{"id":"https://openalex.org/W4382519304","doi":"https://doi.org/10.1007/978-3-031-36805-9_22","title":"An Empirical Study on the Effectiveness of Bi-LSTM-Based Industry Rotation Strategies in Thai Equity Portfolios","display_name":"An Empirical Study on the Effectiveness of Bi-LSTM-Based Industry Rotation Strategies in Thai Equity Portfolios","publication_year":2023,"publication_date":"2023-01-01","ids":{"openalex":"https://openalex.org/W4382519304","doi":"https://doi.org/10.1007/978-3-031-36805-9_22"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-031-36805-9_22","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-031-36805-9_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":"book-chapter","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/A5049297573","display_name":"Thanason Eiamyingsakul","orcid":"https://orcid.org/0009-0007-0391-1319"},"institutions":[{"id":"https://openalex.org/I60837268","display_name":"King Mongkut's University of Technology Thonburi","ror":"https://ror.org/0057ax056","country_code":"TH","type":"education","lineage":["https://openalex.org/I60837268"]}],"countries":["TH"],"is_corresponding":true,"raw_author_name":"Thanason Eiamyingsakul","raw_affiliation_strings":["Department of Computer Engineering, Faculty of Engineering, King Mongkut\u2019s University of Technology Thonburi, Bangkok, Thailand","Department of Computer Engineering, Faculty of Engineering, King Mongkut's University of Technology Thonburi, Bangkok, Thailand"],"affiliations":[{"raw_affiliation_string":"Department of Computer Engineering, Faculty of Engineering, King Mongkut\u2019s University of Technology Thonburi, Bangkok, Thailand","institution_ids":["https://openalex.org/I60837268"]},{"raw_affiliation_string":"Department of Computer Engineering, Faculty of Engineering, King Mongkut's University of Technology Thonburi, Bangkok, Thailand","institution_ids":["https://openalex.org/I60837268"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5027742020","display_name":"Sansiri Tarnpradab","orcid":"https://orcid.org/0000-0003-2145-9542"},"institutions":[{"id":"https://openalex.org/I60837268","display_name":"King Mongkut's University of Technology Thonburi","ror":"https://ror.org/0057ax056","country_code":"TH","type":"education","lineage":["https://openalex.org/I60837268"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Sansiri Tarnpradab","raw_affiliation_strings":["Department of Computer Engineering, Faculty of Engineering, King Mongkut\u2019s University of Technology Thonburi, Bangkok, Thailand","Department of Computer Engineering, Faculty of Engineering, King Mongkut's University of Technology Thonburi, Bangkok, Thailand"],"affiliations":[{"raw_affiliation_string":"Department of Computer Engineering, Faculty of Engineering, King Mongkut\u2019s University of Technology Thonburi, Bangkok, Thailand","institution_ids":["https://openalex.org/I60837268"]},{"raw_affiliation_string":"Department of Computer Engineering, Faculty of Engineering, King Mongkut's University of Technology Thonburi, Bangkok, Thailand","institution_ids":["https://openalex.org/I60837268"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5011280199","display_name":"Unchalisa Taetragool","orcid":"https://orcid.org/0000-0002-1844-3518"},"institutions":[{"id":"https://openalex.org/I60837268","display_name":"King Mongkut's University of Technology Thonburi","ror":"https://ror.org/0057ax056","country_code":"TH","type":"education","lineage":["https://openalex.org/I60837268"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Unchalisa Taetragool","raw_affiliation_strings":["Department of Computer Engineering, Faculty of Engineering, King Mongkut\u2019s University of Technology Thonburi, Bangkok, Thailand","Department of Computer Engineering, Faculty of Engineering, King Mongkut's University of Technology Thonburi, Bangkok, Thailand"],"affiliations":[{"raw_affiliation_string":"Department of Computer Engineering, Faculty of Engineering, King Mongkut\u2019s University of Technology Thonburi, Bangkok, Thailand","institution_ids":["https://openalex.org/I60837268"]},{"raw_affiliation_string":"Department of Computer Engineering, Faculty of Engineering, King Mongkut's University of Technology Thonburi, Bangkok, Thailand","institution_ids":["https://openalex.org/I60837268"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5049297573"],"corresponding_institution_ids":["https://openalex.org/I60837268"],"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":0.28480243,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"322","last_page":"333"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9977999925613403,"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"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9977999925613403,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.9944000244140625,"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/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9890999794006348,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and 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/sharpe-ratio","display_name":"Sharpe ratio","score":0.9171849489212036},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.7625924348831177},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.7206546068191528},{"id":"https://openalex.org/keywords/asset-allocation","display_name":"Asset allocation","score":0.651192843914032},{"id":"https://openalex.org/keywords/rate-of-return-on-a-portfolio","display_name":"Rate of return on a portfolio","score":0.5507203936576843},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.541928768157959},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5247970819473267},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.4575961232185364},{"id":"https://openalex.org/keywords/equity","display_name":"Equity (law)","score":0.44404393434524536},{"id":"https://openalex.org/keywords/expected-return","display_name":"Expected return","score":0.4100069999694824},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.33219826221466064},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.32095348834991455}],"concepts":[{"id":"https://openalex.org/C139938925","wikidata":"https://www.wikidata.org/wiki/Q1501898","display_name":"Sharpe ratio","level":3,"score":0.9171849489212036},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7625924348831177},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.7206546068191528},{"id":"https://openalex.org/C139819358","wikidata":"https://www.wikidata.org/wiki/Q462748","display_name":"Asset allocation","level":3,"score":0.651192843914032},{"id":"https://openalex.org/C104946779","wikidata":"https://www.wikidata.org/wiki/Q7295542","display_name":"Rate of return on a portfolio","level":4,"score":0.5507203936576843},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.541928768157959},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5247970819473267},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.4575961232185364},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.44404393434524536},{"id":"https://openalex.org/C154611145","wikidata":"https://www.wikidata.org/wiki/Q4331879","display_name":"Expected return","level":3,"score":0.4100069999694824},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.33219826221466064},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.32095348834991455},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","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":1,"locations":[{"id":"doi:10.1007/978-3-031-36805-9_22","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-031-36805-9_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":[{"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9","score":0.46000000834465027}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":7,"referenced_works":["https://openalex.org/W1971632700","https://openalex.org/W2166380322","https://openalex.org/W2476816650","https://openalex.org/W2535730850","https://openalex.org/W2996608372","https://openalex.org/W3032048943","https://openalex.org/W3081156433"],"related_works":["https://openalex.org/W3173433198","https://openalex.org/W4290972973","https://openalex.org/W4386641461","https://openalex.org/W2151303070","https://openalex.org/W4240764831","https://openalex.org/W2562692917","https://openalex.org/W2221832056","https://openalex.org/W3091939582","https://openalex.org/W3012374291","https://openalex.org/W1500112420"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
