{"id":"https://openalex.org/W2120512945","doi":"https://doi.org/10.1016/j.eswa.2011.04.216","title":"Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition","display_name":"Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition","publication_year":2011,"publication_date":"2011-05-01","ids":{"openalex":"https://openalex.org/W2120512945","doi":"https://doi.org/10.1016/j.eswa.2011.04.216","mag":"2120512945"},"language":"en","primary_location":{"id":"doi:10.1016/j.eswa.2011.04.216","doi":"https://doi.org/10.1016/j.eswa.2011.04.216","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.eswa.2011.04.216","pdf_url":null,"source":{"id":"https://openalex.org/S13144211","display_name":"Expert Systems with Applications","issn_l":"0957-4174","issn":["0957-4174","1873-6793"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","ccf-c","cwts-core","dongbi-c","doyens","fnege-3","jufo-2","ki-jl-2","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Expert Systems with Applications","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/A5049073162","display_name":"Ant\u00f3nio M. S. B. S. Gorgulho","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I4210120471","display_name":"Instituto de Telecomunica\u00e7\u00f5es","ror":"https://ror.org/02ht4fk33","country_code":"PT","type":"nonprofit","lineage":["https://openalex.org/I4210120471"]},{"id":"https://openalex.org/I4387152517","display_name":"Instituto Superior T\u00e9cnico","ror":"https://ror.org/03db2by73","country_code":"PT","type":"education","lineage":["https://openalex.org/I141596103","https://openalex.org/I4387152517"]}],"countries":["PT"],"is_corresponding":false,"raw_author_name":"Ant\u00f3nio Gorgulho","raw_affiliation_strings":["Instituto de Telecomunica\u00e7\u00f5es, Instituto Superior T\u00e9cnico, Torre Norte, AV. Rovisco Pais, 1, 1049-001 Lisboa, Portugal"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Instituto de Telecomunica\u00e7\u00f5es, Instituto Superior T\u00e9cnico, Torre Norte, AV. Rovisco Pais, 1, 1049-001 Lisboa, Portugal","institution_ids":["https://openalex.org/I4210120471","https://openalex.org/I4387152517"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5053601068","display_name":"Rui Ferreira Neves","orcid":"https://orcid.org/0000-0001-5482-9883","observed_orcids":["https://orcid.org/0000-0001-5482-9883"]},"institutions":[{"id":"https://openalex.org/I4210120471","display_name":"Instituto de Telecomunica\u00e7\u00f5es","ror":"https://ror.org/02ht4fk33","country_code":"PT","type":"nonprofit","lineage":["https://openalex.org/I4210120471"]},{"id":"https://openalex.org/I4387152517","display_name":"Instituto Superior T\u00e9cnico","ror":"https://ror.org/03db2by73","country_code":"PT","type":"education","lineage":["https://openalex.org/I141596103","https://openalex.org/I4387152517"]}],"countries":["PT"],"is_corresponding":false,"raw_author_name":"Rui Neves","raw_affiliation_strings":["Instituto de Telecomunica\u00e7\u00f5es, Instituto Superior T\u00e9cnico, Torre Norte, AV. Rovisco Pais, 1, 1049-001 Lisboa, Portugal"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Instituto de Telecomunica\u00e7\u00f5es, Instituto Superior T\u00e9cnico, Torre Norte, AV. Rovisco Pais, 1, 1049-001 Lisboa, Portugal","institution_ids":["https://openalex.org/I4210120471","https://openalex.org/I4387152517"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5056512471","display_name":"Nuno Cavaco Gomes Horta","orcid":"https://orcid.org/0000-0002-1687-1447","observed_orcids":["https://orcid.org/0000-0002-1687-1447"]},"institutions":[{"id":"https://openalex.org/I4210120471","display_name":"Instituto de Telecomunica\u00e7\u00f5es","ror":"https://ror.org/02ht4fk33","country_code":"PT","type":"nonprofit","lineage":["https://openalex.org/I4210120471"]},{"id":"https://openalex.org/I4387152517","display_name":"Instituto Superior T\u00e9cnico","ror":"https://ror.org/03db2by73","country_code":"PT","type":"education","lineage":["https://openalex.org/I141596103","https://openalex.org/I4387152517"]}],"countries":["PT"],"is_corresponding":true,"raw_author_name":"Nuno Horta","raw_affiliation_strings":["Instituto de Telecomunica\u00e7\u00f5es, Instituto Superior T\u00e9cnico, Torre Norte, AV. Rovisco Pais, 1, 1049-001 Lisboa, Portugal"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Instituto de Telecomunica\u00e7\u00f5es, Instituto Superior T\u00e9cnico, Torre Norte, AV. Rovisco Pais, 1, 1049-001 Lisboa, Portugal","institution_ids":["https://openalex.org/I4210120471","https://openalex.org/I4387152517"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5056512471"],"corresponding_institution_ids":["https://openalex.org/I4210120471","https://openalex.org/I4387152517"],"apc_list":{"value":3500,"currency":"USD","value_usd":3500},"apc_paid":null,"fwci":10.3916,"has_fulltext":false,"cited_by_count":95,"citation_normalized_percentile":{"value":0.98246896,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":93,"max":99},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9818999767303467,"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":0.9818999767303467,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.006599999964237213,"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":0.00430000014603138,"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/genetic-algorithm","display_name":"genetic