{"id":"https://openalex.org/W4390772080","doi":"https://doi.org/10.3233/idt-230194","title":"Predicting multi-horizon currency exchange rates using a stacked ensemble of random forest and SVR","display_name":"Predicting multi-horizon currency exchange rates using a stacked ensemble of random forest and SVR","publication_year":2024,"publication_date":"2024-01-09","ids":{"openalex":"https://openalex.org/W4390772080","doi":"https://doi.org/10.3233/idt-230194"},"language":"en","primary_location":{"id":"doi:10.3233/idt-230194","doi":"https://doi.org/10.3233/idt-230194","is_oa":true,"landing_page_url":"https://doi.org/10.3233/idt-230194","pdf_url":"https://content.iospress.com:443/download/intelligent-decision-technologies/idt230194?id=intelligent-decision-technologies%2Fidt230194","source":{"id":"https://openalex.org/S119727669","display_name":"Intelligent Decision Technologies","issn_l":"1872-4981","issn":["1872-4981","1875-8843"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","jufo-1","norway-1","poland-20","russia-white-list-3"],"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Intelligent Decision Technologies","raw_type":"journal-article"},"parent_works":[],"lineage":["https://openalex.org/W4390772080"],"child_works_count":0,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://content.iospress.com:443/download/intelligent-decision-technologies/idt230194?id=intelligent-decision-technologies%2Fidt230194","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5080234260","display_name":"Kian Jazayeri","orcid":"https://orcid.org/0000-0003-2843-7354","observed_orcids":["https://orcid.org/0000-0003-2843-7354"]},"institutions":[{"id":"https://openalex.org/I16197041","display_name":"Cyprus International University","ror":"https://ror.org/04mk5mk38","country_code":"CY","type":"education","lineage":["https://openalex.org/I16197041"]}],"countries":["CY"],"is_corresponding":true,"raw_author_name":"Kian Jazayeri","raw_affiliation_strings":["Management Information Systems Department , School of Applied Sciences , Cyprus International University , Nicosia , Cyprus"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Management Information Systems Department , School of Applied Sciences , Cyprus International University , Nicosia , Cyprus","institution_ids":["https://openalex.org/I16197041"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5080234260"],"corresponding_institution_ids":["https://openalex.org/I16197041"],"apc_list":{"value":4150,"currency":"USD","value_usd":4150},"apc_paid":null,"fwci":1.3165,"has_fulltext":true,"cited_by_count":6,"citation_normalized_percentile":{"value":0.79585127,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":96},"biblio":{"volume":"18","issue":"1","first_page":"297","last_page":"325"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9984999895095825,"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":0.9984999895095825,"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":0.0013000000035390258,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/exchange-rate-forecasting","display_name":"exchange rate forecasting","score":0.8190000057220459},{"id":"https://openalex.org/keywords/multi-horizon-forecasting","display_name":"multi-horizon forecasting","score":0.8410000205039978},{"id":"https://openalex.org/keywords/stacking-ensemble","display_name":"stacking ensemble","score":0.9480000138282776},{"id":"https://openalex.org/keywords/random-forest","display_name":"random forest","score":0.9990000128746033},{"id":"https://openalex.org/keywords/support-vector-regression","display_name":"support vector regression","score":1.0},{"id":"https://openalex.org/keywords/currency-pairs","display_name":"currency pairs","score":0.7699999809265137},{"id":"https://openalex.org/keywords/financial-time-series","display_name":"financial time series","score":0.49399998784065247}],"concepts":[{"id":"https://openalex.org/C169258074","wikidata":"https://www.wikidata.org/wiki/Q245748","display_name":"Random forest","level":2,"score":0.8715314865112305},{"id":"https://openalex.org/C12267149","wikidata":"https://www.wikidata.org/wiki/Q282453","display_name":"Support vector machine","level":2,"score":0.7867039442062378},{"id":"https://openalex.org/C141121606","wikidata":"https://www.wikidata.org/wiki/Q8142","display_name":"Currency","level":2,"score":0.7677546143531799},{"id":"https://openalex.org/C45942800","wikidata":"https://www.wikidata.org/wiki/Q245652","display_name":"Ensemble learning","level":2,"score":0.7520166635513306},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.6521920561790466},{"id":"https://openalex.org/C119898033","wikidata":"https://www.wikidata.org/wiki/Q3433888","display_name":"Ensemble