{"id":"https://openalex.org/W4378528511","doi":"https://doi.org/10.3390/math11112470","title":"Improving Stock Market Predictions: An Equity Forecasting Scanner Using Long Short-Term Memory Method with Dynamic Indicators for Malaysia Stock Market","display_name":"Improving Stock Market Predictions: An Equity Forecasting Scanner Using Long Short-Term Memory Method with Dynamic Indicators for Malaysia Stock Market","publication_year":2023,"publication_date":"2023-05-27","ids":{"openalex":"https://openalex.org/W4378528511","doi":"https://doi.org/10.3390/math11112470"},"language":"en","primary_location":{"id":"doi:10.3390/math11112470","doi":"https://doi.org/10.3390/math11112470","is_oa":true,"landing_page_url":"https://doi.org/10.3390/math11112470","pdf_url":"https://www.mdpi.com/2227-7390/11/11/2470/pdf?version=1685177522","source":{"id":"https://openalex.org/S4210192031","display_name":"Mathematics","issn_l":"2227-7390","issn":["2227-7390"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["anvur-scientific","cwts-core","doaj","poland-20","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematics","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://www.mdpi.com/2227-7390/11/11/2470/pdf?version=1685177522","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5068782746","display_name":"Chin Soon Ku","orcid":"https://orcid.org/0000-0003-0793-3308","observed_orcids":["https://orcid.org/0000-0003-0793-3308"]},"institutions":[{"id":"https://openalex.org/I931681460","display_name":"Universiti Tunku Abdul Rahman","ror":"https://ror.org/050pq4m56","country_code":"MY","type":"education","lineage":["https://openalex.org/I931681460"]}],"countries":["MY"],"is_corresponding":true,"raw_author_name":"Chin Soon Ku","raw_affiliation_strings":["Department of Computer Science, Universiti Tunku Abdul Rahman, Kampar 31900, Malaysia"],"raw_orcid":"https://orcid.org/0000-0003-0793-3308","affiliations":[{"raw_affiliation_string":"Department of Computer Science, Universiti Tunku Abdul Rahman, Kampar 31900, Malaysia","institution_ids":["https://openalex.org/I931681460"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5004163209","display_name":"Jiale Xiong","orcid":"https://orcid.org/0000-0002-9075-4425","observed_orcids":["https://orcid.org/0000-0002-9075-4425"]},"institutions":[{"id":"https://openalex.org/I33849332","display_name":"University of Malaya","ror":"https://ror.org/00rzspn62","country_code":"MY","type":"education","lineage":["https://openalex.org/I33849332"]}],"countries":["MY"],"is_corresponding":false,"raw_author_name":"Jiale Xiong","raw_affiliation_strings":["Faculty of Computer Science and Information Technology, Universiti Malaya, Kuala Lumpur 50603, Malaysia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Computer Science and Information Technology, Universiti Malaya, Kuala Lumpur 50603, Malaysia","institution_ids":["https://openalex.org/I33849332"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100670010","display_name":"Yen\u2010Lin Chen","orcid":"https://orcid.org/0000-0001-7717-9393","observed_orcids":["https://orcid.org/0000-0001-7717-9393"]},"institutions":[{"id":"https://openalex.org/I118292597","display_name":"National Taipei University of Technology","ror":"https://ror.org/00cn92c09","country_code":"TW","type":"education","lineage":["https://openalex.org/I118292597"]}],"countries":["TW"],"is_corresponding":true,"raw_author_name":"Yen-Lin Chen","raw_affiliation_strings":["Department of Computer Science and Information Engineering, National Taipei University of Technology, Taipei 106344, Taiwan"],"raw_orcid":"https://orcid.org/0000-0001-7717-9393","affiliations":[{"raw_affiliation_string":"Department of Computer Science and Information Engineering, National Taipei University of Technology, Taipei 106344, Taiwan","institution_ids":["https://openalex.org/I118292597"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5092032820","display_name":"Shing Dhee Cheah","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I931681460","display_name":"Universiti Tunku Abdul Rahman","ror":"https://ror.org/050pq4m56","country_code":"MY","type":"education","lineage":["https://openalex.org/I931681460"]}],"countries":["MY"],"is_corresponding":false,"raw_author_name":"Shing Dhee Cheah","raw_affiliation_strings":["Department of Computer Science, Universiti Tunku Abdul Rahman, Kampar 31900, Malaysia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science, Universiti Tunku Abdul Rahman, Kampar 31900, Malaysia","institution_ids":["https://openalex.org/I931681460"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5071395722","display_name":"Hoong Cheng Soong","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I931681460","display_name":"Universiti Tunku Abdul Rahman","ror":"https://ror.org/050pq4m56","country_code":"MY","type":"education","lineage":["https://openalex.org/I931681460"]}],"countries":["MY"],"is_corresponding":false,"raw_author_name":"Hoong Cheng Soong","raw_affiliation_strings":["Department