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Deep Learning for the Prediction of Stock Market Trends

2019· article· en· W3008571904 on OpenAlexafffund
Arvand Fazeli, Sheridan Houghten

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.

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)0.001
metaresearch head score (Gemma)0.003
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: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.010
Threshold uncertainty score0.019

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.003
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0000.001
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0010.000
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.000

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

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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Citations25
Published2019
Admission routes2
Has abstractyes

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