Recently, deep learning in stock prediction has become an important branch. Image-based methods show potential by capturing complex visual patterns and spatial correlations, offering advantages in interpretability over time series models. However, image-based approaches are more prone to overfitting, hindering robust predictive performance. To improve accuracy, this paper proposes a novel method, named Sequence-based Multi-scale Fusion Regression Convolutional Neural Network (SMSFR-CNN), for predicting stock price movements in the China A-share market. By utilizing CNN to learn sequential features and combining them with image features, we improve the accuracy of stock trend prediction on the A-share market stock dataset. This approach reduces the search space for image features, stabilizes, and accelerates the training process. Extensive comparative experiments on 4,454 A-share stocks show that the model achieves a 61.15% positive predictive value and a 63.37% negative predictive value for the next 5 days, resulting in a total profit of 165.09%.

The clustering method based on graph models has garnered increased attention for its widespread applicability across various knowledge domains. Its adaptability to integrate seamlessly with other relevant applications endows the graph model-based clustering analysis with the ability to robustly extract "natural associations" or "graph structures" within datasets, facilitating the modelling of relationships between data points. Despite its efficacy, the current clustering method utilizing the graph-based model overlooks the uncertainty associated with random walk access between nodes and the embedded structural information in the data. To address this gap, we present a novel Clustering method for Maximizing Decoding Information within graph-based models, named CMDI. CMDI innovatively incorporates two-dimensional structural information theory into the clustering process, consisting of two phases: graph structure extraction and graph vertex partitioning. Within CMDI, graph partitioning is reformulated as an abstract clustering problem, leveraging maximum decoding information to minimize uncertainty associated with random visits to vertices. Empirical evaluations on three real-world datasets demonstrate that CMDI outperforms classical baseline methods, exhibiting a superior decoding information ratio (DI-R). Furthermore, CMDI showcases heightened efficiency, particularly when considering prior knowledge (PK). These findings underscore the effectiveness of CMDI in enhancing decoding information quality and computational efficiency, positioning it as a valuable tool in graph-based clustering analyses.