Papers › DFT: A Dual-branch Framework of Fluctuation and Trend for Stock Price Prediction
DFT: A Dual-branch Framework of Fluctuation and Trend for Stock Price Prediction
Chengqi Dong, Zhiyuan Cao, S Kevin Zhou, Jia Liu
The archive published only this paper's code-link row. Authors, date and abstract are from arXiv's metadata (CC0), read from the Kaggle arXiv metadata snapshot of 2026-09-12 where its title matched the archive's; the title is the archive's.
Stock price prediction is of significant importance in quantitative investment. Existing approaches encounter two primary issues: First, they often overlook the crucial role of capturing short-term stock fluctuations for predicting high-volatility returns. Second, mainstream methods, relying on graphs or attention mechanisms, inadequately explore the temporal relationships among stocks, often blurring distinctions in their characteristics over time and the causal relationships before and after. However, the high volatility of stocks and the intricate market correlations are crucial to accurately predicting stock prices. To address these challenges, we propose a Dual-branch Framework of Fluctuation and Trend (DFT), which decomposes stocks into trend and fluctuation components. By employing a carefully design decomposition module, DFT effectively extracts short-term fluctuations and trend information from stocks while explicitly modeling temporal variations and causal correlations. Our extensive experiments demonstrate that DFT outperforms existing methods across multiple metrics, including a 300% improvement in ranking metrics and a 400% improvement in portfolio-based indicators. Through detailed experiments, we provide valuable insights into different roles of trends and fluctuations in stock price prediction.
Code
Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.
Code Syntology ran Syntology
Not run by Syntology. Nothing on this page verifies that the listed code works.
Results from the paper archive 2025-07-28
No leaderboard rows for this paper in the archive.
Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections