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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 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
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.

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)0.002
metaresearch head score (Gemma)0.005
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.604
Threshold uncertainty score0.679

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.005
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 science0.0000.000
Research integrity0.0000.000
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 head0.145
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

Quick stats

Citations17
Published2020
Admission routes1
Has abstractyes

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