{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2019:2627S4UHBZXHTXQ4GNIZFMPPM7","short_pith_number":"pith:2627S4UH","schema_version":"1.0","canonical_sha256":"d7b5f972870e6e79de1c335192b1ef67c124b2e1dbd244c6aa00f94921f56970","source":{"kind":"arxiv","id":"1908.08168","version":1},"attestation_state":"computed","paper":{"title":"Intra-day Equity Price Prediction using Deep Learning as a Measure of Market Efficiency","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.LG"],"primary_cat":"q-fin.TR","authors_text":"David Byrd, Tucker Hybinette Balch","submitted_at":"2019-08-22T02:06:27Z","abstract_excerpt":"In finance, the weak form of the Efficient Market Hypothesis asserts that historic stock price and volume data cannot inform predictions of future prices. In this paper we show that, to the contrary, future intra-day stock prices could be predicted effectively until 2009. We demonstrate this using two different profitable machine learning-based trading strategies. However, the effectiveness of both approaches diminish over time, and neither of them are profitable after 2009. We present our implementation and results in detail for the period 2003-2017 and propose a novel idea: the use of such f"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1908.08168","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.TR","submitted_at":"2019-08-22T02:06:27Z","cross_cats_sorted":["cs.LG"],"title_canon_sha256":"5058ec05046b848210e2db7b05b6605b8bc249275847e194b7390617398ce9b1","abstract_canon_sha256":"17c1252716b3acdb5b436537613b7b9655831928e4b0a1e57d3b97ea7bf4f263"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-04T23:59:10.203390Z","signature_b64":"KlUo/vLbJXsEIPPVuzmOT/HuYTPyR8ebeBMw70pgVJM1MA1WHSIbyM0Ung2sPxl+bBOgxy2aKlii2y50vvQFBQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"d7b5f972870e6e79de1c335192b1ef67c124b2e1dbd244c6aa00f94921f56970","last_reissued_at":"2026-07-04T23:59:10.202954Z","signature_status":"signed_v1","first_computed_at":"2026-07-04T23:59:10.202954Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Intra-day Equity Price Prediction using Deep Learning as a Measure of Market Efficiency","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.LG"],"primary_cat":"q-fin.TR","authors_text":"David Byrd, Tucker Hybinette Balch","submitted_at":"2019-08-22T02:06:27Z","abstract_excerpt":"In finance, the weak form of the Efficient Market Hypothesis asserts that historic stock price and volume data cannot inform predictions of future prices. In this paper we show that, to the contrary, future intra-day stock prices could be predicted effectively until 2009. We demonstrate this using two different profitable machine learning-based trading strategies. However, the effectiveness of both approaches diminish over time, and neither of them are profitable after 2009. We present our implementation and results in detail for the period 2003-2017 and propose a novel idea: the use of such f"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1908.08168","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/1908.08168/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"aliases":[{"alias_kind":"arxiv","alias_value":"1908.08168","created_at":"2026-07-04T23:59:10.203010+00:00"},{"alias_kind":"arxiv_version","alias_value":"1908.08168v1","created_at":"2026-07-04T23:59:10.203010+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1908.08168","created_at":"2026-07-04T23:59:10.203010+00:00"},{"alias_kind":"pith_short_12","alias_value":"2627S4UHBZXH","created_at":"2026-07-04T23:59:10.203010+00:00"},{"alias_kind":"pith_short_16","alias_value":"2627S4UHBZXHTXQ4","created_at":"2026-07-04T23:59:10.203010+00:00"},{"alias_kind":"pith_short_8","alias_value":"2627S4UH","created_at":"2026-07-04T23:59:10.203010+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/2627S4UHBZXHTXQ4GNIZFMPPM7","json":"https://pith.science/pith/2627S4UHBZXHTXQ4GNIZFMPPM7.json","graph_json":"https://pith.science/api/pith-number/2627S4UHBZXHTXQ4GNIZFMPPM7/graph.json","events_json":"https://pith.science/api/pith-number/2627S4UHBZXHTXQ4GNIZFMPPM7/events.json","paper":"https://pith.science/paper/2627S4UH"},"agent_actions":{"view_html":"https://pith.science/pith/2627S4UHBZXHTXQ4GNIZFMPPM7","download_json":"https://pith.science/pith/2627S4UHBZXHTXQ4GNIZFMPPM7.json","view_paper":"https://pith.science/paper/2627S4UH","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1908.08168&json=true","fetch_graph":"https://pith.science/api/pith-number/2627S4UHBZXHTXQ4GNIZFMPPM7/graph.json","fetch_events":"https://pith.science/api/pith-number/2627S4UHBZXHTXQ4GNIZFMPPM7/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/2627S4UHBZXHTXQ4GNIZFMPPM7/action/timestamp_anchor","attest_storage":"https://pith.science/pith/2627S4UHBZXHTXQ4GNIZFMPPM7/action/storage_attestation","attest_author":"https://pith.science/pith/2627S4UHBZXHTXQ4GNIZFMPPM7/action/author_attestation","sign_citation":"https://pith.science/pith/2627S4UHBZXHTXQ4GNIZFMPPM7/action/citation_signature","submit_replication":"https://pith.science/pith/2627S4UHBZXHTXQ4GNIZFMPPM7/action/replication_record"}},"created_at":"2026-07-04T23:59:10.203010+00:00","updated_at":"2026-07-04T23:59:10.203010+00:00"}