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Record W3121850550 · doi:10.1109/icpai51961.2020.00032

A CNN-based Stock Price Trend Prediction with Futures and Historical Price

2020· article· en· W3121850550 on OpenAlexaff
Jimmy Ming‐Tai Wu, Zhongcui Li, Gautam Srivastava, Jaroslav Frnda, Vicente García‐Díaz, Jerry Chun‐Wei Lin

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsBrandon University
Fundersnot available
KeywordsFutures contractConvolutional neural networkComputer scienceStock (firearms)Stock priceFeature extractionTime seriesArtificial neural networkData modelingFutures marketStock marketArtificial intelligenceEconometricsMachine learningSeries (stratigraphy)FinanceEconomicsEngineeringDatabase

Abstract

fetched live from OpenAlex

In this paper, focusing on the task of feature extraction using financial time series as well as trend prediction for prices, a new stock sequence array convolutional neural network model is presented. This model shows promising results in improving the accuracy in stock trading forecasts. The implemented model collects data from historical sources and futures (leading indicators) of stocks. The model then uses arrays as the input map for a Convolutional Neural Network (CNN) framework. Through in-depth experimental results using the Taiwanese stock market, we are able to show that the designed approach achieves strong results. Furthermore, where compared with state-of-the-art similar models, our results show promising performance among all compared approaches.

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)0.000
metaresearch head score (Gemma)0.001
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 score0.021
Threshold uncertainty score0.042

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0000.001
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0010.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0020.001

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 head0.145
GPT teacher head0.352
Teacher spread0.206 · 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".

Quick stats

Citations17
Published2020
Admission routes1
Has abstractyes

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