{"id":"https://openalex.org/W2104785403","doi":"https://doi.org/10.1504/ijbfmi.2008.020813","title":"An integrated stock market forecasting model using neural networks","display_name":"An integrated stock market forecasting model using neural networks","publication_year":2008,"publication_date":"2008-01-01","ids":{"openalex":"https://openalex.org/W2104785403","doi":"https://doi.org/10.1504/ijbfmi.2008.020813","mag":"2104785403"},"language":"en","primary_location":{"id":"doi:10.1504/ijbfmi.2008.020813","doi":"https://doi.org/10.1504/ijbfmi.2008.020813","is_oa":false,"landing_page_url":"https://doi.org/10.1504/ijbfmi.2008.020813","pdf_url":null,"source":{"id":"https://openalex.org/S4210194703","display_name":"International Journal of Business Forecasting and Marketing Intelligence","issn_l":"1744-6635","issn":["1744-6635","1744-6643"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","jufo-1","norway-1"],"host_organization":"https://openalex.org/P4310317825","host_organization_name":"Inderscience Publishers","host_organization_lineage":["https://openalex.org/P4310317825"],"host_organization_lineage_names":["Inderscience Publishers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Business Forecasting and Marketing Intelligence","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/A5070711605","display_name":"Gary R. Weckman","orcid":"https://orcid.org/0000-0002-2445-4934","observed_orcids":["https://orcid.org/0000-0002-2445-4934"]},"institutions":[{"id":"https://openalex.org/I4210106879","display_name":"Ohio University","ror":"https://ror.org/01jr3y717","country_code":"US","type":"education","lineage":["https://openalex.org/I4210106879"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Gary R. Weckman","raw_affiliation_strings":["Industrial and Systems Engineering, Ohio University, Stocker Center 280, Athens, Ohio 45701, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Industrial and Systems Engineering, Ohio University, Stocker Center 280, Athens, Ohio 45701, USA","institution_ids":["https://openalex.org/I4210106879"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5085284039","display_name":"Sriram Lakshminarayanan","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Sriram Lakshminarayanan","raw_affiliation_strings":["Mcube Investment Technologies, 5240 Tennyson Parkway, #102, Plano, Texas, 75024, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Mcube Investment Technologies, 5240 Tennyson Parkway, #102, Plano, Texas, 75024, USA","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5065979471","display_name":"Jon Marvel","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I176113532","display_name":"Gettysburg College","ror":"https://ror.org/045e26x92","country_code":"US","type":"education","lineage":["https://openalex.org/I176113532"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Jon H. Marvel","raw_affiliation_strings":["Department of Management, Gettysburg College, 300 North Washington Street, Box 395, Gettysburg, Pennsylvania, 17325, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Management, Gettysburg College, 300 North Washington Street, Box 395, Gettysburg, Pennsylvania, 17325, USA","institution_ids":["https://openalex.org/I176113532"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5112018173","display_name":"Andy P. Snow","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I4210106879","display_name":"Ohio University","ror":"https://ror.org/01jr3y717","country_code":"US","type":"education","lineage":["https://openalex.org/I4210106879"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Andy Snow","raw_affiliation_strings":["The J. Warren McClure School of Information and Telecommunication Systems, Ohio University, Lindley Hall 291, Athens, Ohio 45701, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The J. Warren McClure School of Information and Telecommunication Systems, Ohio University, Lindley Hall 291, Athens, Ohio 45701, USA","institution_ids":["https://openalex.org/I4210106879"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":4.3074,"has_fulltext":false,"cited_by_count":38,"citation_normalized_percentile":{"value":0.93464613,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":98},"biblio":{"volume":"1","issue":"1","first_page":"30","last_page":"30"},"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/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"}},{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.0,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/stock-market-forecasting","display_name":"stock market prediction","score":0.9980000257492065},{"id":"https://openalex.org/keywords/neural-network","display_name":"artificial neural networks","score":0.9440000057220459},{"id":"https://openalex.org/keywords/self-organizing-maps","display_name":"self-organizing maps","score":0.8809999823570251},{"id":"https://openalex.org/keywords/stock-market-indicators","display_name":"stock market indicators","score":0.9039999842643738},{"id":"https://openalex.org/keywords/market-momentum","display_name":"market momentum","score":0.6819999814033508},{"id":"https://openalex.org/keywords/market-volatility","display_name":"market volatility","score":0.9950000047683716},{"id":"https://openalex.org/keywords/market-trends","display_name":"market trends","score":0.6729999780654907},{"id":"https://openalex.org/keywords/turning-point-forecasting","display_name":"turning point forecasting","score":0.7139999866485596},{"id":"https://openalex.org/keywords/large-cap-stocks","display_name":"large-cap stocks","score":0.7979999780654907},{"id":"https://openalex.org/keywords/manufacturing-industry","display_name":"manufacturing