algorithm","score":0.8769999742507935},{"id":"https://openalex.org/keywords/technical-indicators","display_name":"technical indicators","score":0.8949999809265137},{"id":"https://openalex.org/keywords/stock-selection","display_name":"stock selection","score":0.7789999842643738},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"portfolio optimization","score":0.9449999928474426},{"id":"https://openalex.org/keywords/portfolio-management","display_name":"portfolio management","score":0.6150000095367432},{"id":"https://openalex.org/keywords/trading-strategies","display_name":"trading strategies","score":0.5199999809265137},{"id":"https://openalex.org/keywords/ema","display_name":"EMA","score":0.6269999742507935},{"id":"https://openalex.org/keywords/macd","display_name":"MACD","score":0.8180000185966492},{"id":"https://openalex.org/keywords/rsi","display_name":"RSI","score":0.9739999771118164},{"id":"https://openalex.org/keywords/financial-market-crashes","display_name":"financial crashes","score":0.4350000023841858},{"id":"https://openalex.org/keywords/buy-and-hold-comparison","display_name":"buy-and-hold comparison","score":0.6909999847412109}],"concepts":[{"id":"https://openalex.org/C117245426","wikidata":"https://www.wikidata.org/wiki/Q235038","display_name":"Technical analysis","level":2,"score":0.7806218266487122},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6596162915229797},{"id":"https://openalex.org/C183469790","wikidata":"https://www.wikidata.org/wiki/Q333501","display_name":"Crash","level":2,"score":0.6589249968528748},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.5371829271316528},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5027816295623779},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5020508766174316},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.43479007482528687},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.421543687582016},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.4108359217643738},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.34167948365211487},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.26603463292121887},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.16620132327079773},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.11307638883590698},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"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/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"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/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/j.eswa.2011.04.216","doi":"https://doi.org/10.1016/j.eswa.2011.04.216","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.eswa.2011.04.216","pdf_url":null,"source":{"id":"https://openalex.org/S13144211","display_name":"Expert Systems with Applications","issn_l":"0957-4174","issn":["0957-4174","1873-6793"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","ccf-c","cwts-core","dongbi-c","doyens","fnege-3","jufo-2","ki-jl-2","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Expert Systems with Applications","raw_type":"journal-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":24,"referenced_works":["https://openalex.org/W1508947067","https://openalex.org/W1516760870","https://openalex.org/W1519483797","https://openalex.org/W1555253545","https://openalex.org/W1561265424","https://openalex.org/W1898724844","https://openalex.org/W1979965621","https://openalex.org/W1987860980","https://openalex.org/W2017059355","https://openalex.org/W2027897515","https://openalex.org/W2051910815","https://openalex.org/W2066861030","https://openalex.org/W2072827245","https://openalex.org/W2085741690","https://openalex.org/W2107238783","https://openalex.org/W2107845038","https://openalex.org/W2134658143","https://openalex.org/W2138490239","https://openalex.org/W2151237529","https://openalex.org/W2159134133","https://openalex.org/W2162397932","https://openalex.org/W2487948613","https://openalex.org/W4236670843","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W2466913339","https://openalex.org/W1999356166","https://openalex.org/W1983541554","https://openalex.org/W1487660788","https://openalex.org/W2075941469","https://openalex.org/W6963854808","https://openalex.org/W2059677086","https://openalex.org/W2165881671","https://openalex.org/W1506566150","https://openalex.org/W7096659408"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":8},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":6},{"year":2020,"cited_by_count":8},{"year":2019,"cited_by_count":8},{"year":2018,"cited_by_count":7},{"year":2017,"cited_by_count":6},{"year":2016,"cited_by_count":12},{"year":2015,"cited_by_count":6},{"year":2014,"cited_by_count":11},{"year":2013,"cited_by_count":8},{"year":2012,"cited_by_count":4}],"updated_date":"2026-10-30T12:39:25.321706","created_date":"2016-06-24T00:00:00"}