{"id":"https://openalex.org/W7005258148","doi":null,"title":"Predicting Prices of Tech Stocks using the Transformer","display_name":"Predicting Prices of Tech Stocks using the Transformer","publication_year":2024,"publication_date":"2024-01-01","ids":{"openalex":"https://openalex.org/W7005258148"},"language":"en","primary_location":{"id":"pmh:oai:lup-student-papers.lub.lu.se:9158003","doi":null,"is_oa":true,"landing_page_url":"http://lup.lub.lu.se/student-papers/record/9158003","pdf_url":"http://lup.lub.lu.se/student-papers/record/9158003/file/9158016.pdf","source":{"id":"https://openalex.org/S4306402420","display_name":"Lund University Publications Student Papers (Lund University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I187531555","host_organization_name":"Lund University","host_organization_lineage":["https://openalex.org/I187531555"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"M2"},"volume":null,"type":"dissertation","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://lup.lub.lu.se/student-papers/record/9158003/file/9158016.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Zitouni, Th\u00e9odore","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I187531555","display_name":"Lund University","ror":"https://ror.org/012a77v79","country_code":"SE","type":"education","lineage":["https://openalex.org/I187531555"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Zitouni, Th\u00e9odore","raw_affiliation_strings":["Department of Economics , Lund University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics , Lund University","institution_ids":["https://openalex.org/I187531555"]}]},{"author_position":"last","author":{"id":null,"display_name":"Grull, Sebastian","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I187531555","display_name":"Lund University","ror":"https://ror.org/012a77v79","country_code":"SE","type":"education","lineage":["https://openalex.org/I187531555"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Grull, Sebastian","raw_affiliation_strings":["Department of Economics , Lund University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics , Lund University","institution_ids":["https://openalex.org/I187531555"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I187531555"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":true,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12123","display_name":"Financial Analysis and Corporate Governance","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stock-price-prediction","display_name":"stock price prediction","score":0.9959999918937683},{"id":"https://openalex.org/keywords/transformer","display_name":"transformer models","score":0.5640000104904175},{"id":"https://openalex.org/keywords/technology-stocks","display_name":"technology stocks","score":0.7689999938011169},{"id":"https://openalex.org/keywords/efficient-market-hypothesis","display_name":"efficient market hypothesis","score":0.9980000257492065},{"id":"https://openalex.org/keywords/financial-time-series-forecasting","display_name":"financial time series forecasting","score":0.7210000157356262}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5453000068664551},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5108000040054321},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4975000023841858},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.486299991607666},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4586000144481659},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4514000117778778},{"id":"https://openalex.org/C66322947","wikidata":"https://www.wikidata.org/wiki/Q11658","display_name":"Transformer","level":3,"score":0.44940000772476196},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4049000144004822},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.35659998655319214},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3531000018119812},{"id":"https://openalex.org/C2778705799","wikidata":"https://www.wikidata.org/wiki/Q2823610","display_name":"Financial asset","level":2,"score":0.34700000286102295},{"id":"https://openalex.org/C64112148","wikidata":"https://www.wikidata.org/wiki/Q160151","display_name":"Market price","level":2,"score":0.32499998807907104},{"id":"https://openalex.org/C45804977","wikidata":"https://www.wikidata.org/wiki/Q7239673","display_name":"Predictive modelling","level":2,"score":0.321399986743927},{"id":"https://openalex.org/C139819358","wikidata":"https://www.wikidata.org/wiki/Q462748","display_name":"Asset allocation","level":3,"score":0.31459999084472656},{"id":"https://openalex.org/C29368100","wikidata":"https://www.wikidata.org/wiki/Q724931","display_name":"Efficient-market