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Fuzzy Logic-Based Data Analytics on Predicting the Effect of Hurricanes on the Stock Market

2018· article· en· W2896262751 on OpenAlexafffund
Richard C. Camara, Alfredo Cuzzocrea, G. Grasso, Carson K. Leung, Steven B. Powell, Joglas Souza, Boyu Tang

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Manitoba
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsStock marketBig dataStock exchangeProfit (economics)Stock (firearms)Market makerStock market bubbleComputer scienceAnalyticsFuzzy logicBusinessFinancial economicsData scienceEconomicsFinanceData miningArtificial intelligenceMicroeconomicsEngineering

Abstract

fetched live from OpenAlex

In the current era of big data, high volumes of a wide variety of valuable data of different veracity are generated or collected at a high velocity. A rich source of these big data is the stock market. Since the inception of the stock market, people have been trying to "beat" it for the purpose of monetary gain. A stock market is an exchange where people trade shares of companies, also called stocks. The purpose of the exchange is to make it easy to match buyers and sellers together to make transactions. The usual goal of someone participating in the stock market it to generate profit through the buying and selling of stocks. The main way people accomplish this is by buying a stock, waiting anywhere from seconds to decades, and then hopefully selling for more than they bought it for. This is where the common term "buy low, sell high" comes from. There are many factors (e.g., hurricanes) that may affect the stock price. In this paper, we present a computational intelligent tool that applies fuzzy logic-based data analytics to predict the effect of hurricanes on the stock market.

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 machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.004
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.018
Threshold uncertainty score0.036

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.004
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.001
Science and technology studies0.0010.000
Scholarly communication0.0010.001
Open science0.0010.000
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.000

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 head0.251
GPT teacher head0.442
Teacher spread0.191 · 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 source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
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

Citations67
Published2018
Admission routes2
Has abstractyes

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