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Review of machine learning with sentimental analysis method for cross-model stock price prediction

2024· article· en· W4402420751 on OpenAlexaff
Zhiwei Li

Bibliographic record

VenueApplied and Computational Engineering · 2024
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsMcMaster University
Fundersnot available
KeywordsStock priceStock (firearms)Computer scienceArtificial intelligenceEconometricsMachine learningEconomicsEngineeringSeries (stratigraphy)

Abstract

fetched live from OpenAlex

Stock market prediction has been a popular area of research for years. Machine learning, as a fast-developing popular algorithm, is applied to stock market prediction by many previous researchers to better solve the time series involving problems over the changing prices. Different from traditional machine learning algorithms that focus on stock prices only, this paper gives a brief description and review of stock price predictions models that contain sentimental analysis over the recent paper works. Different from the prices in number format, sentimental analysis is more based on textual information extraction and mining, converting them into usable input to pass to a prediction model. This extends the prediction model's takeable input domain and strengthens the accuracy. To better classify the differences between the models, discussion and introduction are given based on different model types about whether they are traditional type or deep neural network embedded. Even though traditional types of models are more popular for sentimental analysis and neural networks perform better in prediction tasks, traditional methods are relatively easy to build or train with more explainability, compared to deep learning models suitable for larger data sets.

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: Not applicable · Consensus signal: none
GenreCandidate signal: Review · Consensus signal: Review
Teacher disagreement score0.004
Threshold uncertainty score0.011

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.003
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.003
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0010.000
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0030.002

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 head0.038
GPT teacher head0.380
Teacher spread0.342 · 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 designNot applicable
Domainnot available
GenreReview

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

Citations0
Published2024
Admission routes1
Has abstractyes

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