Exploring the effect of BERT and attention mechanisms on predicting futures prices in the green finance market

Yue Liang

International Journal of Sustainable Development, 2026, vol. 29, issue 2, 174-191

Abstract: As the green finance sector develops, there is an increasing demand for forecasting future prices. To investigate the influence of futures prices on green financial markets, an innovative technique is suggested that uses BERT and attention mechanisms. The foundations of futures price prognostication are primarily strengthened by a feature amalgamation methodology using an attentional strategy. Then, to facilitate deft deduction, a BERT-grounded approach is suggested for predicting future prices within the context of the green financial market. The empirical findings demonstrate that the mean absolute percentage error (MAPE) value obtained by the proposed methodology stands impressively at 0.653, reiterating the suggested paradigm's clear efficacy. The study lays the foundation for implementing ecological fiscal stewardship and creating sustainable market strategies.

Keywords: green finance; futures price prediction; feature fusion; attention mechanism; mean absolute percentage error; MAPE. (search for similar items in EconPapers)
Date: 2026
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Persistent link: https://EconPapers.repec.org/RePEc:ids:ijsusd:v:29:y:2026:i:2:p:174-191

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