industry","score":0.902999997138977}],"concepts":[{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6742691993713379},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.663334846496582},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5851312279701233},{"id":"https://openalex.org/C139945424","wikidata":"https://www.wikidata.org/wiki/Q1940696","display_name":"Mean squared error","level":2,"score":0.5387104749679565},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.45502832531929016},{"id":"https://openalex.org/C60718061","wikidata":"https://www.wikidata.org/wiki/Q1414747","display_name":"Momentum (technical analysis)","level":2,"score":0.44669318199157715},{"id":"https://openalex.org/C12725497","wikidata":"https://www.wikidata.org/wiki/Q810247","display_name":"Baseline (sea)","level":2,"score":0.4420824944972992},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.430547833442688},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3199145197868347},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3013783097267151},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2554699182510376},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.23381036520004272},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.17860135436058044},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.10959526896476746},{"id":"https://openalex.org/C111368507","wikidata":"https://www.wikidata.org/wiki/Q43518","display_name":"Oceanography","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1504/ijbfmi.2008.020813","doi":"https://doi.org/10.1504/ijbfmi.2008.020813","is_oa":false,"landing_page_url":"https://doi.org/10.1504/ijbfmi.2008.020813","pdf_url":null,"source":{"id":"https://openalex.org/S4210194703","display_name":"International Journal of Business Forecasting and Marketing Intelligence","issn_l":"1744-6635","issn":["1744-6635","1744-6643"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","jufo-1","norway-1"],"host_organization":"https://openalex.org/P4310317825","host_organization_name":"Inderscience Publishers","host_organization_lineage":["https://openalex.org/P4310317825"],"host_organization_lineage_names":["Inderscience Publishers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Business Forecasting and Marketing Intelligence","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:ids:ijbfmi:v:1:y:2008:i:1:p:30-49","doi":null,"is_oa":false,"landing_page_url":"http://www.inderscience.com/link.php?id=20813","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"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":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W1506693879","https://openalex.org/W1576891459","https://openalex.org/W1587239851","https://openalex.org/W1588537248","https://openalex.org/W1969378317","https://openalex.org/W1971217947","https://openalex.org/W1983220355","https://openalex.org/W1990467341","https://openalex.org/W1990517717","https://openalex.org/W1991848143","https://openalex.org/W2037529930","https://openalex.org/W2040870580","https://openalex.org/W2051220667","https://openalex.org/W2076733394","https://openalex.org/W2084876223","https://openalex.org/W2101927907","https://openalex.org/W2110485445","https://openalex.org/W2111556359","https://openalex.org/W2111860494","https://openalex.org/W2114386642","https://openalex.org/W2128084896","https://openalex.org/W2131329059","https://openalex.org/W2158663270","https://openalex.org/W2217047246","https://openalex.org/W2237052549","https://openalex.org/W2766736793"],"related_works":["https://openalex.org/W2139618930","https://openalex.org/W2371408627","https://openalex.org/W106886357","https://openalex.org/W4404229566","https://openalex.org/W2600049448","https://openalex.org/W2160724530","https://openalex.org/W2597786636","https://openalex.org/W4312989584","https://openalex.org/W4394910479","https://openalex.org/W2193700763"],"abstract_inverted_index":{"This":[0],"paper":[1],"focuses":[2],"on":[3,13,118],"the":[4,31,63,74,115,129],"development":[5],"of":[6,30,76,85],"a":[7,82],"stock":[8,78],"market":[9,79,90,92,94,97],"forecasting":[10],"model":[11,22,33,104],"based":[12],"artificial":[14],"neural":[15,20],"network":[16,21,69],"architecture.":[17,27],"A":[18,66],"baseline":[19,32],"was":[23,34,70],"developed":[24,71],"using":[25,37],"GFF":[26],"The":[28,103],"performance":[29,47],"evaluated":[35],"by":[36],"representative":[38],"large-cap":[39],"stocks":[40],"in":[41,114],"six":[42],"critical":[43],"industrial":[44],"sectors.":[45],"Key":[46],"measures,":[48],"which":[49],"included":[50],"correlation":[51],"coefficient":[52],"and":[53,59,99],"mean":[54],"square":[55],"error,":[56],"were":[57,125],"identified":[58],"used":[60],"to":[61,72,109,127],"compare":[62],"different":[64],"models.":[65],"self-organising":[67],"map":[68],"reduce":[73],"set":[75,84],"56":[77],"indicators":[80,87,124],"into":[81],"final":[83],"11":[86],"that":[88],"covered":[89],"momentum,":[91],"volatility,":[93],"trend,":[95],"broad":[96],"indictors":[98],"general":[100],"momentum":[101],"indicators.":[102],"still":[105],"required":[106],"additional":[107,123],"developments":[108],"better":[110],"forecast":[111,130],"turning":[112,133],"points":[113],"market.":[116],"Based":[117],"Elliot's":[119],"Wave":[120],"Theory,":[121],"two":[122],"introduced":[126],"improve":[128],"accuracy":[131],"for":[132],"points.":[134]},"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":5},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":6},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":6}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}