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Record W2114623428 · doi:10.5430/air.v2n2p47

Prediction of exchange rates using averaging intrinsic mode function and multiclass support vector regression

2013· article· en· W2114623428 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.

venuePublished in a venue whose home country is Canada.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueArtificial Intelligence Research · 2013
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
FundersImperial College London
KeywordsSupport vector machineHilbert–Huang transformFilter (signal processing)RegressionComputer scienceMode (computer interface)Function (biology)Nonlinear systemSeries (stratigraphy)Multiclass classificationRelevance vector machineRegression analysisArtificial intelligenceAlgorithmMathematicsMachine learningStatistics

Abstract

fetched live from OpenAlex

Prediction of nonlinear and nonstationary time series datasets can be achieved by using support vector regression. To improve the accuracy, we propose a new model ‘averaging intrinsic mode function’ which is a derivative of empirical mode decomposition to filter datasets of an exchange rate, followed by using a new algorithm of multiclass Support Vector Regression (SVR) for prediction. Simulation results show that the proposed model significantly improves prediction yields of the exchange rates, compared to simulation of SVR model without filtering and multiclass.

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)0.012
metaresearch head score (Gemma)0.013
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.840
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0120.013
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.002
Science and technology studies0.0000.001
Scholarly communication0.0000.001
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 head0.569
GPT teacher head0.528
Teacher spread0.042 · 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