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Record W4380786634 · doi:10.32920/23502348.v1

The Impact Of Twitter And News Count Variables On Stock Price Prediction Via Neural Networks

2023· preprint· en· W4380786634 on OpenAlexaff
Shamir Rizvi

Bibliographic record

Venuenot available
Typepreprint
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsWilfrid Laurier UniversityToronto Metropolitan University
Fundersnot available
KeywordsPanicArtificial neural networkPerceptronStock (firearms)Multilayer perceptronLong short term memoryPanic disorderStock market predictionComputer scienceEconometricsStock marketArtificial intelligenceRecurrent neural networkEconomicsPsychologyGeographyAnxiety

Abstract

fetched live from OpenAlex

<p> This study examines how Twitter and News Count variables generated by Bloomberg L.P. when utilized as inputs impact the stock price prediction accuracy of two distinct neural network types. The neural network types that are examined are Multi-Layer Perceptron neural networks and Long Short-Term Memory neural networks. Besides, all models were tested on two distinct periods, one without any market panic, the other including a prolonged period of market panic. The results suggest that the inclusion of Twitter and News Count variables significantly improve Multi-Layer Perceptron networks, but no significant improvement occurred for Long-Short Term Memory networks. Regarding periods of panic and no panic, the inclusion of the variables improved stock price prediction via neural networks in both scenarios. </p>

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)0.011
metaresearch head score (Gemma)0.007
Version: codex-gemma-dda1882f352aValidation 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: none
Teacher disagreement score0.620
Threshold uncertainty score0.882

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0110.007
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0010.000
Open science0.0010.001
Research integrity0.0000.001
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 head0.162
GPT teacher head0.422
Teacher spread0.260 · 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.

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
Published2023
Admission routes1
Has abstractyes

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