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Record W4328095000 · doi:10.54691/bcpbm.v38i.3848

Stock Prediction Methodology using Artificial Neural Network: Application in Tesla stock price

2023· article· en· W4328095000 on OpenAlexaff
Wanxing Wu

Bibliographic record

VenueBCP Business & Management · 2023
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsOverfittingArtificial neural networkStock priceComputer sciencePython (programming language)Artificial intelligenceStock (firearms)EconometricsVolatility (finance)Machine learningFutures contractEconomicsFinancial economicsEngineeringSeries (stratigraphy)

Abstract

fetched live from OpenAlex

Contemporarily, the stock price fluctuates dramatically under the impact of lots of stochastic events (e.g., COVID-19, Russian-Ukraine conflicts). With the progress of machine learning techniques, it is feasible to predict the price accurately so that to inhibit the impacts of price variation. In this paper, the feasibility to forecast the price of underlying assets based on artificial neural network is investigated and discussed. For the sake of implementing the forecasting approach, the python Keras model is applied and different parameters are scanned. To give an intuitive example, the high volatility stock Tesla is selected as the target. According to the analysis, the state-of-art deep learning scenario is capable of prediction the price with high accuracy (i.e., above 95% R-square value). Nevertheless, some of the overfitting effects should be considered for applying such approach. Overall, these results shed light on guiding further exploration of implementing advanced machine learning approach to forecast the price of stock.

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)0.014
metaresearch head score (Gemma)0.003
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.753
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0140.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.009
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.001
Research integrity0.0000.000
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 head0.363
GPT teacher head0.453
Teacher spread0.089 · 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
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
Published2023
Admission routes1
Has abstractyes

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