MétaCan
Menu
Back to cohort
Record W2948350703

A Time Series Analysis Of The Toronto-Dominion Bank Stock Price

2017· article· en· W2948350703 on OpenAlexaffabout
Adam Epp

Bibliographic record

VenueStudent Research Proceedings · 2017
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsMacEwan University
Fundersnot available
KeywordsDominionStatisticsTime seriesEconometricsStock (firearms)Regression analysisMathematicsActuarial scienceEconomicsGeography
DOInot available

Abstract

fetched live from OpenAlex

This paper presents a time series analysis of the Toronto-Dominion Bank stock (TD) for 10 months into the future. The data set was collected from Yahoo Finance. The time period of the dataset is from January 2008 to November 2015 and the prediction goes till September 2016. The attribute measured is the value of the stock measured at the beginning of the month. The data was analyzed using the TSA package in the R statistical language. Exploring the data through multiple tests gave five possible models that could represent the trends in the data. The model's predictions were then compared using MPE, MSE, MAE, and MAPE to find the prediction accuracy. The Regression AR(1) model was clearly the best model after looking at these values. This model also did not have insignificant coefficients that were an issue for the other models. The value of a company is the results of many factors both external and internal, despite this, the Regression AR(1) model was still able to give fairly accurate predictions 10 months into the future. Discipline: Statistics Faculty Mentor: Dr. Cristina Anton

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)0.035
metaresearch head score (Gemma)0.049
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Science and technology studies, Scholarly communication, Open science, Insufficient payload (model declined to judge)
Consensus categoriesMetaresearch
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.117
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0350.049
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.002
Science and technology studies0.0020.001
Scholarly communication0.0010.001
Open science0.0060.004
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 head0.278
GPT teacher head0.545
Teacher spread0.266 · 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; both teacher heads agree on what is shown here.

Study designObservational
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

Citations0
Published2017
Admission routes2
Has abstractyes

Explore more

Same venueStudent Research ProceedingsSame topicStock Market Forecasting MethodsFrench-language works237,207