{"id":"https://openalex.org/W2059635591","doi":"https://doi.org/10.1002/isaf.252","title":"Artificial neural networks with feature transformation based on domain knowledge for the prediction of stock index futures","display_name":"Artificial neural networks with feature transformation based on domain knowledge for the prediction of stock index futures","publication_year":2004,"publication_date":"2004-07-01","ids":{"openalex":"https://openalex.org/W2059635591","doi":"https://doi.org/10.1002/isaf.252","mag":"2059635591"},"language":"en","primary_location":{"id":"doi:10.1002/isaf.252","doi":"https://doi.org/10.1002/isaf.252","is_oa":false,"landing_page_url":"https://doi.org/10.1002/isaf.252","pdf_url":null,"source":{"id":"https://openalex.org/S4394735491","display_name":"Intelligent systems in accounting, finance and management/Intelligent systems in accounting, finance & management","issn_l":"1055-615X","issn":["1055-615X","1099-1174","1550-1949","2160-0074"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Intelligent Systems in Accounting, Finance and Management","raw_type":"journal-article"},"volume":null,"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/A5111778767","display_name":"Kyoung\u2010Jae Kim","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I205490536","display_name":"Dongguk University","ror":"https://ror.org/057q6n778","country_code":"KR","type":"education","lineage":["https://openalex.org/I205490536"]}],"countries":["KR"],"is_corresponding":true,"raw_author_name":"Kyoung\u2010Jae Kim","raw_affiliation_strings":["Department of Information Systems, Dongguk University, Seoul, Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Information Systems, Dongguk University, Seoul, Korea","institution_ids":["https://openalex.org/I205490536"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5111778767"],"corresponding_institution_ids":["https://openalex.org/I205490536"],"apc_list":{"value":2900,"currency":"USD","value_usd":2900},"apc_paid":null,"fwci":4.7273,"has_fulltext":false,"cited_by_count":36,"citation_normalized_percentile":{"value":0.94178657,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"12","issue":"3","first_page":"167","last_page":"176"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"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/T10320","display_name":"Neural Networks and Applications","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.0,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/feature-transformation","display_name":"feature transformation","score":0.8489999771118164},{"id":"https://openalex.org/keywords/domain-knowledge","display_name":"domain knowledge","score":0.9929999709129333},{"id":"https://openalex.org/keywords/neural-network","display_name":"artificial neural networks","score":0.9869999885559082},{"id":"https://openalex.org/keywords/stock-index-futures","display_name":"stock index futures","score":0.9789999723434448},{"id":"https://openalex.org/keywords/price-forecasting","display_name":"price forecasting","score":0.6140000224113464},{"id":"https://openalex.org/keywords/data-discretization","display_name":"data discretization","score":0.6169999837875366},{"id":"https://openalex.org/keywords/dimensionality-reduction","display_name":"dimensionality reduction","score":0.8610000014305115},{"id":"https://openalex.org/keywords/rule-extraction","display_name":"rule extraction","score":0.8220000267028809},{"id":"https://openalex.org/keywords/financial-forecasting","display_name":"financial forecasting","score":0.4000000059604645}],"concepts":[{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6977169513702393},{"id":"https://openalex.org/C27158222","wikidata":"https://www.wikidata.org/wiki/Q5532422","display_name":"Generalizability theory","level":2,"score":0.685762882232666},{"id":"https://openalex.org/C204241405","wikidata":"https://www.wikidata.org/wiki/Q461499","display_name":"Transformation (genetics)","level":3,"score":0.6685633659362793},{"id":"https://openalex.org/C2993390347","wikidata":"https://www.wikidata.org/wiki/Q905615","display_name":"Stock index futures","level":5,"score":0.6568068265914917},{"id":"https://openalex.org/C111030470","wikidata":"https://www.wikidata.org/wiki/Q1430460","display_name":"Curse of dimensionality","level":2,"score":0.6534233093261719},{"id":"https://openalex.org/C207685749","wikidata":"https://www.wikidata.org/wiki/Q2088941","display_name":"Domain knowledge","level":2,"score":0.6187363266944885},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6121000051498413},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.610640287399292},{"id":"https://openalex.org/C2776401178","wikidata":"https://www.wikidata.org/wiki/Q12050496","display_name":"Feature (linguistics)","level":2,"score":0.5171860456466675},{"id":"https://openalex.org/C36503486","wikidata":"https://www.wikidata.org/wiki/Q11235244","display_name":"Domain (mathematical