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Record W4328094191 · doi:10.54691/bcpbm.v38i.3716

Stock Price Prediction of Walmart Based on Combination of SVM and LS-SVM Models

2023· article· en· W4328094191 on OpenAlexaff
Chenguang Yan

Bibliographic record

VenueBCP Business & Management · 2023
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsSupport vector machineOverfittingRandom forestStock (firearms)Computer scienceMachine learningArtificial intelligenceMean squared errorStock marketEconometricsStock priceEconomicsStatisticsMathematicsEngineeringArtificial neural network

Abstract

fetched live from OpenAlex

One of the most significant operations in the finance sector is stock trading. The stock market is an essential part in the economy of a country and serves as the indicators of the situation of a country’s economy as the stock prices go up or down. Therefore, stock price prediction, the behavior of attempting to predict the potential worth of a corporation or any financial instruments successfully, will maximize investor’s gain, enhance market’s confidence, and help government policymakers to make economic decisions. In order to forecast the price of a stock, a machine learning approach is constructed in this study. The suggested algorithm includes random forest, support vector machine (SVM), and least square support vector machine (LS-SVM). In particular, the random forest is employed to select the most important features from the technical indicators calculated for stock price prediction. The SVM and the LS-SVM models are employed to predict the daily stock prices. Besides, R-Squared (R²), mean squared error (MSE) and mean absolute error (MAE) are used for model evaluation. According to the results, both SVM and LS-SVM models can predict stock price well, but both algorithms are not suitable for large datasets, and overfitting problem exists. These results shed light on guiding further exploration of stock price predictions.

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 score0.009
Threshold uncertainty score0.018

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0010.000
Research integrity0.0010.001
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 head0.149
GPT teacher head0.366
Teacher spread0.218 · 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

Citations4
Published2023
Admission routes1
Has abstractyes

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