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Record W3163959491 · doi:10.1016/j.ifacol.2021.04.219

A Tool based on ML-driven Graphical Model for Stock Price Prediction by Leading Indicators

2020· article· en· W3163959491 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

VenueIFAC-PapersOnLine · 2020
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsBrandon University
Fundersnot available
KeywordsToolboxComputer scienceFutures contractStock (firearms)Convolutional neural networkStock marketStock priceEconometricsStock exchangeArtificial neural networkMachine learningArtificial intelligenceData miningFinanceEconomicsSeries (stratigraphy)

Abstract

fetched live from OpenAlex

Stock prediction has become an emerging issue in recent decades and many studies have incorporated it with social systems to provide a better accuracy for the prediction results. Machine learning (ML) model is widely studied and developed to show better performance in data analytics and prediction, which can be also applied in the stock markets for the price prediction.To be better applied in the stock market for price predication, it is necessary to finalize a ML-driven toolbox that can be easily adopted into the stock market. In this paper, aiming at the task of time series (financial) feature extraction and prediction of price movements, a new convolutional novel neural network to improve the prediction accuracy of stock trading is proposed. The proposed model is called SSACNN, short form of stock sequence array convolutional neural network that collects data including historical data of prices and its leading indicators (options / futures) for a stock to take an array as the input graph of CNN framework. In our experimental results, the motion prediction performance of SSACNN has been improved significantly and proved that it has the potential to be applied in the real financial market.

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)0.015
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Meta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.700
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.015
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.002
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.119
GPT teacher head0.385
Teacher spread0.266 · 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