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Record W2170175837 · doi:10.6000/1929-7092.2013.02.12

Visualizing the Periods of Stock Prices Using Non-Harmonic Analysis of the NASDAQ Composite Index Since 1985

2013· article· en· W2170175837 on OpenAlexvenueno aff
Shun Matsui, Shigeki Hirobayashi, Tadanobu Misawa, M. Furukawa

Bibliographic record

VenueJournal of Reviews on Global Economics · 2013
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsComposite indexStock (firearms)EconometricsStock marketEconomicsStock market indexStock market bubbleIndex (typography)Stock priceFinancial economicsMonetary economicsComputer scienceGeographyComposite indicatorSeries (stratigraphy)Geology

Abstract

fetched live from OpenAlex

Abstract: The prediction of stock prices is studied extensively, because of the demand from private investors and financial institutions. However, long-term prediction is difficult due to the large number of factors that affect the real market. Previous research has focused on the fluctuation patterns and fluctuation periodicity of stock prices. We have likewise focused on the periodicity of stock prices. We have used a new high-resolution frequency analysis (non-harmonic analysis) method can solve the previous problem of the frequency resolution being low. As a consequence, we have succeeded in visualizing the various periodicities of stock prices. The periodicity fluctuates gently in many periods, but we have confirmed that it fluctuated violently in periods when a sudden event occurred. We expect that this experimental result in combination with previous research will help increase predictive accuracy and will aid long-term prediction.

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.

How this classification was reachedexpand

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)0.011
metaresearch head score (Gemma)0.003
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.381
Threshold uncertainty score0.457

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0110.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0000.002
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0020.000
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 head0.139
GPT teacher head0.431
Teacher spread0.292 · 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

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2013
Admission routes1
Has abstractyes

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