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Time Series Forecasting Using LSTM to Predict Stock Market Price in the First Quarter of 2024

2024· article· en· W4400315455 on OpenAlexaboutno aff
Farrah A Maharani, Sharen Ivana, Belva Fithriyah, Alfi Yusrotis Zakiyyah, Erna Fransisca Angela Sihotang

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsQuarter (Canadian coin)Computer scienceTime seriesSeries (stratigraphy)Stock marketStock (firearms)Economic forecastingStock priceArtificial intelligenceEconometricsMachine learningEconomicsEngineeringHistoryGeology

Abstract

fetched live from OpenAlex

Predictions on the stock market are critical because they significantly influence the world economy. The value of share prices usually experiences continuous fluctuations. Therefore, predicting share price growth is very important. Notable stocks dominating global markets include Amazon, Apple, Microsoft, and Google. The paper discusses predictions for developing these four shares for the next two months. The research uses the Long Short-Term Memory (LSTM) Network method to predict stock prices for the next two months using an input sequence of previous stock values. LSTM methods demonstrate the capacity to retain long-term memory while reducing the influx of irrelevant information and superior efficiency in data processing, prediction, and classification. After analysis, the results show that the close price value from Microsoft shows the highest results, reaching 374.736${\$}$.

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: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.012
Threshold uncertainty score0.023

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0020.001

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 head0.108
GPT teacher head0.376
Teacher spread0.268 · 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

Citations5
Published2024
Admission routes1
Has abstractyes

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