{"id":"https://openalex.org/W3004396576","doi":"https://doi.org/10.1057/s41272-020-00229-3","title":"Prediction accuracy improvement for Bitcoin market prices based on symmetric volatility information using artificial neural network approach","display_name":"Prediction accuracy improvement for Bitcoin market prices based on symmetric volatility information using artificial neural network approach","publication_year":2020,"publication_date":"2020-01-27","ids":{"openalex":"https://openalex.org/W3004396576","doi":"https://doi.org/10.1057/s41272-020-00229-3","mag":"3004396576"},"language":"en","primary_location":{"id":"doi:10.1057/s41272-020-00229-3","doi":"https://doi.org/10.1057/s41272-020-00229-3","is_oa":false,"landing_page_url":"https://doi.org/10.1057/s41272-020-00229-3","pdf_url":null,"source":{"id":"https://openalex.org/S58438227","display_name":"Journal of Revenue and Pricing Management","issn_l":"1476-6930","issn":["1476-6930","1477-657X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","fnege-4","jufo-1","norway-1","poland-40","russia-white-list-3","vabb-shw"],"host_organization":"https://openalex.org/P4310319702","host_organization_name":"Palgrave Macmillan","host_organization_lineage":["https://openalex.org/P4310319702","https://openalex.org/P4310319964"],"host_organization_lineage_names":["Palgrave Macmillan","Macmillan Publishers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Revenue and Pricing Management","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://irep.iium.edu.my/82700/1/82700_Correction%20to%20Prediction%20accuracy%20improvement%20for%20Bitcoin%20market%20prices%20based%20on%20symmetric%20volatility_ft.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5077897174","display_name":"Anwar Hasan Abdullah Othman","orcid":"https://orcid.org/0000-0001-5759-8216","observed_orcids":["https://orcid.org/0000-0001-5759-8216"]},"institutions":[{"id":"https://openalex.org/I4164984","display_name":"International Islamic University Malaysia","ror":"https://ror.org/03s9hs139","country_code":"MY","type":"education","lineage":["https://openalex.org/I4164984"]}],"countries":["MY"],"is_corresponding":true,"raw_author_name":"Anwar Hasan Abdullah Othman","raw_affiliation_strings":["IIUM Institute of Islamic Banking and Finance (IIiBF), International Islamic University Malaysia, P.O. Box 10, 50728, Kuala Lumpur, Malaysia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IIUM Institute of Islamic Banking and Finance (IIiBF), International Islamic University Malaysia, P.O. Box 10, 50728, Kuala Lumpur, Malaysia","institution_ids":["https://openalex.org/I4164984"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5012280339","display_name":"Salina Kassim","orcid":"https://orcid.org/0000-0002-7514-8750","observed_orcids":["https://orcid.org/0000-0002-7514-8750"]},"institutions":[{"id":"https://openalex.org/I4164984","display_name":"International Islamic University Malaysia","ror":"https://ror.org/03s9hs139","country_code":"MY","type":"education","lineage":["https://openalex.org/I4164984"]}],"countries":["MY"],"is_corresponding":false,"raw_author_name":"Salina Kassim","raw_affiliation_strings":["IIUM Institute of Islamic Banking and Finance (IIiBF), International Islamic University Malaysia, P.O. Box 10, 50728, Kuala Lumpur, Malaysia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IIUM Institute of Islamic Banking and Finance (IIiBF), International Islamic University Malaysia, P.O. Box 10, 50728, Kuala Lumpur, Malaysia","institution_ids":["https://openalex.org/I4164984"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5014648959","display_name":"Romzie Rosman","orcid":"https://orcid.org/0000-0003-2066-5897","observed_orcids":["https://orcid.org/0000-0003-2066-5897"]},"institutions":[{"id":"https://openalex.org/I4164984","display_name":"International Islamic University Malaysia","ror":"https://ror.org/03s9hs139","country_code":"MY","type":"education","lineage":["https://openalex.org/I4164984"]}],"countries":["MY"],"is_corresponding":false,"raw_author_name":"Romzie Bin Rosman","raw_affiliation_strings":["IIUM Institute of Islamic Banking and Finance (IIiBF), International Islamic University Malaysia, P.O. Box 10, 50728, Kuala Lumpur, Malaysia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IIUM Institute of Islamic Banking and Finance (IIiBF), International Islamic University Malaysia, P.O. Box 10, 50728, Kuala