forecasting","level":2,"score":0.608180046081543},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.47332629561424255},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.45947402715682983},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.42974555492401123},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4138081669807434},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.22358691692352295},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.20480746030807495},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.13200494647026062},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.10338887572288513}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3233/idt-230194","doi":"https://doi.org/10.3233/idt-230194","is_oa":true,"landing_page_url":"https://doi.org/10.3233/idt-230194","pdf_url":"https://content.iospress.com:443/download/intelligent-decision-technologies/idt230194?id=intelligent-decision-technologies%2Fidt230194","source":{"id":"https://openalex.org/S119727669","display_name":"Intelligent Decision Technologies","issn_l":"1872-4981","issn":["1872-4981","1875-8843"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","jufo-1","norway-1","poland-20","russia-white-list-3"],"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Intelligent Decision Technologies","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.3233/idt-230194","doi":"https://doi.org/10.3233/idt-230194","is_oa":true,"landing_page_url":"https://doi.org/10.3233/idt-230194","pdf_url":"https://content.iospress.com:443/download/intelligent-decision-technologies/idt230194?id=intelligent-decision-technologies%2Fidt230194","source":{"id":"https://openalex.org/S119727669","display_name":"Intelligent Decision Technologies","issn_l":"1872-4981","issn":["1872-4981","1875-8843"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","jufo-1","norway-1","poland-20","russia-white-list-3"],"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Intelligent Decision Technologies","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4390772080.pdf","grobid_xml":"https://content.openalex.org/works/W4390772080.grobid-xml"},"referenced_works_count":18,"referenced_works":["https://openalex.org/W2022006693","https://openalex.org/W2084072817","https://openalex.org/W2226829922","https://openalex.org/W2781562785","https://openalex.org/W2892412430","https://openalex.org/W2942720718","https://openalex.org/W2996485148","https://openalex.org/W3012955798","https://openalex.org/W3033882778","https://openalex.org/W3094452610","https://openalex.org/W3095388897","https://openalex.org/W3158129830","https://openalex.org/W3160228030","https://openalex.org/W3174944207","https://openalex.org/W3181647494","https://openalex.org/W3214162940","https://openalex.org/W3216088300","https://openalex.org/W4213069224"],"related_works":["https://openalex.org/W4226262598","https://openalex.org/W7118072699","https://openalex.org/W3121616134","https://openalex.org/W7147631242","https://openalex.org/W7154415047","https://openalex.org/W7155211106","https://openalex.org/W4389341525","https://openalex.org/W4412713227","https://openalex.org/W7112614558","https://openalex.org/W7207713633"],"abstract_inverted_index":{"A":[0,68,86],"thorough":[1],"exploration":[2],"of":[3,6,56,59,71,88,104,118,126,133,142,148],"the":[4,95,116,127,134,139],"effects":[5],"a":[7,53],"given":[8],"minute\u2019s":[9],"currency":[10,24,45,143,157],"exchange":[11,25,62,84,144,158],"rates":[12,26,63,159],"on":[13,43],"subsequent":[14],"1,":[15],"5,":[16],"10,":[17],"15,":[18],"30,":[19],"45,":[20],"and":[21,35,50,74,100,106,121,151],"60":[22],"minutes\u2019":[23],"is":[27,42,79,91,112,160],"presented":[28],"in":[29,154],"this":[30,89],"article,":[31],"with":[32,52,94],"machine":[33,149],"learning":[34,150],"ensemble":[36,70,103,136,152],"methods":[37],"being":[38,66],"applied.":[39],"The":[40,109,124,146],"focus":[41],"twelve":[44],"pairs,":[46],"including":[47],"EUR/AUD,":[48],"EUR/GBP,":[49],"EUR/PLN,":[51],"data":[54],"set":[55],"per-minute":[57],"logs":[58],"these":[60],"pairs\u2019":[61],"from":[64],"2022":[65],"leveraged.":[67],"stacked":[69,135],"Random":[72],"Forest":[73],"Support":[75],"Vector":[76],"Regression":[77],"(SVR)":[78],"used":[80],"to":[81],"predict":[82],"future":[83],"rates.":[85,145],"comparison":[87],"model":[90],"also":[92],"made":[93],"single":[96,98],"RF,":[97],"SVR,":[99],"an":[101],"average":[102],"RF":[105],"SVR":[107],"models.":[108],"research":[110],"method":[111],"further":[113],"fortified":[114],"by":[115],"use":[117],"k-fold":[119],"cross-validation":[120],"ANOVA":[122],"tests.":[123],"findings":[125],"study":[128],"reveal":[129],"significant":[130],"predictive":[131],"accuracy":[132],"model,":[137],"emphasizing":[138],"intricate":[140],"interconnections":[141],"potential":[147],"techniques":[153],"predicting":[155],"short-term":[156],"underlined,":[161],"thereby":[162],"augmenting":[163],"financial":[164],"forecasting":[165],"research.":[166]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":1}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2024-01-13T00:00:00"}