{"id":"W2811388006","doi":"10.5539/ijef.v10n8p36","title":"Multi Factor Stock Selection Model Based on LSTM","year":2018,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Stock Market Forecasting Methods","field":"Decision Sciences","cited_by":22,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Profitability index; Stock (firearms); Computer science; Portfolio; Profit (economics); Artificial intelligence; Model selection; Selection (genetic algorithm); Factor analysis; Econometrics; Machine learning; Economics; Financial economics; Finance; Engineering; Microeconomics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001285136,0.00008129284,0.0001621719,0.0002799952,0.00006054786,0.0001477553,0.0004480298,0.00004505417,0.00005232728],"category_scores_gemma":[0.001417207,0.0000658624,0.00008208905,0.00006929701,0.00006475182,0.0002451738,0.00004067266,0.0001188555,0.00001233433],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00008232619,"about_ca_system_score_gemma":0.0001186712,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000003958978,"about_ca_topic_score_gemma":0.00001800074,"domain_scores_codex":[0.9989579,0.00004643728,0.0005112696,0.0001794563,0.000213281,0.00009160551],"domain_scores_gemma":[0.997992,0.0005341052,0.0006299672,0.0001015774,0.000704482,0.0000378733],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0009733125,0.0001474532,0.01184487,8.867739e-7,0.00005333965,0.000005859801,0.0002687974,0.3062799,0.0003526088,0.005313063,0.002432502,0.6723274],"study_design_scores_gemma":[0.0005097301,0.0001817791,0.01837702,0.00001546917,0.000002006411,0.00002764886,0.000005191344,0.9604771,0.0004597213,0.01062625,0.009250388,0.00006769304],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8419957,0.00001580545,0.1549676,0.0007157718,0.00133398,0.00003419445,0.00001975027,0.000002261793,0.0009149025],"genre_scores_gemma":[0.9071594,0.0000458441,0.09161964,0.0003420667,0.0003652613,7.933934e-7,2.053259e-7,0.000006405508,0.0004603116],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6722597,"threshold_uncertainty_score":0.2685791,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1441558598242856,"score_gpt":0.3957467843747123,"score_spread":0.2515909245504268,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}