MétaCan
Menu
Back to cohort
Record W4320509455 · doi:10.2991/978-94-6463-036-7_137

Comparison of SVM and ARIMA Model in Stock Market

2022· book-chapter· en· W4320509455 on OpenAlexaff
Yuxuan Zhu

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 institutionsDalhousie University
Fundersnot available
KeywordsAutoregressive integrated moving averageSupport vector machineEconometricsStock (firearms)Stock marketComputer scienceTime seriesEconomicsFinancial economicsArtificial intelligenceMachine learningEngineeringGeography

Abstract

fetched live from OpenAlex

Forecasting the price of one certain asset is always a research hotspot in the financial area.This paper studies which of SVM model and ARIMA model is more suitable for short-term stock forecasting.This paper use SVM model and ARIMA model to predict the stocks of Tesla, Apple, Meta and Amazon, respectively.Next, the paper compares the accuracy of the two models and test which of the two models is suitable for the short-term prediction of the stock market.For the four companies studied in this article, ARIMA model is more accurate than SVM model in short-term stock price prediction.The results in this paper benefit the related investors in financial markets.

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)0.024
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Open science
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Other · Consensus signal: none
Teacher disagreement score0.842
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0240.001
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0030.000
Bibliometrics0.0100.002
Science and technology studies0.0010.003
Scholarly communication0.0010.004
Open science0.0030.009
Research integrity0.0000.002
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 head0.197
GPT teacher head0.459
Teacher spread0.262 · 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
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

Citations0
Published2022
Admission routes1
Has abstractyes

Explore more

Same venueAdvances in economics, business and management research/Advances in Economics, Business and Management ResearchSame topicStock Market Forecasting MethodsFrench-language works237,207