Novel comparative methodology of hybrid support vector machine with meta-heuristic algorithms to develop an integrated candlestick technical analysis model
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.
Bibliographic record
Abstract
Purpose The proposed model has been aimed to predict stock market signals by designing an accurate model. In this sense, the stock market is analysed by the technical analysis of Japanese Candlestick, which is combined by the following meta heuristic algorithms: support vector machine (SVM), meta-heuristic algorithms, particle swarm optimization (PSO), imperialist competition algorithm (ICA) and genetic algorithm (GA). Design/methodology/approach In addition, among the developed algorithms, the most effective one is chosen to determine probable sell and buy signals. Moreover, the authors have proposed comparative results to validate the designed model in this study with the same basic models of three articles in the past. Hence, PSO is used as a classification method to search the solution space absolutelyand with the high speed of running. In terms of the second model, SVM and ICA are examined by the time. Where the ICA is an improver for the SVM parameters. Finally, in the third model, SVM and GA are studied, where GA acts as optimizer and feature selection agent. Findings Results have been indicated that, the prediction accuracy of all new models are high for only six days, however, with respect to the confusion matrixes results, it is understood that the SVM-GA and SVM-ICA models have correctly predicted more sell signals, and the SCM-PSO model has correctly predicted more buy signals. However, SVM-ICA has shown better performance than other models considering executing the implemented models. Research limitations/implications In this study, the authors to analyze the data the long length of time between the years 2013–2021, makes the input data analysis challenging. They must be changed with respect to the conditions. Originality/value In this study, two methods have been developed in a candlestick model, they are raw based and signal-based approaches which the hit rate is determined by the percentage of correct evaluations of the stock market for a 16-day period.
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 imitationNot 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.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.024 | 0.049 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.003 | 0.001 |
| Bibliometrics | 0.002 | 0.007 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.001 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it