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Record W3170873442 · doi:10.5539/ijef.v13n7p1

Performance Evaluation of ANFIS and GA-ANFIS for Predicting Stock Market Indices

2021· article· en· W3170873442 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.

venuePublished in a venue whose home country is Canada.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueInternational Journal of Economics and Finance · 2021
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsAdaptive neuro fuzzy inference systemMean squared errorStock marketInference systemStatisticsEconometricsGray (unit)Computer scienceGenetic algorithmMathematicsFuzzy logicArtificial intelligenceMachine learningFuzzy control systemBiologyMedicine

Abstract

fetched live from OpenAlex

A model of Adaptive Neuro-Fuzzy Inference System (ANFIS) trained with an evolutionary algorithm, namely Genetic Algorithm (GA) is presented in this paper. Further, the model is tested on the NASDAQ stock market indices which is among the most widely followed indices in the United States. Empirical results show that by determining the parameters of ANFIS (premise and consequent parameters) using GA, we can improve performance in terms of Mean Squared Error (MSE), Root Mean Squared Error (RMSE), coefficient of determination (R-Squared) in comparison with using solely ANFIS.

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)0.008
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: Other design · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.891
Threshold uncertainty score0.564

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0080.005
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.133
GPT teacher head0.395
Teacher spread0.262 · 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