Comparative Analysis of ARIMA and LSTM Models for Stock Price Prediction
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
Stock price prediction is crucial for informed investment decisions, enabling investors to maximize returns and manage risks effectively in the dynamic and complex world of financial markets. It also aids in portfolio management and financial planning by providing insights into future market movements and asset valuations. This study delves into the intriguing realm of stock price prediction using two models, Auto-Regressive Integrated Moving Average (ARIMA) and Long Short-Term Memory (LSTM) networks, leveraging the efficient market hypothesis framework. Analyzing historical market data for Apple, Google, and Tesla, ARIMA and LSTM models are independently developed to forecast closing stock values. The research compares the forecasting accuracy of each model through Root Mean Square Error (RMSE) and Mean Absolute Percentage Error (MAPE) assessment, aiming to provide insights into their distinct strengths. The findings offer nuanced perspectives on the predictive performance of ARIMA and LSTM models in stock price behavior.
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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 | 0.004 | 0.001 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.001 | 0.002 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 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