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Record W2290730829 · doi:10.5539/jms.v6n1p206

Stock Fundamentals Model Based on Genetic Algorithm-Rough Set

2016· article· en· W2290730829 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

VenueJournal of Management and Sustainability · 2016
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsPortfolioStock (firearms)Rough setEconometricsNonlinear systemInvestment (military)Genetic algorithmComputer scienceSet (abstract data type)Operations researchMathematical optimizationEconomicsMathematicsData miningFinancial economicsEngineering

Abstract

fetched live from OpenAlex

<p>Security investment problems are mostly highly-nonlinear and have huge operations, hence quantitative investment is applied to make decisions frequently. Considering the example of Medicine plate in Chinese stocks, fundamental indicators and technical indicators are combined, and then investment decisions are made and optimized stepwise based on rough set model, where generical gorithm is applied to solve the model, aiming at searching for a portfolio with high value and growth inside the whole medicine plate. In addition, such strategy elements as trend and goodness are considered in the prediction, evaluation and correction of the model, resulting in lower uncertainty of index selection. In the empirical example, with the use of the improved model, stock rankings inside the plate achieve an accuracy of 60.7%, which proves the model makes sense to some extent in the security investment.</p>

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)0.011
metaresearch head score (Gemma)0.004
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: Empirical · Consensus signal: none
Teacher disagreement score0.952
Threshold uncertainty score0.473

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0110.004
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 science0.0010.000
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 head0.078
GPT teacher head0.394
Teacher spread0.315 · 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