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Deep Learning for the Prediction of Stock Market Trends

2019· article· en· W3008571904 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.
fundA Canadian funder is recorded on the work.

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsBrock University
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsPredictabilityComputer scienceProfitability indexStock (firearms)EconometricsStock marketDeep learningUsabilityStock market predictionArtificial intelligenceMachine learningEconomicsFinanceStatisticsMathematicsEngineering

Abstract

fetched live from OpenAlex

In this study, deep learning will be used to test the predictability of stock trends. Stock markets are known to be volatile, prices fluctuate, and there are many complicated financial indicators involved. Various data including news or financial indicators can be used to predict stock prices. In this study, the focus will be on using past stock prices and using technical indicators to increase the performance of the results. The goal of this study is to measure the accuracy of predictions and evaluate the results. Historical data is gathered for Apple, Microsoft, Google and Intel stocks. A prediction model is created by using past data and technical indicators were used as features in the model. The experiments were performed by using long short-term memory networks. Different approaches and techniques were tested to boost the performance of the results. To prove the usability of the final model in the real world and measure the profitability of results backtesting was performed. The final results show that while it is not possible to predict the exact price of a stock in the future to gain profitable results, deep learning can be used to predict the trend of stock markets to generate buy and sell signals.

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)0.008
metaresearch head score (Gemma)0.009
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.908
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0080.009
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0070.000

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 head0.111
GPT teacher head0.392
Teacher spread0.281 · 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

Citations25
Published2019
Admission routes2
Has abstractyes

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