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Record W4320509244 · doi:10.2991/978-94-6463-036-7_138

Forecasting Apple Stock Closed Prices by LR and LSTM with Discrete Wavelet Transformation

2022· book-chapter· en· W4320509244 on OpenAlexaff
Yuxin Yang

Bibliographic record

VenueAdvances in economics, business and management research/Advances in Economics, Business and Management Research · 2022
Typebook-chapter
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of TorontoCanada Research Chairs
Fundersnot available
KeywordsDiscrete wavelet transformWaveletStock (firearms)EconometricsStock market predictionComputer scienceStock marketStock pricePreprocessorArtificial intelligenceMathematicsEconomicsAlgorithmWavelet transformSeries (stratigraphy)Engineering

Abstract

fetched live from OpenAlex

Stock prediction has long had a high profile among investors under the incentives of profit maximization.However, as a result of the instability and chaos of the financial stock market, predicting stock prices is challenging.To address this problem, the discrete wavelet transformation (DWT) is applied to denoise stock prices when data preprocessing.Long short-term memory (LSTM) and linear regression model (LR) are chosen to train the model.The performances of LR, LSTM, the combination of DWT and LR and the combination of DWT and LSTM are demonstrated and compared when predicting the Apple stock closed prices by using its rescaled closed price five days ago.The prediction results proved the effectiveness of DWT and illustrated LR still acts well although it is much simpler compared with LSTM in terms of RMSE, MAE, MAPE.These model-based analytic strategies and pre-programmed stock price prediction are likely to give precious guidance to investors in the pursuit of maximum benefits.

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 machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.001
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
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 score0.003
Threshold uncertainty score0.008

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0000.001
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0020.001

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 head0.103
GPT teacher head0.383
Teacher spread0.280 · 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 source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

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

Citations2
Published2022
Admission routes1
Has abstractyes

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