{"id":"https://openalex.org/W7166805698","doi":"https://doi.org/10.1007/978-3-032-30494-0_5","title":"LEAP: A Leakage-Free Evolutionary Alpha Pipeline for NLP-Driven DJIA Prediction","display_name":"LEAP: A Leakage-Free Evolutionary Alpha Pipeline for NLP-Driven DJIA Prediction","publication_year":2026,"publication_date":"2026-07-01","ids":{"openalex":"https://openalex.org/W7166805698","doi":"https://doi.org/10.1007/978-3-032-30494-0_5"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-032-30494-0_5","doi":"https://doi.org/10.1007/978-3-032-30494-0_5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-032-30494-0_5","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","jufo-1","ki-jl-1","norway-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"volume":{"id":"https://openalex.org/W7166866716","display_name":"Computational Science and Its Applications \u2013 ICCSA 2026"},"type":"conference-paper","is_traditional":true,"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/A5125677552","display_name":"Miguel P. Cunha","orcid":"https://orcid.org/0009-0004-0959-9125","observed_orcids":["https://orcid.org/0009-0004-0959-9125"]},"institutions":[{"id":"https://openalex.org/I126460647","display_name":"Universidade Federal do Rio Grande","ror":"https://ror.org/05hpfkn88","country_code":"BR","type":"education","lineage":["https://openalex.org/I126460647"]}],"countries":["BR"],"is_corresponding":true,"raw_author_name":"Miguel P. Cunha","raw_affiliation_strings":["Federal University of Rio Grande (FURG), Rio Grande, Brazil"],"raw_orcid":"https://orcid.org/0009-0004-0959-9125","affiliations":[{"raw_affiliation_string":"Federal University of Rio Grande (FURG), Rio Grande, Brazil","institution_ids":["https://openalex.org/I126460647"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5022197211","display_name":"Bruno L. Dalmazo","orcid":"https://orcid.org/0000-0002-6996-7602","observed_orcids":["https://orcid.org/0000-0002-6996-7602"]},"institutions":[{"id":"https://openalex.org/I126460647","display_name":"Universidade Federal do Rio Grande","ror":"https://ror.org/05hpfkn88","country_code":"BR","type":"education","lineage":["https://openalex.org/I126460647"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Bruno L. Dalmazo","raw_affiliation_strings":["Federal University of Rio Grande (FURG), Rio Grande, Brazil"],"raw_orcid":"https://orcid.org/0000-0002-6996-7602","affiliations":[{"raw_affiliation_string":"Federal University of Rio Grande (FURG), Rio Grande, Brazil","institution_ids":["https://openalex.org/I126460647"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5004899985","display_name":"Viviane Leite Dias de Mattos","orcid":"https://orcid.org/0000-0002-3512-6290","observed_orcids":["https://orcid.org/0000-0002-3512-6290"]},"institutions":[{"id":"https://openalex.org/I126460647","display_name":"Universidade Federal do Rio Grande","ror":"https://ror.org/05hpfkn88","country_code":"BR","type":"education","lineage":["https://openalex.org/I126460647"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Viviane Leite Dias de Mattos","raw_affiliation_strings":["Federal University of Rio Grande (FURG), Rio Grande, Brazil"],"raw_orcid":"https://orcid.org/0000-0002-3512-6290","affiliations":[{"raw_affiliation_string":"Federal University of Rio Grande (FURG), Rio Grande, Brazil","institution_ids":["https://openalex.org/I126460647"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5019975420","display_name":"Richard F. Pinto","orcid":"https://orcid.org/0009-0007-0176-3383","observed_orcids":["https://orcid.org/0009-0007-0176-3383"]},"institutions":[{"id":"https://openalex.org/I126460647","display_name":"Universidade Federal do Rio Grande","ror":"https://ror.org/05hpfkn88","country_code":"BR","type":"education","lineage":["https://openalex.org/I126460647"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Richard F. Pinto","raw_affiliation_strings":["Federal University of Rio Grande (FURG), Rio Grande, Brazil"],"raw_orcid":"https://orcid.org/0009-0007-0176-3383","affiliations":[{"raw_affiliation_string":"Federal University of Rio Grande (FURG), Rio Grande, Brazil","institution_ids":["https://openalex.org/I126460647"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5067589805","display_name":"Diego Renan Bruno","orcid":"https://orcid.org/0009-0008-1806-0278","observed_orcids":["https://orcid.org/0009-0008-1806-0278"]},"institutions":[{"id":"https://openalex.org/I879563668","display_name":"Universidade Estadual Paulista (Unesp)","ror":"https://ror.org/00987cb86","country_code":"BR","type":"education","lineage":["https://openalex.org/I879563668"]}],"countries":["BR"],"is_corresponding":true,"raw_author_name":"Diego Renan Bruno","raw_affiliation_strings":["S\u00e3o Paulo State University (UNESP), S\u00e3o Jos\u00e9 do Rio Preto, Brazil"],"raw_orcid":"https://orcid.org/0009-0008-1806-0278","affiliations":[{"raw_affiliation_string":"S\u00e3o Paulo State University (UNESP), S\u00e3o Jos\u00e9 do Rio Preto, Brazil","institution_ids":["https://openalex.org/I879563668"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5074958270","display_name":"Eduardo Nunes Borges","orcid":"https://orcid.org/0000-0003-1595-7676","observed_orcids":["https://orcid.org/0000-0003-1595-7676"]},"institutions":[{"id":"https://openalex.org/I126460647","display_name":"Universidade Federal do Rio Grande","ror":"https://ror.org/05hpfkn88","country_code":"BR","type":"education","lineage":["https://openalex.org/I126460647"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Eduardo N. Borges","raw_affiliation_strings":["Federal University of Rio Grande (FURG), Rio Grande, Brazil"],"raw_orcid":"https://orcid.org/0000-0003-1595-7676","affiliations":[{"raw_affiliation_string":"Federal University of Rio Grande (FURG), Rio Grande, Brazil","institution_ids":["https://openalex.org/I126460647"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5031787326","display_name":"Giancarlo Lucca","orcid":"https://orcid.org/0000-0002-3776-0260","observed_orcids":["https://orcid.org/0000-0002-3776-0260"]},"institutions":[{"id":"https://openalex.org/I126460647","display_name":"Universidade Federal do Rio Grande","ror":"https://ror.org/05hpfkn88","country_code":"BR","type":"education","lineage":["https://openalex.org/I126460647"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Giancarlo Lucca","raw_affiliation_strings":["Federal University of Rio Grande (FURG), Rio Grande, Brazil"],"raw_orcid":"https://orcid.org/0000-0002-3776-0260","affiliations":[{"raw_affiliation_string":"Federal University of Rio Grande (FURG), Rio Grande, Brazil","institution_ids":["https://openalex.org/I126460647"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5011190799","display_name":"Fabian Corr\u00eaa Cardoso","orcid":"https://orcid.org/0000-0002-2842-0387","observed_orcids":["https://orcid.org/0000-0002-2842-0387"]},"institutions":[{"id":"https://openalex.org/I4210123045","display_name":"Universidade de Rio Verde","ror":"https://ror.org/02ns6se93","country_code":"BR","type":"education","lineage":["https://openalex.org/I4210123045"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Fabian C. Cardoso","raw_affiliation_strings":["University of Rio Verde (UniRV), Rio Verde, Brazil"],"raw_orcid":"https://orcid.org/0000-0002-2842-0387","affiliations":[{"raw_affiliation_string":"University of Rio Verde (UniRV), Rio Verde, Brazil","institution_ids":["https://openalex.org/I4210123045"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5118665540","display_name":"Rafael A. Berri","orcid":"https://orcid.org/0000-0002-3812-4186","observed_orcids":["https://orcid.org/0000-0002-3812-4186"]},"institutions":[{"id":"https://openalex.org/I126460647","display_name":"Universidade Federal do Rio Grande","ror":"https://ror.org/05hpfkn88","country_code":"BR","type":"education","lineage":["https://openalex.org/I126460647"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Rafael A. Berri","raw_affiliation_strings":["Federal University of Rio Grande (FURG), Rio Grande, Brazil"],"raw_orcid":"https://orcid.org/0000-0002-3812-4186","affiliations":[{"raw_affiliation_string":"Federal University of Rio Grande (FURG), Rio