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Record W2911608625 · doi:10.1109/ssci.2018.8628641

Hybrid Deep Learning Model for Stock Price Prediction

2018· article· en· W2911608625 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.

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Manitoba
Fundersnot available
KeywordsComputer scienceArtificial intelligenceArtificial neural networkDeep learningTime seriesMachine learningMean squared errorRandom forestStock priceStock (firearms)RegressionRecurrent neural networkEconometricsSeries (stratigraphy)StatisticsMathematicsEngineering

Abstract

fetched live from OpenAlex

In this paper, we propose a novel stock price prediction model based on deep learning. With the success of deep learning algorithms in the field of Artificial Neural Network (ANN), we choose to solve the regression based problems (stock price prediction in our case). Stock price prediction is a challenging problem due to its random movement. This hybrid model is a combination of two well-known networks, Long Short Term Memory (LSTM) and Gated Recurrent Unit (GRU). We choose the S&P 500 historical time series data and use significant evaluation metrics such as mean squared error, mean absolute percentage error etc., that conventional approaches have used. In experiment section, we have described the effectiveness of each of the component of our model along with its performance gain over the state-of-the-art approach. Our prediction model provides less error by considering this random nature (change) for a large scale of data.

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)0.007
metaresearch head score (Gemma)0.022
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.951
Threshold uncertainty score0.987

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0070.022
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)0.0010.000

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 head0.164
GPT teacher head0.417
Teacher spread0.253 · 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

Citations130
Published2018
Admission routes1
Has abstractyes

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