of Information Systems, Universiti Tunku Abdul Rahman, Kampar 31900, Malaysia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Information Systems, Universiti Tunku Abdul Rahman, Kampar 31900, Malaysia","institution_ids":["https://openalex.org/I931681460"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5003091988","display_name":"Lip Yee Por","orcid":"https://orcid.org/0000-0001-5865-1533","observed_orcids":["https://orcid.org/0000-0001-5865-1533"]},"institutions":[{"id":"https://openalex.org/I33849332","display_name":"University of Malaya","ror":"https://ror.org/00rzspn62","country_code":"MY","type":"education","lineage":["https://openalex.org/I33849332"]}],"countries":["MY"],"is_corresponding":true,"raw_author_name":"Lip Yee Por","raw_affiliation_strings":["Faculty of Computer Science and Information Technology, Universiti Malaya, Kuala Lumpur 50603, Malaysia"],"raw_orcid":"https://orcid.org/0000-0001-5865-1533","affiliations":[{"raw_affiliation_string":"Faculty of Computer Science and Information Technology, Universiti Malaya, Kuala Lumpur 50603, Malaysia","institution_ids":["https://openalex.org/I33849332"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5003091988","https://openalex.org/A5068782746","https://openalex.org/A5100670010"],"corresponding_institution_ids":["https://openalex.org/I118292597","https://openalex.org/I33849332","https://openalex.org/I931681460"],"apc_list":{"value":2100,"currency":"CHF","value_usd":2336},"apc_paid":{"value":2100,"currency":"CHF","value_usd":2336},"fwci":5.4616,"has_fulltext":true,"cited_by_count":34,"citation_normalized_percentile":{"value":0.96145889,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":97,"max":100},"biblio":{"volume":"11","issue":"11","first_page":"2470","last_page":"2470"},"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.0,"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/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/stock-price-prediction","display_name":"stock price prediction","score":0.9760000109672546},{"id":"https://openalex.org/keywords/long-short-term-memory","display_name":"long short-term memory","score":0.9089999794960022},{"id":"https://openalex.org/keywords/technical-indicators","display_name":"technical indicators","score":0.9660000205039978},{"id":"https://openalex.org/keywords/malaysian-stock-market","display_name":"Malaysian stock market","score":0.7639999985694885},{"id":"https://openalex.org/keywords/sharpe-ratio","display_name":"Sharpe ratio","score":0.8939999938011169},{"id":"https://openalex.org/keywords/maximum-drawdown","display_name":"maximum drawdown","score":0.7680000066757202},{"id":"https://openalex.org/keywords/cumulative-returns","display_name":"cumulative returns","score":0.8130000233650208}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.653673529624939},{"id":"https://openalex.org/C139938925","wikidata":"https://www.wikidata.org/wiki/Q1501898","display_name":"Sharpe ratio","level":3,"score":0.6526918411254883},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5622154474258423},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5302132368087769},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5297269225120544},{"id":"https://openalex.org/C117245426","wikidata":"https://www.wikidata.org/wiki/Q235038","display_name":"Technical analysis","level":2,"score":0.5013537406921387},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.46715134382247925},{"id":"https://openalex.org/C2776256503","wikidata":"https://www.wikidata.org/wiki/Q7617906","display_name":"Stock market prediction","level":4,"score":0.44829630851745605},{"id":"https://openalex.org/C118315980","wikidata":"https://www.wikidata.org/wiki/Q375350","display_name":"Market timing","level":3,"score":0.4276992082595825},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3592655658721924},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.355272114276886},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.24973034858703613},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2240343987941742},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.09421002864837646},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.08892014622688293},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"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/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/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.3390/math11112470","doi":"https://doi.org/10.3390/math11112470","is_oa":true,"landing_page_url":"https://doi.org/10.3390/math11112470","pdf_url":"https://www.mdpi.com/2227-7390/11/11/2470/pdf?version=1685177522","source":{"id":"https://openalex.org/S4210192031","display_name":"Mathematics","issn_l":"2227-7390","issn":["2227-7390"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["anvur-scientific","cwts-core","doaj","poland-20","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:gam:jmathe:v:11:y:2023:i:11:p:2470-:d:1157419","doi":null,"is_oa":false,"landing_page_url":"https://www.mdpi.com/2227-7390/11/11/2470/","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"},{"id":"pmh:oai:doaj.org/article:6d39eeff605d4ef58c462cf179f31736","doi":null,"is_oa":true,"landing_page_url":"https://doaj.org/article/6d39eeff605d4ef58c462cf179f31736","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Mathematics, Vol 