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

2023· article· en· W4383501351 on OpenAlexaff
Challa Vijay Seshachala Sarma, Bezawada Sri Bharath Krishna, Buyyanapragada Phani Siva Baradwaz, Yedupati Sai Madhav, Sunitha Pachala, V. Lalitha

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.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.001
Version: metacan-v3-hybrid-931329e0061cValidation 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 score0.004
Threshold uncertainty score0.009

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

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

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), 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

Citations3
Published2023
Admission routes1
Has abstractyes

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