{"id":"https://openalex.org/W2557029945","doi":"https://doi.org/10.1007/978-3-319-48357-3_17","title":"Predicting S&P500 Index Using Artificial Neural Network","display_name":"Predicting S&P500 Index Using Artificial Neural Network","publication_year":2016,"publication_date":"2016-01-01","ids":{"openalex":"https://openalex.org/W2557029945","doi":"https://doi.org/10.1007/978-3-319-48357-3_17","mag":"2557029945"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-48357-3_17","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-48357-3_17","pdf_url":null,"source":{"id":"https://openalex.org/S4210185096","display_name":"IFIP advances in information and communication technology","issn_l":"1868-422X","issn":["1868-422X","1868-4238"],"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":"IFIP Advances in Information and Communication Technology","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://hal.inria.fr/hal-01557817","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5061889998","display_name":"Shanghong Li","orcid":"https://orcid.org/0000-0002-3507-2501"},"institutions":[{"id":"https://openalex.org/I52158045","display_name":"China Agricultural University","ror":"https://ror.org/04v3ywz14","country_code":"CN","type":"education","lineage":["https://openalex.org/I52158045"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Shanghong Li","raw_affiliation_strings":["International College Beijing, China Agricultural University, Beijing, China"],"affiliations":[{"raw_affiliation_string":"International College Beijing, China Agricultural University, Beijing, China","institution_ids":["https://openalex.org/I52158045"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100324170","display_name":"Jiayu Zhang","orcid":"https://orcid.org/0009-0007-7658-0370"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Jiayu Zhang","raw_affiliation_strings":["Continental Capital, Beijing, China"],"affiliations":[{"raw_affiliation_string":"Continental Capital, Beijing, China","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101538920","display_name":"Yan Qi","orcid":"https://orcid.org/0000-0001-9542-5607"},"institutions":[{"id":"https://openalex.org/I52158045","display_name":"China Agricultural University","ror":"https://ror.org/04v3ywz14","country_code":"CN","type":"education","lineage":["https://openalex.org/I52158045"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yan Qi","raw_affiliation_strings":["International College Beijing, China Agricultural University, Beijing, China"],"affiliations":[{"raw_affiliation_string":"International College Beijing, China Agricultural University, Beijing, China","institution_ids":["https://openalex.org/I52158045"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5061889998"],"corresponding_institution_ids":["https://openalex.org/I52158045"],"apc_list":null,"apc_paid":null,"fwci":0.8336,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.78290441,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"173","last_page":"189"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9994999766349792,"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":0.9994999766349792,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/artificial-neural-network","display_name":"Artificial neural network","score":0.83123379945755},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.7331814169883728},{"id":"https://openalex.org/keywords/autocorrelation","display_name":"Autocorrelation","score":0.6649158596992493},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5430864691734314},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4799209535121918},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.47626349329948425},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.46866998076438904},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.4242945909500122},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.39267998933792114},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3529336750507355},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.3479825258255005},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.23999011516571045},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.18841904401779175},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.16400298476219177}],"concepts":[{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.83123379945755},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.7331814169883728},{"id":"https://openalex.org/C5297727","wikidata":"https://www.wikidata.org/wiki/Q786970","display_name":"Autocorrelation","level":2,"score":0.6649158596992493},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5430864691734314},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4799209535121918},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.47626349329948425},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.46866998076438904},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.4242945909500122},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.39267998933792114},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3529336750507355},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3479825258255005},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.23999011516571045},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.18841904401779175},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.16400298476219177},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"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":3,"locations":[{"id":"doi:10.1007/978-3-319-48357-3_17","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-48357-3_17","pdf_url":null,"source":{"id":"https://openalex.org/S4210185096","display_name":"IFIP advances in information and communication technology","issn_l":"1868-422X","issn":["1868-422X","1868-4238"],"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":"IFIP Advances in Information and Communication Technology","raw_type":"book-chapter"},{"id":"pmh:oai:HAL:hal-01557817v1","is_oa":true,"landing_page_url":"https://hal.inria.fr/hal-01557817","pdf_url":null,"source":{"id":"https://openalex.org/S4210185096","display_name":"IFIP advances in information and communication technology","issn_l":"1868-422X","issn":["1868-422X","1868-4238"],"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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IFIP Advances in Information and Communication Technology","raw_type":"info:eu-repo/semantics/conferenceObject"},{"id":"pmh:oai:HAL:hal-01557817v1","is_oa":true,"landing_page_url":"https://inria.hal.science/hal-01557817","pdf_url":null,"source":null,"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"9th International Conference on Computer and Computing Technologies in Agriculture (CCTA), Sep 2015, Beijing, China. pp.173-189, ⟨10.1007/978-3-319-48357-3_17⟩","raw_type":"Conference papers"}],"best_oa_location":{"id":"pmh:oai:HAL:hal-01557817v1","is_oa":true,"landing_page_url":"https://hal.inria.fr/hal-01557817","pdf_url":null,"source":{"id":"https://openalex.org/S4210185096","display_name":"IFIP advances in information and communication technology","issn_l":"1868-422X","issn":["1868-422X","1868-4238"],"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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IFIP Advances in Information and Communication Technology","raw_type":"info:eu-repo/semantics/conferenceObject"},"sustainable_development_goals":[{"score":0.44999998807907104,"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W1515719066","https://openalex.org/W1518279959","https://openalex.org/W1598201578","https://openalex.org/W2007785900","https://openalex.org/W2035557811","https://openalex.org/W2128475248","https://openalex.org/W2137983211","https://openalex.org/W2533272987","https://openalex.org/W4205686602","https://openalex.org/W4299422557"],"related_works":["https://openalex.org/W747394405","https://openalex.org/W1987236514","https://openalex.org/W174653542","https://openalex.org/W2058923394","https://openalex.org/W1998634868","https://openalex.org/W2622688551","https://openalex.org/W2119012848","https://openalex.org/W3146111732","https://openalex.org/W1990205660","https://openalex.org/W1550175370"],"abstract_inverted_index":{"This":[0],"paper":[1],"studies":[2],"artificial":[3],"neural":[4,33],"network":[5,34],"algorithm":[6],"as":[7],"a":[8],"means":[9],"of":[10],"modelling":[11],"and":[12,54],"forecasting":[13],"the":[14,68],"financial":[15,27,74],"market":[16,70],"data.":[17,30,46],"Such":[18],"method":[19,23],"bypasses":[20],"traditional":[21],"statistical":[22],"to":[24,40,52,65],"deal":[25],"with":[26],"time":[28,44],"series":[29,45],"A":[31,47],"recurrent":[32],"model,":[35],"Elman":[36],"network,":[37],"is":[38,50,62],"implemented":[39],"incorporate":[41],"autocorrelation":[42],"in":[43],"3-parameter":[48],"model":[49],"chosen":[51],"fit":[53],"forecast":[55],"S&P":[56],"500":[57],"index.":[58],"The":[59],"experimental":[60],"data":[61],"from":[63],"2000\u20132007,":[64],"screen":[66],"out":[67],"abnormal":[69],"environment":[71],"after":[72],"2008":[73],"crisis.":[75]},"counts_by_year":[{"year":2016,"cited_by_count":1}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}