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Token-Based Adaptive Time-Series Prediction by Ensembling Linear and Non-linear Estimators: A Machine Learning Approach for Predictive Analytics on big Stock Data

2018· article· en· 84 citations· W2910330388 on OpenAlex· 10.1109/icmla.2018.00242

Why is this work in the frame?

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

Canadian affiliationAn author listed a Canadian institution. This is the only route the usual frame has.
Canadian funderA Canadian agency funded it. The work may carry no Canadian affiliation at all.

Full frame distilled prediction

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.

Candidate categories
Metaresearch, Meta-epidemiology (narrow)
Consensus categories
none
Domain
Candidate signal: noneConsensus signal: none
Study design
Candidate signal: Simulation or modelingConsensus signal: none
Genre
Candidate signal: MethodsConsensus signal: Methods
Teacher disagreement score
0.719
Threshold uncertainty score
1.000
Validation status
machine_predicted_unvalidated · codex-gemma-dda1882f352a

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0080.018
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.001
Science and technology studies0.0010.000
Scholarly communication0.0000.001
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

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.

Opus teacher head0.178
GPT teacher head0.390
Teacher spread
0.212 · how far apart the two teachers sit on this one work
Validation status
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Abstract

With technological advancements, big data can be easily generated and collected in many applications. Embedded in these big data are useful information and knowledge that can be discovered by machine learning and data mining models, techniques or algorithms. A rich source of big data is stock exchange. The ability to effectively predict future stock prices improves the economic growth and development of a country. Traditional linear approaches for prediction (e.g., Kalman filters) may not be practical in handling big data like stock prices due to highly nonlinear and chaotic nature. This lead to the exploitation of various nonlinear estimators such as the extended Kalman filters, expert systems, and various neural network architectures. Moreover, to lessen the potential shortcomings of individual algorithms, ensemble approaches have been created by averaging values across different algorithms. Existing ensemble techniques mostly basket-together a collection of sample-based algorithms that are catered to nonlinear functions. To the best of our knowledge, traditional linear estimators have not yet been incorporated into such an ensemble. Hence, in this paper, we propose a machine learning (specifically, token-based ensemble) algorithm that utilizes both linear and nonlinear estimators to predict big financial time-series data. Our ensemble consists of a traditional Kalman filter, long short-term memory (LSTM) network, and the traditional linear regression model. We also explore the adaptive properties in short-term high-risk trading in the presence of noisy data like stock prices and demonstrate the performance of our ensemble.

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.

The record

Venue
Topic
Stock Market Forecasting Methods
Field
Decision Sciences
Canadian institutions
University of Manitoba
Funders
Natural Sciences and Engineering Research Council of Canada
Keywords
Computer scienceBig dataKalman filterEstimatorTime seriesMachine learningArtificial neural networkData miningArtificial intelligenceEnsemble learningPredictive analyticsAlgorithmMathematicsStatistics
Has abstract in OpenAlex
yes