A Hybrid LSTM–Attention Framework for Multivariate Stock Forecasting with Macroeconomic Indicators

Abstract

There are numerous factors that can influence the prices of the stock, such as the* company-specific indicators of performance and
macroeconomic factors. Furthermore, such a combination of interdependent and intricate financial and economic variables makes it
intrinsically hard to predict such price movements. In order to manage this complexity, the current research incorporates the data of the stock market, as well as the principal macroeconomic indicators, into a single prediction model.