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Forecast and Analysis for Stock Market of the U.S, Canada, and Mexico based on Time Series Forecasting Models

2023· article· en· W4386639254 on OpenAlexaboutno aff
Lin Tian

Bibliographic record

VenueAdvances in Economics Management and Political Sciences · 2023
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsStock marketComposite indexStock market indexCapitalization-weighted indexStock (firearms)Index (typography)Financial economicsEconomicsEconometricsStock exchangeTime seriesStock market bubbleBusinessComposite indicatorFinanceStatisticsGeographyMathematicsComputer science

Abstract

fetched live from OpenAlex

Forecasting the stock market index has been an essential part of the investing process for the world’s investors, so predication for the composite stock market index of three different countries in North America were made for the investors to get references. The weekly data of three representative composite stock market index for each country from the past three months were chosen to generate the prediction for the next week’s performance of the stock market in each country through different time-series forecasting methods. The correlation between each index are calculated, indicating the short-term relationship between each country’s stock market. Three time-series predicting method is produced: SMA, WMA, and SES, one of the three methods with the least error by comparing the MSE and MAD would be selected for each stock index. Analyze the forecast results from the selected method for each country’s composite stock market index and compare them. The forecast results show that the composite stock market index for all three countries is going to decline in the following week. Several short-term relationships between different countries’ stock markets are revealed. The results and the discussion of this research tend to serve as a reference or an indicator for investors who have interests in multiple countries’ stock markets in the world.

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)0.004
metaresearch head score (Gemma)0.001
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 score0.628
Threshold uncertainty score0.979

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0040.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.001
Scholarly communication0.0000.000
Open science0.0000.000
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 head0.074
GPT teacher head0.338
Teacher spread0.264 · 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".

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Citations0
Published2023
Admission routes1
Has abstractyes

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