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Record W2090217075 · doi:10.1145/1281192.1281307

Machine learning for stock selection

2007· article· en· W2090217075 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 institutionsWestern University
Fundersnot available
KeywordsPortfolioStock (firearms)EconometricsComputer scienceProfit (economics)Expected returnRanking (information retrieval)Artificial intelligenceMachine learningEconomicsFinancial economicsEngineeringMicroeconomics

Abstract

fetched live from OpenAlex

In this paper, we propose a new method called Prototype Ranking (PR) designed for the stock selection problem. PR takes into account the huge size of real-world stock data and applies a modified competitive learning technique to predict the ranks of stocks. The primary target of PR is to select the top performing stocks among many ordinary stocks. PR is designed to perform the learning and testing in a noisy stocks sample set where the top performing stocks are usually the minority. The performance of PR is evaluated by a trading simulation of the real stock data. Each week the stocks with the highest predicted ranks are chosen to construct a portfolio. In the period of 1978-2004, PR's portfolio earns a much higher average return as well as a higher risk-adjusted return than Cooper's method, which shows that the PR method leads to a clear profit improvement.

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)0.018
metaresearch head score (Gemma)0.023
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: none
Teacher disagreement score0.921
Threshold uncertainty score0.993

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0180.023
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)0.0010.000

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 head0.166
GPT teacher head0.455
Teacher spread0.289 · 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

Citations14
Published2007
Admission routes1
Has abstractyes

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