Grande, Brazil","institution_ids":["https://openalex.org/I126460647"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5067589805","https://openalex.org/A5125677552"],"corresponding_institution_ids":["https://openalex.org/I126460647","https://openalex.org/I879563668"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"71","last_page":"87"},"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/T10664","display_name":"Sentiment Analysis and Opinion Mining","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/dow-jones-industrial-average","display_name":"Dow Jones Industrial Average","score":0.7170000076293945},{"id":"https://openalex.org/keywords/stock-market-forecasting","display_name":"stock market prediction","score":0.5820000171661377},{"id":"https://openalex.org/keywords/data-leakage","display_name":"data leakage","score":0.6660000085830688},{"id":"https://openalex.org/keywords/technical-indicators","display_name":"technical indicators","score":0.9739999771118164},{"id":"https://openalex.org/keywords/recursive-feature-elimination","display_name":"recursive feature elimination","score":0.9089999794960022},{"id":"https://openalex.org/keywords/genetic-algorithm-hyperparameter-optimization","display_name":"genetic algorithm hyperparameter optimization","score":0.9670000076293945},{"id":"https://openalex.org/keywords/cost-sensitive-learning","display_name":"cost-sensitive learning","score":0.9940000176429749},{"id":"https://openalex.org/keywords/gradient-boosting","display_name":"gradient boosting","score":0.7160000205039978},{"id":"https://openalex.org/keywords/multilayer-perceptron","display_name":"multilayer perceptron","score":0.9399999976158142}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.781000018119812},{"id":"https://openalex.org/C43521106","wikidata":"https://www.wikidata.org/wiki/Q2165493","display_name":"Pipeline (software)","level":2,"score":0.7045999765396118},{"id":"https://openalex.org/C64943373","wikidata":"https://www.wikidata.org/wiki/Q2651003","display_name":"Alpha (finance)","level":4,"score":0.5965999960899353},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.41609999537467957},{"id":"https://openalex.org/C175309249","wikidata":"https://www.wikidata.org/wiki/Q725864","display_name":"Pipeline transport","level":2,"score":0.4000000059604645},{"id":"https://openalex.org/C159149176","wikidata":"https://www.wikidata.org/wiki/Q14489129","display_name":"Evolutionary algorithm","level":2,"score":0.3781000077724457},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.37040001153945923},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.36090001463890076},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.30630001425743103},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.2800000011920929},{"id":"https://openalex.org/C105902424","wikidata":"https://www.wikidata.org/wiki/Q1197129","display_name":"Evolutionary computation","level":2,"score":0.2734000086784363}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-032-30494-0_5","doi":"https://doi.org/10.1007/978-3-032-30494-0_5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-032-30494-0_5","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","jufo-1","ki-jl-1","norway-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W2100011707","https://openalex.org/W2131177033","https://openalex.org/W2131773668","https://openalex.org/W2143426320","https://openalex.org/W2149214223","https://openalex.org/W2295598076","https://openalex.org/W2911964244","https://openalex.org/W2947014533","https://openalex.org/W2972760484","https://openalex.org/W3007066689","https://openalex.org/W3125595766","https://openalex.org/W4411729807","https://openalex.org/W4411730013"],"related_works":["https://openalex.org/W4313269980","https://openalex.org/W4413986382","https://openalex.org/W4407142766","https://openalex.org/W7130953407","https://openalex.org/W7112253248","https://openalex.org/W2990393219","https://openalex.org/W6960011844","https://openalex.org/W4366550892","https://openalex.org/W4413683371","https://openalex.org/W3195478080"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2026-07-02T00:00:00"}
