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Record W2998198064 · doi:10.5539/ijsp.v9n1p36

The Role of Ensemble Learning in Stock Market Classification Model Accuracy Enhancement Based on Naive Bayes Classifiers

2019· article· en· W2998198064 on OpenAlexvenueno aff
Ghaith Abdulsattar A. Jabbar Alkubaisi

Bibliographic record

VenueInternational Journal of Statistics and Probability · 2019
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsNaive Bayes classifierArtificial intelligenceComputer scienceMachine learningEnsemble learningStock marketClassifier (UML)Bayes' theoremData miningSupport vector machinePattern recognition (psychology)Bayesian probability

Abstract

fetched live from OpenAlex

Over the last years, methods of hybrid and ensemble have attracted the attention of the data mining community. Moreover, in the computational intelligence area such as machine learning, constructing and adaptive hybrid models have become essential to achieve good performance. However, the accuracy of stock market classification models is still low, and this has negatively affected the stock market indicators. Furthermore, there are many factors that have a direct effect on the classification models’ accuracies which were not addressed by previous research such as the automatic labelling technique which results in low classification accuracy due to the absence of specific lexicon, and the suitability of the classifiers to the data features and domain. In this research, a proposed model is designed to enhance the classification accuracy by the incorporation of stock market domain expert labelling technique and the construction of an ensemble Naïve Bayes classifiers to classify the stock market sentiments. The methodology for this research consists of five phases. The first phase is data collection, and the second phase is labelling, in which polarity of data is specified and negative, positive or neutral values are assigned. The third phase involves data pre-processing. The fourth phase is the classification phase in which suitable patterns of the stock market are identified by Ensemble Naïve Bayes classifiers, and the final is the performance and evaluation. The classification method has produced a significant result; it has achieved accuracy of more than 89%.

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)0.004
metaresearch head score (Gemma)0.009
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: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.005
Threshold uncertainty score0.021

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.009
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.001
Science and technology studies0.0010.000
Scholarly communication0.0020.003
Open science0.0010.001
Research integrity0.0010.001
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 head0.072
GPT teacher head0.384
Teacher spread0.312 · 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".

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Citations4
Published2019
Admission routes1
Has abstractyes

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