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Record W2937109826 · doi:10.32628/ijsrset1962126

A Stock Prices Prediction Approach Via Neural Network by Several Investor Indicators

2019· article· en· W2937109826 on OpenAlexaff
Yahui Chen, Zhan Wen, Qi Li, Yuwen Pan, Xia Zu, Wenzao Li

Bibliographic record

VenueInternational Journal of Scientific Research in Science Engineering and Technology · 2019
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsSimon Fraser University
Fundersnot available
KeywordsStock marketArtificial neural networkEconometricsStock (firearms)Stock market bubbleComputer scienceEconomicsFinancial economicsMachine learning

Abstract

fetched live from OpenAlex

The prediction of stock indicators such as prices, trends and market indices is the focus of researchers. However, stock market has the characteristics of high noise and non-linearity. Generally, linear algorithms are not good for predicting stock market indicators. Therefore, BP neural network, a model suitable for nonlinear task, is widely used in stock market forecasting. However, many BP neural network prediction models are only based on historical stock quantitative data, and do not consider the impact of investor behavior on the stock market. Therefore, based on historical stock data and quantitative data of investor behavior of ten selected Chinese stocks, this paper trains a three-layer BP neural network to predict the stock prices such as the highest price ,the opening price ,the closing price, the lowest price in a short term. And then, the model that incorporates the investor behavior indicator is compared with the model that is not added. The results show that investor behavior indicators can improve the accuracy and generalization of the stock price forecasting model effectively, especially when the model based on stock quantitative data has a poor prediction accuracy on the test set.

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 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)0.034
metaresearch head score (Gemma)0.007
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.815
Threshold uncertainty score0.994

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0340.007
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0080.010
Science and technology studies0.0000.001
Scholarly communication0.0010.001
Open science0.0030.001
Research integrity0.0000.001
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 head0.079
GPT teacher head0.404
Teacher spread0.325 · 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 teacher head, not a consensus.

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".

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Citations0
Published2019
Admission routes1
Has abstractyes

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