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Record W4291476084 · doi:10.54691/bcpbm.v23i.1471

The Stock Price Prediction Based on Time Series Model, Multifactorial Regression, Machine Learnings

2022· article· en· W4291476084 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

VenueBCP Business & Management · 2022
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsYorkville University
Fundersnot available
KeywordsAutoregressive integrated moving averageEconometricsTime seriesRegressionStock (firearms)Regression analysisLasso (programming language)Computer scienceLinear regressionPolynomial regressionMachine learningArtificial intelligenceEconomicsStatisticsMathematicsEngineering

Abstract

fetched live from OpenAlex

In general, it is hard to forecast the prices the stock prices due to the stochastic fluctuations. This research aims to describe the process to use time series models, multifactorial regression, and machine learning to predict stock prices. ARIMA and EGARCH models are frequently used time series models to predict stock prices. Least-squares linear regression model, Lasso, and Polynomial Linear Regression model predict well in statistical regression methods. RNN and LSTM have higher prediction accuracy. Overall, time series models, statistical regression, and machine learning all can predict stock prices. Summarizing the different methods or models to forecast stock market trending can help investors to prepare relevant investing strategies. These results shed light on guiding further exploration of

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)0.003
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesScience and technology studies, 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 score0.582
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0080.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.002
Science and technology studies0.0020.000
Scholarly communication0.0000.000
Open science0.0010.001
Research integrity0.0000.000
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 head0.055
GPT teacher head0.336
Teacher spread0.282 · 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