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Record W3193375911 · doi:10.1109/bdacs53596.2021.00021

Enterprise Profit Forecast Model Based on Long Short-Term Memory Neural Network

2021· article· en· W3193375911 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 institutionsUniversité du Québec à Montréal
Fundersnot available
KeywordsArtificial neural networkComputer scienceProfit (economics)Long short term memoryKurtosisFinancial statementArtificial intelligenceEconometricsFinanceMachine learningAccountingRecurrent neural networkBusinessEconomicsStatistics

Abstract

fetched live from OpenAlex

In the era of the rapid development of artificial intelligence, in order to improve the usefulness of accounting information, this paper uses Long Short-Term Memory (LSTM) neural network model and financial statement information to forecast the profit of listed companies, and compares with the results predicted by analysts. In the profit forecast task of enterprises from Shanghai and Shenzhen 300 (CSI 300), the average accuracy of LSTM model is 88.6%, which is 13.52% higher than the average accuracy of analysts' forecast. In the accuracy distribution, there is no thick tail phenomenon in the results of LSTM model, and its kurtosis is significantly higher than that of analysts' forecast, and the variance is significantly lower than that of analysts' forecast. It reveals the practical significance of the application of artificial intelligence model in financial forecasting.

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)0.005
metaresearch head score (Gemma)0.004
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: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.603
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0050.004
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0020.000

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 head0.136
GPT teacher head0.395
Teacher spread0.258 · 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

Citations4
Published2021
Admission routes1
Has abstractyes

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