MétaCan
Menu
Back to cohort

Global Stock Market Prediction Using Transformer-Based Deep Learning Techniques

2024· article· en· W4404030808 on OpenAlex

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.

aboutThe title or abstract carries a Canadian signal from the geographic lexicon.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsComputer scienceTransformerStock marketDeep learningArtificial intelligenceMachine learningElectrical engineeringEngineeringGeology

Abstract

fetched live from OpenAlex

Deep learning approaches’ use in financial market forecasting has recently drawn a lot of attention from both investors and scholars. The Transformer framework, initially created for natural language processing, is used in this study to propose a revolutionary approach for forecasting the stock market indices of seven different economies: China, Canada, India, Japan, Russia, the United Kingdom, and the United States. The well-known Transformer architecture, which excels at capturing complex non-linear patterns, is modified to study the unique dynamics of each nation’s stock market. The model successfully determines the basic principles driving market behavior by using an encoder-decoder structure and a multi-head attention mechanism. The aforementioned indices are used in back-testing trials, which cover a variety of economic environments. The outcomes demonstrate that the Transformer performs better than conventional techniques, with Mean Squared Error (MSE) acting as a crucial evaluation criterion. Notably, the model shows promise for investors in these widely separated markets to receive excess profits. This study offers a thorough analysis of stock market forecasting, expanding its relevance to a wider global context. comprehension of how this strategy might adjust to various financial ecosystems is improved by the addition of seven unique economies. Future research may go more deeply into applications that are industry-specific and investigate potential extensions to additional international markets.

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 imitation

Not 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.

metaresearch head score (Codex)0.008
metaresearch head score (Gemma)0.003
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.980
Threshold uncertainty score0.998

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0080.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.002
Science and technology studies0.0000.000
Scholarly communication0.0010.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0030.000

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.

Opus teacher head0.106
GPT teacher head0.424
Teacher spread0.318 · 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

Quick stats

Citations3
Published2024
Admission routes1
Has abstractyes

Explore more

Same topicStock Market Forecasting MethodsFrench-language works237,207