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Record W4379521486 · doi:10.21428/594757db.40c1a462

Stock Market Prediction from Sentiment and Financial Stock Data Using Machine Learning

2023· article· en· W4379521486 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

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Ottawa
Fundersnot available
KeywordsSentiment analysisStock marketSocial mediaStock market predictionStock (firearms)Computer scienceConvolutional neural networkFinancial marketArtificial neural networkPredictive modellingMachine learningArtificial intelligenceFinanceEconomicsWorld Wide Web

Abstract

fetched live from OpenAlex

Forecasting stock values is challenging due to market volatility and numerous financial variables, such as news, social media, political changes, investor emotions, and the general economy. Predicting stock value using financial data alone may be insufficient. By combining sentiment analysis from social media with financial stock data, more accurate predictions can be achieved. We use an ensemble-based model employing multi-layer perceptron, long short-term memory, and convolutional neural network models to estimate sentiment in social media posts. Our models are trained on AAPL, CSCO, IBM, and MSFT stocks, using financial data and sentiment from Twitter between 2015-2019. Results show that combining financial and sentiment information improves stock market prediction performance, achieving a next-hour prediction performance of 74.3%.

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)0.009
metaresearch head score (Gemma)0.014
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.790
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0090.014
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.002
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0020.000

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 head0.249
GPT teacher head0.424
Teacher spread0.175 · 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

Quick stats

Citations8
Published2023
Admission routes1
Has abstractyes

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