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Record W7107855824 · doi:10.4236/ti.2025.164013

Flexible Stock Market Algorithm

2025· article· W7107855824 on OpenAlexvenueno aff

Bibliographic record

VenueTechnology and Investment · 2025
Typearticle
Language
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
FundersNational Research University Higher School of Economics
KeywordsStock (firearms)Algorithmic tradingStock marketTrading strategyStock exchangeStock trading

Abstract

fetched live from OpenAlex

The article considers one of the most famous examples of socio-economic systems characterized by significant uncertainty—the S&P-500 stock market, where shares of 500 largest US companies are traded. The flexible algorithm for daily trading has been developed. It is based on known fixed data about cost of shares in previous days as well as on some previously calculated values. Each day, one of the two algorithms for tomorrow trading is selected, depending on assumptions about the cost changes of some stocks at the next day. It can be similar to the change on the previous day or the opposite of it. The validity of the assumptions made is confirmed by the experimental results of trading using the proposed algorithm for 20 years from 1995 to 2014.

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)0.006
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: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Other · Consensus signal: none
Teacher disagreement score0.721
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0060.005
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0040.006
Science and technology studies0.0010.002
Scholarly communication0.0000.000
Open science0.0010.002
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.000

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 head0.051
GPT teacher head0.374
Teacher spread0.323 · 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 designTheoretical or conceptual
Domainnot available
GenreOther

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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