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Record W2048452064 · doi:10.1145/2628194.2628211

A machine learning approach for stock price prediction

2014· article· en· W2048452064 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Manitoba
Fundersnot available
KeywordsOracleComputer scienceMachine learningArtificial intelligenceSupport vector machineDecision treeInferenceGraphDecision support systemData miningTheoretical computer science

Abstract

fetched live from OpenAlex

Data mining and machine learning approaches can be incorporated into business intelligence (BI) systems to help users for decision support in many real-life applications. Here, in this paper, we propose a machine learning approach for BI applications. Specifically, we apply structural support vector machines (SSVMs) to perform classification on complex inputs such as the nodes of a graph structure. We connect collaborating companies in the information technology sector in a graph structure and use an SSVM to predict positive or negative movement in their stock prices. The complexity of the SSVM cutting plane optimization problem is determined by the complexity of the separation oracle. It is shown that (i) the separation oracle performs a task equivalent to maximum a posteriori (MAP) inference and (ii) a minimum graph cutting algorithm can solve this problem in the stock price case in polynomial time. Experimental results show the practicability of our proposed machine learning approach in predicting stock prices.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.014
metaresearch head score (Gemma)0.033
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.941
Threshold uncertainty score0.976

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0140.033
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.135
GPT teacher head0.389
Teacher spread0.254 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Quick stats

Citations107
Published2014
Admission routes1
Has abstractyes

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