{"id":"https://openalex.org/W3159340110","doi":"https://doi.org/10.1007/978-3-030-70713-2_29","title":"A Long Short Term Memory and a Discrete Wavelet Transform to Predict the Stock Price","display_name":"A Long Short Term Memory and a Discrete Wavelet Transform to Predict the Stock Price","publication_year":2021,"publication_date":"2021-01-01","ids":{"openalex":"https://openalex.org/W3159340110","doi":"https://doi.org/10.1007/978-3-030-70713-2_29","mag":"3159340110"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-030-70713-2_29","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-70713-2_29","pdf_url":null,"source":{"id":"https://openalex.org/S4210216571","display_name":"Lecture notes on data engineering and communications technologies","issn_l":"2367-4512","issn":["2367-4512","2367-4520"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes on Data Engineering and Communications Technologies","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/A5012577440","display_name":"Mutasem Jarrah","orcid":"https://orcid.org/0000-0002-4260-8407"},"institutions":[{"id":"https://openalex.org/I185163786","display_name":"King Abdulaziz University","ror":"https://ror.org/02ma4wv74","country_code":"SA","type":"education","lineage":["https://openalex.org/I185163786"]}],"countries":["SA"],"is_corresponding":false,"raw_author_name":"Mu\u2019tasem Jarrah","raw_affiliation_strings":["King Abdulaziz University, Jeddah, Kingdom of Saudi Arabia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"King Abdulaziz University, Jeddah, Kingdom of Saudi Arabia","institution_ids":["https://openalex.org/I185163786"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5012641332","display_name":"Naomie Salim","orcid":"https://orcid.org/0000-0001-8509-3055"},"institutions":[{"id":"https://openalex.org/I4576418","display_name":"University of Technology Malaysia","ror":"https://ror.org/026w31v75","country_code":"MY","type":"education","lineage":["https://openalex.org/I4576418"]}],"countries":["MY"],"is_corresponding":false,"raw_author_name":"Naomie Salim","raw_affiliation_strings":["Universiti Teknologi Malaysia - UTM, Johor Bahru, Malaysia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universiti Teknologi Malaysia - UTM, Johor Bahru, Malaysia","institution_ids":["https://openalex.org/I4576418"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"304","last_page":"313"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998999834060669,"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":0.9998999834060669,"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":0.9905999898910522,"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":0.9868999719619751,"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/autoregressive-integrated-moving-average","display_name":"Autoregressive integrated moving average","score":0.777807891368866},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.588790774345398},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.5733858942985535},{"id":"https://openalex.org/keywords/closing","display_name":"Closing (real estate)","score":0.5194270610809326},{"id":"https://openalex.org/keywords/discrete-wavelet-transform","display_name":"Discrete wavelet transform","score":0.5028659701347351},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.49609455466270447},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.47064393758773804},{"id":"https://openalex.org/keywords/wavelet","display_name":"Wavelet","score":0.4681921899318695},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4651179313659668},{"id":"https://openalex.org/keywords/autoregressive-fractionally-integrated-moving-average","display_name":"Autoregressive fractionally integrated moving average","score":0.46277081966400146},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.4240858554840088},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.3780035972595215},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.354317843914032},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.32886528968811035},{"id":"https://openalex.org/keywords/wavelet-transform","display_name":"Wavelet transform","score":0.323219895362854},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2633834183216095},{"id":"https://openalex.org/keywords/long-memory","display_name":"Long memory","score":0.2541324198246002},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2265230417251587},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.17525652050971985},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.1424298882484436},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.059139758348464966}],"concepts":[{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.777807891368866},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.588790774345398},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.5733858942985535},{"id":"https://openalex.org/C2778775528","wikidata":"https://www.wikidata.org/wiki/Q5135432","display_name":"Closing (real estate)","level":2,"score":0.5194270610809326},{"id":"https://openalex.org/C46286280","wikidata":"https://www.wikidata.org/wiki/Q2414958","display_name":"Discrete wavelet transform","level":4,"score":0.5028659701347351},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.49609455466270447},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.47064393758773804},{"id":"https://openalex.org/C47432892","wikidata":"https://www.wikidata.org/wiki/Q831390","display_name":"Wavelet","level":2,"score":0.4681921899318695},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4651179313659668},{"id":"https://openalex.org/C1297061","wikidata":"https://www.wikidata.org/wiki/Q4826945","display_name":"Autoregressive fractionally integrated moving average","level":4,"score":0.46277081966400146},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.4240858554840088},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.3780035972595215},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.354317843914032},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.32886528968811035},{"id":"https://openalex.org/C196216189","wikidata":"https://www.wikidata.org/wiki/Q2867","display_name":"Wavelet transform","level":3,"score":0.323219895362854},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2633834183216095},{"id":"https://openalex.org/C2986394398","wikidata":"https://www.wikidata.org/wiki/Q1805477","display_name":"Long memory","level":3,"score":0.2541324198246002},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2265230417251587},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.17525652050971985},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.1424298882484436},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.059139758348464966},{"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/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}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-030-70713-2_29","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-70713-2_29","pdf_url":null,"source":{"id":"https://openalex.org/S4210216571","display_name":"Lecture notes on data engineering and communications technologies","issn_l":"2367-4512","issn":["2367-4512","2367-4520"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes on Data Engineering and Communications Technologies","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W2140991832","https://openalex.org/W2612802232","https://openalex.org/W2624385633","https://openalex.org/W2770642383","https://openalex.org/W2784381726","https://openalex.org/W2799178524","https://openalex.org/W2891929938","https://openalex.org/W2901106762","https://openalex.org/W2944516928","https://openalex.org/W3014278717"],"related_works":["https://openalex.org/W2352758114","https://openalex.org/W70209806","https://openalex.org/W1723168584","https://openalex.org/W1851998939","https://openalex.org/W2387831148","https://openalex.org/W3091744993","https://openalex.org/W99895097","https://openalex.org/W4386874234","https://openalex.org/W2011428406","https://openalex.org/W2972076146"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
