{"id":"https://openalex.org/W2994786370","doi":"https://doi.org/10.1007/978-3-030-34885-4_22","title":"Stock Index Forecasting Using Time Series Decomposition-Based and Machine Learning Models","display_name":"Stock Index Forecasting Using Time Series Decomposition-Based and Machine Learning Models","publication_year":2019,"publication_date":"2019-01-01","ids":{"openalex":"https://openalex.org/W2994786370","doi":"https://doi.org/10.1007/978-3-030-34885-4_22","mag":"2994786370"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-030-34885-4_22","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-34885-4_22","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,"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"},"type":"conference-paper","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/A5069483624","display_name":"Dhanya Jothimani","orcid":"https://orcid.org/0000-0002-0619-4235"},"institutions":[{"id":"https://openalex.org/I530967","display_name":"Toronto Metropolitan University","ror":"https://ror.org/05g13zd79","country_code":"CA","type":"education","lineage":["https://openalex.org/I530967"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Dhanya Jothimani","raw_affiliation_strings":["Data Science Lab, Ryerson University, Toronto, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Data Science Lab, Ryerson University, Toronto, Canada","institution_ids":["https://openalex.org/I530967"]}]},{"author_position":"last","author":{"id":null,"display_name":"Ay\u015fe Ba\u015far","orcid":null},"institutions":[{"id":"https://openalex.org/I530967","display_name":"Toronto Metropolitan University","ror":"https://ror.org/05g13zd79","country_code":"CA","type":"education","lineage":["https://openalex.org/I530967"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Ay\u015fe Ba\u015far","raw_affiliation_strings":["Data Science Lab, Ryerson University, Toronto, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Data Science Lab, Ryerson University, Toronto, Canada","institution_ids":["https://openalex.org/I530967"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I530967"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"283","last_page":"292"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9995999932289124,"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":0.9995999932289124,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9952999949455261,"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/computer-science","display_name":"Computer science","score":0.6386944055557251},{"id":"https://openalex.org/keywords/wilcoxon-signed-rank-test","display_name":"Wilcoxon signed-rank test","score":0.6048411726951599},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.5504955053329468},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.5257288217544556},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.5048940777778625},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.4848138391971588},{"id":"https://openalex.org/keywords/hilbert\u2013huang-transform","display_name":"Hilbert\u2013Huang transform","score":0.4667285680770874},{"id":"https://openalex.org/keywords/mean-squared-error","display_name":"Mean squared error","score":0.46662724018096924},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.45847371220588684},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.43611493706703186},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.38494807481765747},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.3586893081665039},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.23054534196853638},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.21207866072654724}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6386944055557251},{"id":"https://openalex.org/C206041023","wikidata":"https://www.wikidata.org/wiki/Q1751970","display_name":"Wilcoxon signed-rank test","level":3,"score":0.6048411726951599},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5504955053329468},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5257288217544556},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5048940777778625},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.4848138391971588},{"id":"https://openalex.org/C25570617","wikidata":"https://www.wikidata.org/wiki/Q1006462","display_name":"Hilbert\u2013Huang transform","level":3,"score":0.4667285680770874},{"id":"https://openalex.org/C139945424","wikidata":"https://www.wikidata.org/wiki/Q1940696","display_name":"Mean squared error","level":2,"score":0.46662724018096924},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.45847371220588684},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.43611493706703186},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.38494807481765747},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.3586893081665039},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.23054534196853638},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.21207866072654724},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","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/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C12868164","wikidata":"https://www.wikidata.org/wiki/Q1424533","display_name":"Mann\u2013Whitney U test","level":2,"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}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-030-34885-4_22","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-34885-4_22","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,"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":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W1506123031","https://openalex.org/W1579277325","https://openalex.org/W1899697322","https://openalex.org/W1966499742","https://openalex.org/W1975994995","https://openalex.org/W1984500452","https://openalex.org/W1996089921","https://openalex.org/W2000982976","https://openalex.org/W2004463884","https://openalex.org/W2007221293","https://openalex.org/W2052959184","https://openalex.org/W2060734130","https://openalex.org/W2070473414","https://openalex.org/W2079195815","https://openalex.org/W2095364399","https://openalex.org/W2100805904","https://openalex.org/W2109943925","https://openalex.org/W2120390927","https://openalex.org/W2125056386","https://openalex.org/W2140208140","https://openalex.org/W2143908786","https://openalex.org/W2344265502","https://openalex.org/W2505870054","https://openalex.org/W2560666641","https://openalex.org/W2948887586","https://openalex.org/W3125696988","https://openalex.org/W4230644069","https://openalex.org/W4291327732"],"related_works":["https://openalex.org/W3014107421","https://openalex.org/W2363056446","https://openalex.org/W2081563414","https://openalex.org/W2359718298","https://openalex.org/W2377062149","https://openalex.org/W2076661204","https://openalex.org/W2380939102","https://openalex.org/W2089603224","https://openalex.org/W2072581623","https://openalex.org/W1915398038"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2}],"updated_date":"2026-07-21T08:15:58.654021","created_date":"2025-10-10T00:00:00"}