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Record W4205938681 · doi:10.1109/smc52423.2021.9658938

Deep Learning Vs. Machine Learning in Predicting the Future Trend of Stock Market Prices

2021· article· en· W4205938681 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

Venue2021 IEEE International Conference on Systems, Man, and Cybernetics (SMC) · 2021
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsToronto Metropolitan University
Fundersnot available
KeywordsProfitability indexFeature engineeringComputer scienceDeep learningArtificial intelligenceStock market predictionArtificial neural networkMachine learningProfit (economics)Stock (firearms)Stock marketEconometricsEconomicsFinanceEngineeringMicroeconomics

Abstract

fetched live from OpenAlex

The ability to predict the stock trend is one of the most challenging goals for today's traders. The successful prediction of a stock's future trend could yield significant profit. Various machine learning and deep learning have been introduced in the last decades. However, the trade-off between performance and computational complexity was not addressed. This paper aims to find a well-suited model to predict the stock market price trend, with increment in profit gain in Long and Short trading with comparable prediction performance and computational time. A state-of-art machine and deep learning methods have been investigated along with efficient feature engineering. Experimental results show that Feed Forward Neural Network (FFNN) has the best profitability performance (return) and a reasonable running time, among other tested models.

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)0.003
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient 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: Empirical
Teacher disagreement score0.778
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0050.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0010.000
Open science0.0010.000
Research integrity0.0000.001
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 head0.081
GPT teacher head0.358
Teacher spread0.276 · 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