MétaCan
Menu
Back to cohort
Record W4231748539 · doi:10.32920/ryerson.14647560

Online dictionary learning techniques for financial news analysis

2021· preprint· en· W4231748539 on OpenAlexaff
Elmira Navidbakhsh

Bibliographic record

Venuenot available
Typepreprint
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsToronto Metropolitan University
Fundersnot available
KeywordsSentiment analysisEfficient-market hypothesisFinancial marketProfit (economics)Stock marketFinancial economicsTrading strategyTechnical analysisEconomicsComputer scienceFinanceMicroeconomicsArtificial intelligence

Abstract

fetched live from OpenAlex

The investor’s sentiments can be defined an investor’s attitude and opinion towards investing in the stocks market. Investor sentiment has been traditionally regarded as a myth by classical financial theories and has received little attention by researchers prior to 1990. The standard argument was that in the highly competitive financial market, suboptimal trading behaviors, such as paying attention to sentiment signals, is unrelated to fundamental value. It has been proposed by the efficient market hypothesis (EMH) that markets are efficient in that opportunities for profit are discovered so quickly that they cease to be opportunities. The EMH effectively states that no system can continually beat the market because if that system were to become public, everyone would use it, thus negating any potential gain. From the literature, it is evident that the application of investor sentiment for evaluating market behavior is achieving broad acceptance. This paper studies the application of Soft Computing to Investor Sentiment, focusing on the dictionary learning approach. Soft computing methods and various sentiment indicators are employed to obtain sample predictions of future trends in stock market returns. This paper’s contribution is to expose the key areas where research is being undertaken, and to attempt to quantify the degree of success associated with the different research approaches.

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)0.008
metaresearch head score (Gemma)0.055
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Meta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.944
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0080.055
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.003
Science and technology studies0.0000.000
Scholarly communication0.0010.000
Open science0.0010.002
Research integrity0.0010.001
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 head0.160
GPT teacher head0.458
Teacher spread0.298 · 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 designOther design
Domainnot available
GenreMethods

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

Citations0
Published2021
Admission routes1
Has abstractyes

Explore more

Same topicStock Market Forecasting MethodsFrench-language works237,207