{"id":"https://openalex.org/W4406416654","doi":"https://doi.org/10.1109/ic3i61595.2024.10828598","title":"Evaluating Machine Learning Techniques for Stock Loss Forecasting: Hypothesis Testing and Model Selection","display_name":"Evaluating Machine Learning Techniques for Stock Loss Forecasting: Hypothesis Testing and Model Selection","publication_year":2024,"publication_date":"2024-09-18","ids":{"openalex":"https://openalex.org/W4406416654","doi":"https://doi.org/10.1109/ic3i61595.2024.10828598"},"language":"en","primary_location":{"id":"doi:10.1109/ic3i61595.2024.10828598","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ic3i61595.2024.10828598","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 7th International Conference on Contemporary Computing and Informatics (IC3I)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5115894371","display_name":"Devaansh Banga","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Devaansh Banga","raw_affiliation_strings":["Bangkok Patana School,Bangkok,Thailand"],"affiliations":[{"raw_affiliation_string":"Bangkok Patana School,Bangkok,Thailand","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5003559800","display_name":"Aditya Kumar","orcid":"https://orcid.org/0000-0001-9580-8245"},"institutions":[{"id":"https://openalex.org/I119939252","display_name":"Indraprastha Institute of Information Technology Delhi","ror":"https://ror.org/03vfp4g33","country_code":"IN","type":"education","lineage":["https://openalex.org/I119939252"]},{"id":"https://openalex.org/I26072440","display_name":"Indian Institute of Information Technology Allahabad","ror":"https://ror.org/03rgjt374","country_code":"IN","type":"education","lineage":["https://openalex.org/I26072440"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Aditya Kumar","raw_affiliation_strings":["Indian Institute of Information Technology (IIIT),Department of Computer Science and Engineering,Sonepat,Haryana,India"],"affiliations":[{"raw_affiliation_string":"Indian Institute of Information Technology (IIIT),Department of Computer Science and Engineering,Sonepat,Haryana,India","institution_ids":["https://openalex.org/I26072440","https://openalex.org/I119939252"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5113775098","display_name":"Sourabh Jain","orcid":"https://orcid.org/0000-0003-1921-6066"},"institutions":[{"id":"https://openalex.org/I119939252","display_name":"Indraprastha Institute of Information Technology Delhi","ror":"https://ror.org/03vfp4g33","country_code":"IN","type":"education","lineage":["https://openalex.org/I119939252"]},{"id":"https://openalex.org/I26072440","display_name":"Indian Institute of Information Technology Allahabad","ror":"https://ror.org/03rgjt374","country_code":"IN","type":"education","lineage":["https://openalex.org/I26072440"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Sourabh Jain","raw_affiliation_strings":["Indian Institute of Information Technology (IIIT),Department of Computer Science and Engineering,Sonepat,Haryana,India"],"affiliations":[{"raw_affiliation_string":"Indian Institute of Information Technology (IIIT),Department of Computer Science and Engineering,Sonepat,Haryana,India","institution_ids":["https://openalex.org/I26072440","https://openalex.org/I119939252"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5115894371"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.31996003,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"742","last_page":"747"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9997000098228455,"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":0.9997000098228455,"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.9916999936103821,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9905999898910522,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.694029688835144},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.612551212310791},{"id":"https://openalex.org/keywords/model-selection","display_name":"Model selection","score":0.5483137965202332},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.5328163504600525},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.5114073157310486},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.47716253995895386},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.1604716181755066}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.694029688835144},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.612551212310791},{"id":"https://openalex.org/C93959086","wikidata":"https://www.wikidata.org/wiki/Q6888345","display_name":"Model selection","level":2,"score":0.5483137965202332},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.5328163504600525},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.5114073157310486},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.47716253995895386},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.1604716181755066},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/ic3i61595.2024.10828598","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ic3i61595.2024.10828598","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 7th International Conference on Contemporary Computing and Informatics (IC3I)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W1546961578","https://openalex.org/W1964357740","https://openalex.org/W1983865151","https://openalex.org/W1988350374","https://openalex.org/W2052684427","https://openalex.org/W2295598076","https://openalex.org/W2600746833","https://openalex.org/W2945578458","https://openalex.org/W2963179579","https://openalex.org/W2964347220","https://openalex.org/W3006914768","https://openalex.org/W3125564657","https://openalex.org/W3141915067","https://openalex.org/W3190261797","https://openalex.org/W4210259535","https://openalex.org/W4213251304","https://openalex.org/W4244230525","https://openalex.org/W4288108708","https://openalex.org/W4385363975","https://openalex.org/W4389249204","https://openalex.org/W4403863568","https://openalex.org/W6752191696","https://openalex.org/W6767707592"],"related_works":["https://openalex.org/W2961085424","https://openalex.org/W4306674287","https://openalex.org/W4387369504","https://openalex.org/W3046775127","https://openalex.org/W4394896187","https://openalex.org/W3170094116","https://openalex.org/W4386462264","https://openalex.org/W3107602296","https://openalex.org/W4364306694","https://openalex.org/W4312192474"],"abstract_inverted_index":{"Comparative":[0],"Study":[1],"is":[2,28,48,130],"a":[3,26,45,111,123,138],"technique":[4],"that":[5],"provides":[6],"deep":[7],"insights":[8],"into":[9],"the":[10,20,36,52,55,59,87,90,133],"context":[11],"via":[12],"provisioning":[13],"various":[14],"methodologies":[15],"and":[16,57,70,81,116],"optimizing":[17],"to":[18,50,85,120],"get":[19],"final":[21],"conclusion.":[22],"In":[23,42],"this":[24,43,104],"paper,":[25,44],"hypothesis":[27],"proposed":[29,131],"\u201cDifferent":[30],"firms,":[31,101],"at":[32,122],"different":[33,97,100],"locations":[34],"influence":[35],"stock":[37],"prices":[38],"of":[39,54,89,107,114,141],"one":[40],"another\u201d.":[41],"comparative":[46],"analysis":[47],"performed":[49],"ensure":[51],"reliability":[53],"model":[56],"prove":[58],"hypothesis.":[60],"Various":[61],"classical":[62],"machine":[63],"learning":[64],"models":[65,98],"like":[66],"Linear":[67],"Regression,":[68,72],"Lasso":[69],"Ridge":[71],"Support":[73],"Vector":[74],"machines":[75],"(SVMs),":[76],"Decision":[77],"Trees,":[78],"Random":[79],"Forests":[80],"XGBoost":[82],"are":[83],"used":[84],"interpret":[86],"agenda":[88],"paper":[91,105],"uniquely.":[92],"Prior":[93],"studies":[94],"include":[95],"proposing":[96],"for":[99],"but":[102],"in":[103,118,132],"instead":[106],"relying":[108],"on":[109],"intuition,":[110],"scientific":[112],"method":[113],"testing":[115],"documentation":[117],"order":[119],"arrive":[121],"relationship":[124,129],"between":[125],"independent":[126],"features.":[127],"The":[128],"results":[134],"section,":[135],"along":[136],"with":[137],"prediction":[139],"accuracy":[140],"$\\mathbf{9":[142],"9.":[143],"9":[144],"8":[145],"7":[146],"\\%}$.":[147]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
