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Performance Analysis of Sequential and Parallel Neural Network Algorithm for Stock Price Forecasting

2013· book-chapter· en· W4230662344 on OpenAlexaffabout
Rashedur M. Rahman, Ruppa K. Thulasiram, Parimala Thulasiraman

Bibliographic record

VenueIGI Global eBooks · 2013
Typebook-chapter
Languageen
FieldEngineering
TopicEnergy Load and Power Forecasting
Canadian institutionsUniversity of Manitoba
Fundersnot available
KeywordsArtificial neural networkComputer scienceBackpropagationStock marketProcess (computing)Artificial intelligenceStock market predictionMachine learningAlgorithm

Abstract

fetched live from OpenAlex

The neural network is popular and used in many areas within the financial field, such as credit authorization screenings, regularities in security price movements, simulations of market behaviour, and so forth. In this research, the authors use a neural network technique for stock price forecasting of Great West Life, an insurance company based in Winnipeg, Canada. The Backpropagation algorithm is a popular algorithm to train a neural network. However, one drawback of traditional Backpropagation algorithm is that it takes a substantial amount of training time. To expedite the training process, the authors design and develop different parallel and multithreaded neural network algorithms. The authors implement parallel neural network algorithms on both shared memory architecture using OpenMP and distributed memory architecture using MPI and analyze the performance of those algorithms. They also compare the results with traditional auto-regression model to establish accuracy.

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.

How this classification was reachedexpand

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)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Other · Consensus signal: none
Teacher disagreement score0.927
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
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 head0.023
GPT teacher head0.218
Teacher spread0.196 · 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

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designSimulation or modeling
Domainnot available
GenreOther

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2013
Admission routes2
Has abstractyes

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