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Forecasting Stock Prices using Gated Recurrent Unit with the Help of Feature Engineering

2023· article· en· W4383501351 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 institutionsArtificial Intelligence in Medicine (Canada)
Fundersnot available
KeywordsFeature engineeringAutoregressive integrated moving averageComputer scienceStock (firearms)EconometricsVolatility (finance)Probabilistic logicTime seriesProbabilistic forecastingStock exchangeRegressionMachine learningArtificial intelligenceDeep learningEconomicsFinanceStatisticsEngineeringMathematics

Abstract

fetched live from OpenAlex

Forecasting the stock prices is one of the hardest tasks because of its volatility and uncertainty, where additional features such as foreign exchange impacts the stock markets. Introducing AI in forecasting has helped in prediction tasks, especially the time series algorithms. This study attempts to implement various regression models such as the ARIMA model, which gives us improved results for data of linear nature but it suffers from conditions such as non-linearity, unable to cope up with dynamic changes in prices, and overdependence on historical data. This study attempts to implement ML and DL mechanisms to predict stock prices. As most stock markets deal with probabilistic functions and mathematical computations, usage of technologies such include algorithms for machine learning and deep learning. The proposed objective is to forecast the stock prices to enable the users to make decisions and undertake profitable trades within certain intervals by using GRU (Gated Recurrent Unit).

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)0.006
metaresearch head score (Gemma)0.006
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: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.729
Threshold uncertainty score0.750

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0060.006
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.005
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
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 head0.240
GPT teacher head0.399
Teacher spread0.159 · 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

Citations3
Published2023
Admission routes1
Has abstractyes

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