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Record W2276557110 · doi:10.1109/wi-iat.2015.189

Stock Price Prediction in Undirected Graphs Using a Structural Support Vector Machine

2015· article· en· W2276557110 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.
fundA Canadian funder is recorded on the work.

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Manitoba
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsSupport vector machineComputer scienceGraphStock marketArtificial intelligenceAnalyticsUndirected graphExploitData miningMachine learningTheoretical computer science

Abstract

fetched live from OpenAlex

Business analytics techniques help mine and analyze business/financial data. For instance, a structural support vector machine (SSVM) can be used to perform classification on complex inputs such as the nodes of a graph structure. We connect collaborating companies in the information technology sector in an undirected graph and use an SSVM to predict positive or negative movement in their stock prices. By using a minimum graph-cutting algorithm to drive the cutting plane optimization problem of the SSVM, an exact solution is achieved in polynomial time. The learned model exploits the associative relationship between the prices of the collaborating companies to outperform the accuracy of a regular SVM. Experiments were conducted using the companies in the Standard and Poor's 500-45 Information Technology Sector index. Trades based on the learned model achieved superior returns in the range of 10% to 17% while tracking the index alone over the same time periods yielded returns in the range of -17% to 9%.

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)0.006
metaresearch head score (Gemma)0.011
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: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.312
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0060.011
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.003
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
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 head0.217
GPT teacher head0.430
Teacher spread0.213 · 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

Citations22
Published2015
Admission routes2
Has abstractyes

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