hypothesis","level":4,"score":0.3052999973297119},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.30070000886917114},{"id":"https://openalex.org/C191920346","wikidata":"https://www.wikidata.org/wiki/Q466410","display_name":"High tech","level":2,"score":0.29440000653266907},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.28850001096725464},{"id":"https://openalex.org/C2780021719","wikidata":"https://www.wikidata.org/wiki/Q282283","display_name":"Prediction market","level":2,"score":0.2840000092983246},{"id":"https://openalex.org/C163068380","wikidata":"https://www.wikidata.org/wiki/Q3409313","display_name":"Economic forecasting","level":2,"score":0.28029999136924744},{"id":"https://openalex.org/C191654821","wikidata":"https://www.wikidata.org/wiki/Q247506","display_name":"Financial instrument","level":2,"score":0.27459999918937683}],"mesh":[],"locations_count":1,"locations":[{"id":"pmh:oai:lup-student-papers.lub.lu.se:9158003","doi":null,"is_oa":true,"landing_page_url":"http://lup.lub.lu.se/student-papers/record/9158003","pdf_url":"http://lup.lub.lu.se/student-papers/record/9158003/file/9158016.pdf","source":{"id":"https://openalex.org/S4306402420","display_name":"Lund University Publications Student Papers (Lund University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I187531555","host_organization_name":"Lund University","host_organization_lineage":["https://openalex.org/I187531555"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"M2"}],"best_oa_location":{"id":"pmh:oai:lup-student-papers.lub.lu.se:9158003","doi":null,"is_oa":true,"landing_page_url":"http://lup.lub.lu.se/student-papers/record/9158003","pdf_url":"http://lup.lub.lu.se/student-papers/record/9158003/file/9158016.pdf","source":{"id":"https://openalex.org/S4306402420","display_name":"Lund University Publications Student Papers (Lund University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I187531555","host_organization_name":"Lund University","host_organization_lineage":["https://openalex.org/I187531555"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"M2"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W7005258148.pdf","grobid_xml":"https://content.openalex.org/works/W7005258148.grobid-xml"},"referenced_works_count":3,"referenced_works":["https://openalex.org/W2908510526","https://openalex.org/W2964121744","https://openalex.org/W3030163527"],"related_works":["https://openalex.org/W4386920908","https://openalex.org/W4408400915","https://openalex.org/W7171290065","https://openalex.org/W4412784254","https://openalex.org/W4405955347","https://openalex.org/W4393586417","https://openalex.org/W4407627920","https://openalex.org/W4415231113","https://openalex.org/W7216683994","https://openalex.org/W4396759526"],"abstract_inverted_index":{"Accurately":[0],"predicting":[1,44,102],"future":[2,45,103,114],"stock":[3],"prices":[4,86,115],"is":[5],"a":[6,22,54,65,120],"dream":[7],"for":[8,42,116,150],"many":[9],"investors.":[10],"The":[11,81],"inherent":[12],"uncertainty":[13],"and":[14,143],"complexity":[15],"of":[16,29,35,51,67,125,138],"financial":[17],"markets":[18],"makes":[19],"price":[20],"prediction":[21],"difficult":[23],"task.":[24,152],"However,":[25],"the":[26,33,49,52,71,77,98,107,136,139,145],"recent":[27,55],"advancements":[28],"neural":[30],"networks":[31],"in":[32],"field":[34],"machine":[36],"learning":[37],"have":[38,61],"introduced":[39],"new":[40],"possibilities":[41],"accurately":[43,101,112],"prices.":[46,104],"We":[47,105,129],"explore":[48],"application":[50],"Transformer,":[53,72],"model":[56],"which":[57],"has":[58],"proven":[59],"to":[60,75,95,110,131],"powerful":[62],"performance":[63],"on":[64,127,135],"number":[66],"tasks.":[68],"By":[69],"leveraging":[70],"we":[73],"seek":[74],"challenge":[76],"efficient":[78,140],"market":[79,99,141],"hypothesis.":[80],"hypothesis":[82,142],"states":[83],"that":[84],"asset":[85],"fully":[87],"reflect":[88],"all":[89],"available":[90],"information,":[91],"making":[92],"it":[93],"impossible":[94],"consistently":[96],"outperform":[97],"by":[100],"demonstrate":[106],"Transformers":[108],"ability":[109],"relatively":[111],"predict":[113],"five":[117],"stocks,":[118],"with":[119],"mean":[121],"absolute":[122],"percentage":[123],"error":[124],"3.18%":[126],"average.":[128],"contribute":[130],"an":[132],"ongoing":[133],"discussion":[134],"validity":[137],"how":[144],"Transformer":[146],"can":[147],"be":[148],"leveraged":[149],"this":[151]},"counts_by_year":[],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2025-10-10T00:00:00"}
