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LSTM Prediction and Portfolio Optimization for Artificial Intelligence Industry

2023· article· en· W4388535476 on OpenAlexaff
Xiaotian Jiang

Bibliographic record

VenueAdvances in Economics Management and Political Sciences · 2023
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsPortfolioStock marketPortfolio optimizationStock (firearms)Financial marketComputer sciencePreferenceArtificial intelligenceScope (computer science)Financial economicsEconomicsOperations researchFinanceEngineeringMicroeconomics

Abstract

fetched live from OpenAlex

The launch of ChatGPT has overwhelmingly been revolutionizing the stock market. Of particular interests of stock traders and financial analysts, discovery about artificial intelligence stock market has become the main focus. The paper selected top worldwide artificial intelligence (AI) enterprises from Yahoo Finance and made future return forecasts with the long short-term memory networks (LSTM). The predicted information is employed in conducting portfolio optimization within the scope of mean-variance analysis to obtain an assessment of the portfolio’s performance. The outcomes illustrate that the utilization of the LSTM model exhibits aptness in forecasting the forthcoming returns of financial instruments. Furthermore, a favorable preference entails the inclusion of NVDIA and Microsoft stocks in the portfolio. These discoveries offer utility in proposing pioneering investment strategies and aligning with the prevailing tendencies of societal progression.

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)0.001
metaresearch head score (Gemma)0.003
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 score0.008

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.003
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0000.001
Research integrity0.0010.001
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 head0.130
GPT teacher head0.422
Teacher spread0.292 · 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

Citations1
Published2023
Admission routes1
Has abstractyes

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