Multiple objectives escaping bird search optimization and its application in stock market prediction based on transformer model

Stock market prediction has long attracted the attention of academia and industry due to its potential for substantial financial returns. Despite the availability of various forecasting methods, such as CNN, LSTM, BiLSTM, GRU, and Transformer, the hyperparameter optimization of these models often faces limitations, particularly in single-objective optimization, where they can easily fall into local optima. To address this issue, this paper proposes an innovative multi-objective optimization algorithm—the Multi-Objective Escape Bird Algorithm (MOEBS)—and introduces the MOEBS-Transformer architecture to enhance the efficiency and effectiveness of hyper-parameter optimization for Transformer models. This study…