Lumpur, Malaysia","institution_ids":["https://openalex.org/I4164984"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5081196700","display_name":"Nur Harena Redzuan","orcid":"https://orcid.org/0000-0002-2692-5672","observed_orcids":["https://orcid.org/0000-0002-2692-5672"]},"institutions":[{"id":"https://openalex.org/I4164984","display_name":"International Islamic University Malaysia","ror":"https://ror.org/03s9hs139","country_code":"MY","type":"education","lineage":["https://openalex.org/I4164984"]}],"countries":["MY"],"is_corresponding":false,"raw_author_name":"Nur Harena Binti Redzuan","raw_affiliation_strings":["IIUM Institute of Islamic Banking and Finance (IIiBF), International Islamic University Malaysia, P.O. Box 10, 50728, Kuala Lumpur, Malaysia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IIUM Institute of Islamic Banking and Finance (IIiBF), International Islamic University Malaysia, P.O. Box 10, 50728, Kuala Lumpur, Malaysia","institution_ids":["https://openalex.org/I4164984"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5077897174"],"corresponding_institution_ids":["https://openalex.org/I4164984"],"apc_list":{"value":2750,"currency":"USD","value_usd":2750},"apc_paid":null,"fwci":2.8629,"has_fulltext":true,"cited_by_count":30,"citation_normalized_percentile":{"value":0.90963328,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":93,"max":99},"biblio":{"volume":"19","issue":"5","first_page":"314","last_page":"330"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9994999766349792,"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":0.9994999766349792,"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":0.00019999999494757503,"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"}},{"id":"https://openalex.org/T10270","display_name":"Blockchain Technology Applications and Security","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"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/bitcoin-price-prediction","display_name":"Bitcoin price prediction","score":0.9629999995231628},{"id":"https://openalex.org/keywords/cryptocurrency-market","display_name":"cryptocurrency market","score":0.7390000224113464},{"id":"https://openalex.org/keywords/volatility-persistence","display_name":"volatility persistence","score":0.5690000057220459},{"id":"https://openalex.org/keywords/multilayer-neural-networks","display_name":"multilayer neural networks","score":0.8069999814033508},{"id":"https://openalex.org/keywords/rapidminer","display_name":"RapidMiner","score":0.6899999976158142},{"id":"https://openalex.org/keywords/price-trend-forecasting","display_name":"price trend forecasting","score":0.7419999837875366},{"id":"https://openalex.org/keywords/investment-decision-support","display_name":"investment decision support","score":0.6159999966621399}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6774746179580688},{"id":"https://openalex.org/C180706569","wikidata":"https://www.wikidata.org/wiki/Q13479982","display_name":"Cryptocurrency","level":2,"score":0.6208948493003845},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5461997389793396},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5334919095039368},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.506199300289154},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.31906771659851074},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.19293347001075745},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1057/s41272-020-00229-3","doi":"https://doi.org/10.1057/s41272-020-00229-3","is_oa":false,"landing_page_url":"https://doi.org/10.1057/s41272-020-00229-3","pdf_url":null,"source":{"id":"https://openalex.org/S58438227","display_name":"Journal of Revenue and Pricing Management","issn_l":"1476-6930","issn":["1476-6930","1477-657X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","fnege-4","jufo-1","norway-1","poland-40","russia-white-list-3","vabb-shw"],"host_organization":"https://openalex.org/P4310319702","host_organization_name":"Palgrave Macmillan","host_organization_lineage":["https://openalex.org/P4310319702","https://openalex.org/P4310319964"],"host_organization_lineage_names":["Palgrave Macmillan","Macmillan Publishers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Revenue and Pricing Management","raw_type":"journal-article"},{"id":"pmh:oai:generic.eprints.org:78301","doi":null,"is_oa":false,"landing_page_url":"http://irep.iium.edu.my/78301/1/78301-Prediction%20accuracy%20improvement%20for%20Botcoin%20market%20prices...