MétaCan
Menu
Back to cohort

Optimal text-based time-series indices

2025· article· en· W4413143033 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.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueInternational Journal of Forecasting · 2025
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsUniversité de SherbrookeHEC Montréal
FundersNatural Sciences and Engineering Research Council of CanadaFonds de Recherche du Québec-Société et Culture
KeywordsSeries (stratigraphy)Time seriesEconometricsComputer scienceEconomicsMachine learningGeology

Abstract

fetched live from OpenAlex

We propose an approach to construct text-based time-series indices in an optimal way—typically, indices that maximize the contemporaneous relation or the predictive performance with respect to a target variable, such as inflation. Our methodology relies on binary selection matrices that, applied to the vocabulary of tokens, select the relevant texts in the corpus. Various widely known text-based indices, such as the Economic Policy Uncertainty (EPU) index, can be formulated in terms of selection matrices. We design a genetic algorithm with domain-specific knowledge featuring tailor-made crossover and mutation operations to perform the complex optimization. We illustrate our methodology with a corpus of news articles from the Wall Street Journal by optimizing text-based indices that forecast inflation at various horizons.

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)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.845
Threshold uncertainty score0.488

Codex and Gemma teacher scores by category

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

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 head0.022
GPT teacher head0.244
Teacher spread0.221 · 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