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Record W4320806262 · doi:10.2991/978-94-6463-054-1_40

Forecasting China's Military Industry Index: Based on Decision Tree, Random Forest and Time Series Models

2022· book-chapter· en· W4320806262 on OpenAlexaff
Xiaoyan Cheng, Ziyan Liu, Zhijie Zhang, Zhiyue Zhu

Bibliographic record

VenueAdvances in economics, business and management research/Advances in Economics, Business and Management Research · 2022
Typebook-chapter
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsAutoregressive integrated moving averageIndex (typography)Volatility (finance)Profitability indexTime seriesStock market indexEconomicsEconometricsFinancial economicsStock marketBusinessStatisticsComputer scienceGeographyFinanceMathematics

Abstract

fetched live from OpenAlex

IncrEasing uncertainty about geopolitical conflicts and downward economic pressure have contributed to increased stock price volatility in the military industry sector as a result of the ongoing Russia-Ukraine conflict which has gradually developed into a protracted tug-of-war and a war of attrition, as well as the previous financial crises.To strengthen the role of investment profitability, this paper intends to conduct more research on the index of the military industry sector.To predict the trend of sector index, a decision tree, random forest model, time series-based ARIMA model, and neural network model are used.The sector indices are forecasted using the ARIMA model and the neural network model after the correlation test is completed with the random forest model.It is predicted that the sector index will continue to rise with possible fluctuations in the future.By using the random forest, ARIMA model, and neural network model, investors are able to avoid military industry sector risks and gain stable 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)0.001
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: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.055
Threshold uncertainty score0.109

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.002
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0010.000
Research integrity0.0010.000
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 head0.042
GPT teacher head0.279
Teacher spread0.238 · 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

Citations0
Published2022
Admission routes1
Has abstractyes

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