%20-%20scopus.pdf","pdf_url":"http://irep.iium.edu.my/78301/1/78301-Prediction%20accuracy%20improvement%20for%20Botcoin%20market%20prices...%20-%20scopus.pdf","source":{"id":"https://openalex.org/S4306400713","display_name":"The International Islamic University Malaysia Repository (The International Islamic University Malaysia)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4164984","host_organization_name":"International Islamic University Malaysia","host_organization_lineage":["https://openalex.org/I4164984"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"Article"},{"id":"pmh:oai:generic.eprints.org:82700","doi":null,"is_oa":true,"landing_page_url":"http://irep.iium.edu.my/82700/1/82700_Correction%20to%20Prediction%20accuracy%20improvement%20for%20Bitcoin%20market%20prices%20based%20on%20symmetric%20volatility_ft.pdf","pdf_url":"http://irep.iium.edu.my/82700/1/82700_Correction%20to%20Prediction%20accuracy%20improvement%20for%20Bitcoin%20market%20prices%20based%20on%20symmetric%20volatility_ft.pdf","source":{"id":"https://openalex.org/S4306400713","display_name":"The International Islamic University Malaysia Repository (The International Islamic University Malaysia)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4164984","host_organization_name":"International Islamic University Malaysia","host_organization_lineage":["https://openalex.org/I4164984"],"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"},{"id":"pmh:oai:RePEc:pal:jorapm:v:19:y:2020:i:5:d:10.1057_s41272-020-00229-3","doi":null,"is_oa":false,"landing_page_url":"http://link.springer.com/10.1057/s41272-020-00229-3","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":{"id":"pmh:oai:generic.eprints.org:82700","doi":null,"is_oa":true,"landing_page_url":"http://irep.iium.edu.my/82700/1/82700_Correction%20to%20Prediction%20accuracy%20improvement%20for%20Bitcoin%20market%20prices%20based%20on%20symmetric%20volatility_ft.pdf","pdf_url":"http://irep.iium.edu.my/82700/1/82700_Correction%20to%20Prediction%20accuracy%20improvement%20for%20Bitcoin%20market%20prices%20based%20on%20symmetric%20volatility_ft.pdf","source":{"id":"https://openalex.org/S4306400713","display_name":"The International Islamic University Malaysia Repository (The International Islamic University Malaysia)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4164984","host_organization_name":"International Islamic University Malaysia","host_organization_lineage":["https://openalex.org/I4164984"],"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"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3004396576.pdf","grobid_xml":"https://content.openalex.org/works/W3004396576.grobid-xml"},"referenced_works_count":33,"referenced_works":["https://openalex.org/W1642567004","https://openalex.org/W1705826416","https://openalex.org/W1983220355","https://openalex.org/W1985514943","https://openalex.org/W1988115241","https://openalex.org/W1999750397","https://openalex.org/W2016210396","https://openalex.org/W2030005958","https://openalex.org/W2079615115","https://openalex.org/W2103496339","https://openalex.org/W2120062331","https://openalex.org/W2120224355","https://openalex.org/W2124776405","https://openalex.org/W2133487567","https://openalex.org/W2404812126","https://openalex.org/W2586112617","https://openalex.org/W2612365299","https://openalex.org/W2731205543","https://openalex.org/W2738461420","https://openalex.org/W2782221679","https://openalex.org/W2799573705","https://openalex.org/W2810209452","https://openalex.org/W2907748550","https://openalex.org/W2921821668","https://openalex.org/W2924422923","https://openalex.org/W2943837365","https://openalex.org/W2947581436","https://openalex.org/W2957505087","https://openalex.org/W3123598380","https://openalex.org/W3125634108","https://openalex.org/W4241979291","https://openalex.org/W4252862420","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W4205632118","https://openalex.org/W2996372491","https://openalex.org/W3117182521","https://openalex.org/W4387753039","https://openalex.org/W2801442769","https://openalex.org/W4392607395","https://openalex.org/W4417475835","https://openalex.org/W4220827797","https://openalex.org/W3184968390","https://openalex.org/W4416286574"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":5},{"year":2024,"cited_by_count":6},{"year":2023,"cited_by_count":6},{"year":2022,"cited_by_count":8},{"year":2021,"cited_by_count":4}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2020-02-07T00:00:00"}