
Robust Transformer-Based One-Step Stock Index Forecasting via Shifted Data Augmentation
Transformers have shown remarkable success in sequence modeling, yet their direct application to financial time series remains challenging due to noisy signals, short-memory dynamics, and distributional shifts. This paper proposes a modified Transformer architecture for one-step stock index forecasting, combined with advanced learning-rate scheduling and a novel Shifted Data Augmentation (SDA) technique. We evaluate the proposed framework on two benchmark stock index datasets, VN30 and S&P 500. Experimental results demonstrate that cosine annealing with warmup consistently improves forecasting accuracy over the generalized inverse-power scheduler. Furthermore, SDA substantially reduces forecasting errors and run-to-run variability while improving robustness to hyperparameter selection. The combination of cosine annealing scheduling and SDA achieved the best performance on both datasets, indicating that data augmentation can play a more important role than increasing model complexity in Transformer-based financial forecasting. These findings provide a practical and computationally efficient approach for robust stock index forecasting in noisy financial environments.