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Record W2069152178 · doi:10.1145/1569901.1570119

Soft memory for stock market analysis using linear and developmental genetic programming

2009· article· en· W2069152178 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
FieldComputer Science
TopicEvolutionary Algorithms and Applications
Canadian institutionsMemorial University of Newfoundland
Fundersnot available
KeywordsComputer scienceGenetic programmingLong memoryProfit (economics)EconometricsParallel computingEconomicsMicroeconomicsArtificial intelligence

Abstract

fetched live from OpenAlex

Recently, a form of memory usage was introduced for genetic programming (GP) called "soft memory." Rather than have a new value completely overwrite the old value in a register, soft memory combines the new and old register values. This work examines the performance of a soft memory linear GP and developmental GP implementation for stock trading. Soft memory is known to more slowly adapt solutions compared to traditional GP. Thus, it was expected to perform well on stock data which typically exhibit local turbulence in combination with an overall longer term trend. While soft memory and standard memory were both found to provide similar impressive accuracy in buys that produced profit and sells that prevented losses, the softer memory settings traded more actively. The trading of the softer memory systems produced less substantial cumulative gains than traditional memory settings for the stocks tested with climbing share price trends. However, the trading activity of the softer memory settings had moderate benefits in terms of cumulative profit compared to buy-and-hold strategy for share price trends involving a drop in prices followed later by gains.

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)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.989
Threshold uncertainty score0.256

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
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 head0.021
GPT teacher head0.272
Teacher spread0.250 · 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

Citations2
Published2009
Admission routes1
Has abstractyes

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