analysis)","level":2,"score":0.5036610960960388},{"id":"https://openalex.org/C153180895","wikidata":"https://www.wikidata.org/wiki/Q7148389","display_name":"Pattern recognition (psychology)","level":2,"score":0.4815009832382202},{"id":"https://openalex.org/C83665646","wikidata":"https://www.wikidata.org/wiki/Q42139305","display_name":"Feature vector","level":2,"score":0.4171639084815979},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.3866594135761261},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3553085923194885},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.2557838261127472},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.23220282793045044},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.11360877752304077},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.06933608651161194},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1002/isaf.252","doi":"https://doi.org/10.1002/isaf.252","is_oa":false,"landing_page_url":"https://doi.org/10.1002/isaf.252","pdf_url":null,"source":{"id":"https://openalex.org/S4394735491","display_name":"Intelligent systems in accounting, finance and management/Intelligent systems in accounting, finance & management","issn_l":"1055-615X","issn":["1055-615X","1099-1174","1550-1949","2160-0074"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Intelligent Systems in Accounting, Finance and Management","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321213","display_name":"Dongguk University","ror":"https://ror.org/057q6n778"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":39,"referenced_works":["https://openalex.org/W54710819","https://openalex.org/W620519827","https://openalex.org/W1527532036","https://openalex.org/W1552065463","https://openalex.org/W1572704444","https://openalex.org/W1585743408","https://openalex.org/W1589922412","https://openalex.org/W1597587295","https://openalex.org/W1603892926","https://openalex.org/W1604884935","https://openalex.org/W1678889691","https://openalex.org/W1898724844","https://openalex.org/W1965806369","https://openalex.org/W1983220355","https://openalex.org/W1983925612","https://openalex.org/W2000343647","https://openalex.org/W2003408954","https://openalex.org/W2004692999","https://openalex.org/W2005598952","https://openalex.org/W2005877787","https://openalex.org/W2040884411","https://openalex.org/W2043136032","https://openalex.org/W2054131426","https://openalex.org/W2085751038","https://openalex.org/W2097847779","https://openalex.org/W2113050263","https://openalex.org/W2113298003","https://openalex.org/W2116596042","https://openalex.org/W2119777970","https://openalex.org/W2133462743","https://openalex.org/W2139839468","https://openalex.org/W2154435259","https://openalex.org/W2156992623","https://openalex.org/W3148477052","https://openalex.org/W3175351177","https://openalex.org/W4229521920","https://openalex.org/W4241079471","https://openalex.org/W4245350946","https://openalex.org/W4300107617"],"related_works":["https://openalex.org/W7098131562","https://openalex.org/W2038844583","https://openalex.org/W2080265874","https://openalex.org/W2883692332","https://openalex.org/W2280864699","https://openalex.org/W2108229473","https://openalex.org/W2020537816","https://openalex.org/W4320016102","https://openalex.org/W4311484994","https://openalex.org/W6903870657"],"abstract_inverted_index":{"Abstract":[0],"A":[1],"feature":[2,19,65,114],"transformation":[3,20,105,115,123],"method":[4,17,112],"based":[5,21,116],"on":[6,22,117],"domain":[7,23,118],"knowledge":[8,24,35,119],"for":[9],"arti\ufb01cial":[10],"neural":[11],"networks":[12],"(ANNs)":[13],"is":[14],"proposed.":[15],"The":[16,86,107],"of":[18,36,63,83,89,102,113,126],"converts":[25],"continuous":[26],"values":[27,30],"into":[28],"discrete":[29],"in":[31,38,75,124],"accordance":[32],"with":[33,99],"the":[34,48,52,55,61,64,71,76,81,84,90,100,103,111,121],"experts":[37],"speci\ufb01c":[39],"application":[40],"domains.":[41],"This":[42],"approach":[43,92],"effectively":[44],"\ufb01lters":[45],"data,":[46],"trains":[47],"classi\ufb01er,":[49],"and":[50,73,96],"extracts":[51],"rules":[53],"from":[54],"classi\ufb01er.":[56,85],"In":[57],"addition,":[58],"it":[59],"reduces":[60],"dimensionality":[62],"space,":[66],"which":[67],"not":[68],"only":[69],"decreases":[70],"cost":[72],"time":[74],"operation":[77],"but":[78],"also":[79],"enhances":[80],"generalizability":[82],"experimental":[87],"results":[88,101,108],"proposed":[91],"will":[93],"be":[94],"compared":[95],"tested":[97],"statistically":[98],"linear":[104,122],"method.":[106],"show":[109],"that":[110],"outperforms":[120],"modelling":[125],"ANNs.":[127],"Copyright":[128],"\u00a9":[129],"2004":[130],"John":[131],"Wiley":[132],"&":[133],"Sons,":[134],"Ltd.":[135]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":6},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":3},{"year":2012,"cited_by_count":2}],"updated_date":"2026-10-31T12:09:11.096373","created_date":"2016-06-24T00:00:00"}
