{"id":"https://openalex.org/W2490603845","doi":"https://doi.org/10.1007/978-3-319-42297-8_40","title":"High-Frequency Trading Strategy Based on Deep Neural Networks","display_name":"High-Frequency Trading Strategy Based on Deep Neural Networks","publication_year":2016,"publication_date":"2016-01-01","ids":{"openalex":"https://openalex.org/W2490603845","doi":"https://doi.org/10.1007/978-3-319-42297-8_40","mag":"2490603845"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-42297-8_40","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-42297-8_40","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":true,"oa_status":"green","oa_url":"https://repositorio.unal.edu.co/handle/unal/76551","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5112309046","display_name":"Andr\u00e9s Ar\u00e9valo","orcid":null},"institutions":[{"id":"https://openalex.org/I36243813","display_name":"Universidad Nacional de Colombia","ror":"https://ror.org/059yx9a68","country_code":"CO","type":"education","lineage":["https://openalex.org/I36243813"]}],"countries":["CO"],"is_corresponding":true,"raw_author_name":"Andr\u00e9s Ar\u00e9valo","raw_affiliation_strings":["Universidad Nacional de Colombia, Bogot\u00e1, Colombia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universidad Nacional de Colombia, Bogot\u00e1, Colombia","institution_ids":["https://openalex.org/I36243813"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5062351366","display_name":"Jaime Ni\u00f1o","orcid":null},"institutions":[{"id":"https://openalex.org/I36243813","display_name":"Universidad Nacional de Colombia","ror":"https://ror.org/059yx9a68","country_code":"CO","type":"education","lineage":["https://openalex.org/I36243813"]}],"countries":["CO"],"is_corresponding":false,"raw_author_name":"Jaime Ni\u00f1o","raw_affiliation_strings":["Universidad Nacional de Colombia, Bogot\u00e1, Colombia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universidad Nacional de Colombia, Bogot\u00e1, Colombia","institution_ids":["https://openalex.org/I36243813"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101054458","display_name":"Germ\u00e1n Hern\u00e1ndez","orcid":null},"institutions":[{"id":"https://openalex.org/I36243813","display_name":"Universidad Nacional de Colombia","ror":"https://ror.org/059yx9a68","country_code":"CO","type":"education","lineage":["https://openalex.org/I36243813"]}],"countries":["CO"],"is_corresponding":false,"raw_author_name":"German Hern\u00e1ndez","raw_affiliation_strings":["Universidad Nacional de Colombia, Bogot\u00e1, Colombia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universidad Nacional de Colombia, Bogot\u00e1, Colombia","institution_ids":["https://openalex.org/I36243813"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101690716","display_name":"Javier Sandoval","orcid":"https://orcid.org/0000-0002-4204-1818"},"institutions":[{"id":"https://openalex.org/I59986765","display_name":"Universidad Externado de Colombia","ror":"https://ror.org/02xtwpk10","country_code":"CO","type":"education","lineage":["https://openalex.org/I59986765"]}],"countries":["CO"],"is_corresponding":false,"raw_author_name":"Javier Sandoval","raw_affiliation_strings":["Algocodex Research Institute, Universidad Externado, Bogot\u00e1, Colombia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Algocodex Research Institute, Universidad Externado, Bogot\u00e1, Colombia","institution_ids":["https://openalex.org/I59986765"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5112309046"],"corresponding_institution_ids":["https://openalex.org/I36243813"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":12.6641,"has_fulltext":false,"cited_by_count":100,"citation_normalized_percentile":{"value":0.99274924,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":100},"biblio":{"volume":null,"issue":null,"first_page":"424","last_page":"436"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9994000196456909,"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":0.9994000196456909,"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":0.9879999756813049,"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/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9805999994277954,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"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/computer-science","display_name":"Computer science","score":0.7754291296005249},{"id":"https://openalex.org/keywords/closing","display_name":"Closing (real estate)","score":0.6953523755073547},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.6121065616607666},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4055149555206299},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.33332541584968567},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1363472044467926},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.1208772361278534}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7754291296005249},{"id":"https://openalex.org/C2778775528","wikidata":"https://www.wikidata.org/wiki/Q5135432","display_name":"Closing (real estate)","level":2,"score":0.6953523755073547},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6121065616607666},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4055149555206299},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.33332541584968567},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1363472044467926},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.1208772361278534}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/978-3-319-42297-8_40","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-42297-8_40","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"},{"id":"pmh:oai:www.bdigital.unal.edu.co:73054","is_oa":false,"landing_page_url":"http://bdigital.unal.edu.co/73054/1/PhD_Thesis.pdf","pdf_url":"http://bdigital.unal.edu.co/73054/1/PhD_Thesis.pdf","source":{"id":"https://openalex.org/S4406922821","display_name":"Repositorio Institucional UN - Biblioteca Digital","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"Tesis/trabajos de grado - Thesis"},{"id":"pmh:oai:repositorio.unal.edu.co:unal/76551","is_oa":true,"landing_page_url":"https://repositorio.unal.edu.co/handle/unal/76551","pdf_url":null,"source":{"id":"https://openalex.org/S4306402641","display_name":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Cient\u00edficas)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4383465926","host_organization_name":"LA Referencia","host_organization_lineage":["https://openalex.org/I4383465926"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"reponame:Repositorio UN","raw_type":"http://purl.org/coar/resource_type/c_db06"}],"best_oa_location":{"id":"pmh:oai:repositorio.unal.edu.co:unal/76551","is_oa":true,"landing_page_url":"https://repositorio.unal.edu.co/handle/unal/76551","pdf_url":null,"source":{"id":"https://openalex.org/S4306402641","display_name":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Cient\u00edficas)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4383465926","host_organization_name":"LA Referencia","host_organization_lineage":["https://openalex.org/I4383465926"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"reponame:Repositorio UN","raw_type":"http://purl.org/coar/resource_type/c_db06"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals","score":0.5400000214576721}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W6908809","https://openalex.org/W597755430","https://openalex.org/W1515719066","https://openalex.org/W1898724844","https://openalex.org/W2018769689","https://openalex.org/W2029803196","https://openalex.org/W2059410401","https://openalex.org/W2072128103","https://openalex.org/W2076063813","https://openalex.org/W2089247440","https://openalex.org/W2117829824","https://openalex.org/W2134752891","https://openalex.org/W2136922672","https://openalex.org/W2143908786","https://openalex.org/W2489540272","https://openalex.org/W3121350493","https://openalex.org/W4231109964"],"related_works":["https://openalex.org/W2899084033","https://openalex.org/W2748952813","https://openalex.org/W2517007886","https://openalex.org/W2383994331","https://openalex.org/W1522019333","https://openalex.org/W2386387936","https://openalex.org/W4289530564","https://openalex.org/W1629725936","https://openalex.org/W2800220982","https://openalex.org/W4313398407"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":16},{"year":2023,"cited_by_count":10},{"year":2022,"cited_by_count":12},{"year":2021,"cited_by_count":18},{"year":2020,"cited_by_count":9},{"year":2019,"cited_by_count":14},{"year":2018,"cited_by_count":9},{"year":2017,"cited_by_count":5},{"year":2016,"cited_by_count":2}],"updated_date":"2026-08-11T07:18:39.950985","created_date":"2025-10-10T00:00:00"}