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Stock Price Prediction and Investment Strategy via Machine Learning Model Fusion

2025· article· W4415481482 on OpenAlexaff
Bowen Wang, Haotian Xu, Yubing Pan, C. X. Yu

Bibliographic record

Venuenot available
Typearticle
Language
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsRandom forestSupport vector machineStock (firearms)Stock priceUnificationInvestment strategyPredictive modellingData modeling

Abstract

fetched live from OpenAlex

This study explores stock price prediction using multiple machine learning models and enhances accuracy via model fusion with XGBoost as the meta-model and Linear Regression, Support Vector Machine, and Random Forest as the base models. We trained and compared various models (e.g. linear regression, random forests, and support vector machine) using historical stock data to predict future stock prices based on daily closing prices and various technical indicators. The experimental data presented a clear discrepancy in the performance of the various models. Such unification of the models through composite technology offered us a chance to increase not only the accuracy but also the stability of the forecasting process. Results of this technique gave us the opportunity to design profit-making strategies, which were evaluated through a forward-looking simulation framework to ensure out-of-sample validity. The primary goal of this study is to propose a new method for enhancing financial forecast accuracy and machine learning-driven investment decision making.

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 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)0.010
metaresearch head score (Gemma)0.005
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.884
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0100.005
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.002
Science and technology studies0.0010.000
Scholarly communication0.0010.001
Open science0.0010.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0010.000

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 head0.085
GPT teacher head0.375
Teacher spread0.289 · 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 teacher head, not a consensus.

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

Citations0
Published2025
Admission routes1
Has abstractyes

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