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Record W4396816446 · doi:10.7763/ijcte.2024.v16.1353

Adaptive Model Selection in Stock Market Prediction: A Modular and Scalable Big Data Analytics Approach

2024· article· en· W4396816446 on OpenAlexafffundabout
MohammadEhsan Akhavanpour, Saeed Samet

Bibliographic record

VenueInternational Journal of Computer Theory and Engineering · 2024
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Windsor
FundersNatural Sciences and Engineering Research Council of CanadaUniversity of Windsor
KeywordsComputer scienceScalabilityBig dataModular designStock marketAnalyticsData scienceData miningStock market predictionArtificial intelligenceMachine learningDatabaseProgramming language

Abstract

fetched live from OpenAlex

This paper introduces an innovative architecture integrating Apache Kafka and microservices to enhance realtime stock market prediction.Our approach dynamically selects the most effective predictive model based on current market conditions, ensuring consistent accuracy.The key research method involves deploying Apache Kafka for real-time data streaming, coupled with a microservices framework to maintain scalability and adaptability.Our methodology includes a thorough evaluation of various machine learning models (specifically focusing on R 2 , the coefficient of determination, as the metric) to ascertain their performance across different market scenarios.The results demonstrate the architecture's ability to handle high data volume and velocity, while accurately adapting to market changes.The adaptability is evidenced by the varying performance of models like Convolutional Neural Network (CNN), Gate Recurrent Unit (GRU), and Long Short-Term Memory (LSTM) across different entities such as Royal Bank of Canada, Google, and EUR/USD, with the system successfully identifying the most suitable model in real-time.This architecture not only provides a scalable solution for stock market prediction but also sets the foundation for future exploration in other real-time data-intensive domains.

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 score0.006
Threshold uncertainty score0.012

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.003
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0010.002
Open science0.0020.002
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0010.001

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 head0.119
GPT teacher head0.338
Teacher spread0.218 · 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

Citations2
Published2024
Admission routes3
Has abstractyes

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