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Record W4353000572 · doi:10.54691/bcpbm.v35i.3302

Stock price prediction based on SVM, LSTM, ARIMA

2022· article· en· W4353000572 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueBCP Business & Management · 2022
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsMcMaster University
Fundersnot available
KeywordsAutoregressive integrated moving averageEconometricsComputer scienceStock (firearms)Stock market predictionStock marketStock priceFinancial economicsEquity (law)EconomicsArtificial intelligenceMachine learningTime seriesSeries (stratigraphy)Engineering

Abstract

fetched live from OpenAlex

In general, forecasting on stock prices is a famous and interesting area that gathers many researchers in. Contemporarily, after the birth of AI, the number of the algorithms used in the prediction of equity market fluctuation are boomed rapidly. Applying the combination of statistics and algorithms can help researchers as well as investors learn about either short-term regulation (such as opening price) or the long-term market movement. This paper discusses three kinds of models which are used to predict the stock price for long or short term. Specifically, some empirical results are presented to prove the feasibility and significance of the models. By analyzing techniques used to predict stock prices and the limitation of these models, the discussion about the challenges and the outlook posed from the scope of future work in this filed are also shown and demonstrated. These results shed light on guiding further exploration of price forecasting for different kinds of underlying assets as well as portfolios.

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.

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)0.007
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.879
Threshold uncertainty score0.998

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0070.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.004
Science and technology studies0.0010.000
Scholarly communication0.0000.000
Open science0.0010.001
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0030.000

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 head0.100
GPT teacher head0.363
Teacher spread0.263 · 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