MétaCan
Menu
Back to cohort
Record W3109157259 · doi:10.22215/etd/2019-13721

Short-term Stock Market Price Trend Prediction Using a Customized Deep Learning System

2019· dissertation· en· W3109157259 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.

Bibliographic record

Venuenot available
Typedissertation
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsCarleton University
Fundersnot available
KeywordsFeature engineeringDeep learningComputer scienceArtificial intelligenceStock marketData pre-processingMachine learningPreprocessorStock (firearms)Stock priceStock market predictionEconometricsBig dataPredictive modellingData miningEconomicsEngineeringSeries (stratigraphy)

Abstract

fetched live from OpenAlex

In big data era, deep learning solution for predicting stock market price trend becomes popular. We collected two years of Chinese stock market data according to the financial domain, proposed a fine-tuned stock market price trend prediction system with developing a web application as the use case, meanwhile, conducted a comprehensive evaluation on most frequently used machine learning models and concludes that our proposed solution outperforms leading models. The system achieves an overall trend predicting accuracy of 93%, also achieves significant high scores in other machine learning metrics score in the meantime. Thus, this work provides a solid foundation for further price prediction by classifying the price trend accurately. With the detail-designed evaluation on prediction term lengths, feature engineering and data pre-processing methods, this work also contributes to the stock analysis research community in both financial and technical domain.

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)0.013
metaresearch head score (Gemma)0.008
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), 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: Empirical
Teacher disagreement score0.918
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0130.008
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0020.002
Science and technology studies0.0010.000
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 head0.089
GPT teacher head0.395
Teacher spread0.306 · 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

Citations3
Published2019
Admission routes1
Has abstractyes

Explore more

Same topicStock Market Forecasting MethodsFrench-language works237,207