11, Iss 11, p 2470 (2023)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.3390/math11112470","doi":"https://doi.org/10.3390/math11112470","is_oa":true,"landing_page_url":"https://doi.org/10.3390/math11112470","pdf_url":"https://www.mdpi.com/2227-7390/11/11/2470/pdf?version=1685177522","source":{"id":"https://openalex.org/S4210192031","display_name":"Mathematics","issn_l":"2227-7390","issn":["2227-7390"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["anvur-scientific","cwts-core","doaj","poland-20","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematics","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G4097812649","display_name":"The Study of Key Information Security Techniques and of Offensive and Defensive Verifications on Intelligent Iot Cloud-Edge Computing Platform and Heterogamous Manufacturing Equipment( II )","funder_award_id":"MOST111-2218-E027-003","funder_id":"https://openalex.org/F4320322795","funder_display_name":"Ministry of Science and Technology, Taiwan"}],"funders":[{"id":"https://openalex.org/F4320322795","display_name":"Ministry of Science and Technology, Taiwan","ror":"https://ror.org/02kv4zf79"},{"id":"https://openalex.org/F4320331164","display_name":"National Science and Technology Council","ror":"https://ror.org/00wnb9798"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4378528511.pdf","grobid_xml":"https://content.openalex.org/works/W4378528511.grobid-xml"},"referenced_works_count":24,"referenced_works":["https://openalex.org/W619758126","https://openalex.org/W2625540161","https://openalex.org/W2734986640","https://openalex.org/W2762958083","https://openalex.org/W2785597854","https://openalex.org/W2787177992","https://openalex.org/W2883246398","https://openalex.org/W2949202718","https://openalex.org/W2969886070","https://openalex.org/W2997252612","https://openalex.org/W3017229010","https://openalex.org/W3052356208","https://openalex.org/W3126284633","https://openalex.org/W3170147864","https://openalex.org/W3179389780","https://openalex.org/W3216383863","https://openalex.org/W4207020685","https://openalex.org/W4214732252","https://openalex.org/W4234968553","https://openalex.org/W4311188593","https://openalex.org/W4312096242","https://openalex.org/W4313830571","https://openalex.org/W4316041388","https://openalex.org/W4366829312"],"related_works":["https://openalex.org/W4393089316","https://openalex.org/W4386787726","https://openalex.org/W4312629921","https://openalex.org/W4385625346","https://openalex.org/W4385731160","https://openalex.org/W4362670435","https://openalex.org/W4405807363","https://openalex.org/W4312782551","https://openalex.org/W4380201070","https://openalex.org/W4391343059"],"abstract_inverted_index":{"Stock":[0],"market":[1],"predictions":[2],"are":[3,100],"a":[4,30,70,134],"challenging":[5],"problem":[6],"due":[7],"to":[8,102],"the":[9,24,48,59,78,86,103,109,120,124,139],"dynamic":[10],"and":[11,53,67,95,131],"complex":[12],"nature":[13],"of":[14,27,50,72,77,105,112,129,141],"financial":[15],"data.":[16],"This":[17],"study":[18],"proposes":[19],"an":[20],"approach":[21,41],"that":[22,119],"integrates":[23],"domain":[25,144],"knowledge":[26,145],"investors":[28,46],"with":[29,146],"long-short-term":[31],"memory":[32],"(LSTM)":[33],"algorithm":[34],"for":[35,58,150],"predicting":[36],"stock":[37,151],"prices.":[38],"The":[39,62,75,98,115],"proposed":[40,121],"involves":[42],"collecting":[43],"data":[44],"from":[45],"in":[47,127,133],"form":[49],"technical":[51,113],"indicators":[52],"using":[54,69,82],"them":[55],"as":[56],"input":[57],"LSTM":[60],"model.":[61],"model":[63,79,122],"is":[64,80],"then":[65],"trained":[66],"tested":[68],"dataset":[71],"100":[73],"stocks.":[74],"accuracy":[76,130],"evaluated":[81],"various":[83],"metrics,":[84],"including":[85,108],"average":[87,90],"prediction":[88],"accuracy,":[89],"cumulative":[91],"return,":[92],"Sharpe":[93],"ratio,":[94],"maximum":[96],"drawdown.":[97],"results":[99,117],"compared":[101],"performance":[104,132],"other":[106,125],"strategies,":[107],"random":[110],"selection":[111],"indicators.":[114],"simulation":[116],"demonstrate":[118],"outperforms":[123],"strategies":[126],"terms":[128],"100-stock":[135],"investment":[136],"simulation,":[137],"highlighting":[138],"potential":[140],"integrating":[142],"investor":[143],"machine":[147],"learning":[148],"algorithms":[149],"price":[152],"prediction.":[153]},"counts_by_year":[{"year":2026,"cited_by_count":17},{"year":2025,"cited_by_count":12},{"year":2024,"cited_by_count":5}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2023-05-28T00:00:00"}
