Stock market indices are essential for measuring market dynamics, but accurate price prediction has been challenging.
Existing methods treat indices as isolated time series and use regression tasks, which overlooks the interdependencies among constituent stocks.
The proposed Cubic framework addresses these limitations by introducing fusion in the latent space, binary encoding classification, and confidence-guided prediction and trading.
Experiments show that Cubic outperforms existing methods in stock index prediction, achieving better forecasting accuracy and trading profitability.