{"id":"https://openalex.org/W2762679783","doi":"https://doi.org/10.1007/978-3-319-68759-9_59","title":"Evolving Directional Changes Trading Strategies with a New Event-Based Indicator","display_name":"Evolving Directional Changes Trading Strategies with a New Event-Based Indicator","publication_year":2017,"publication_date":"2017-01-01","ids":{"openalex":"https://openalex.org/W2762679783","doi":"https://doi.org/10.1007/978-3-319-68759-9_59","mag":"2762679783"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-68759-9_59","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-68759-9_59","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":true,"oa_status":"green","oa_url":"https://kar.kent.ac.uk/62608/1/SEAL2017.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5087235995","display_name":"Michael Kampouridis","orcid":"https://orcid.org/0000-0003-0047-7565"},"institutions":[{"id":"https://openalex.org/I167056439","display_name":"Medway School of Pharmacy","ror":"https://ror.org/00fa9v295","country_code":"GB","type":"education","lineage":["https://openalex.org/I167056439"]},{"id":"https://openalex.org/I20581793","display_name":"University of Kent","ror":"https://ror.org/00xkeyj56","country_code":"GB","type":"education","lineage":["https://openalex.org/I20581793"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Michael Kampouridis","raw_affiliation_strings":["School of Computing, University of Kent, Medway, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computing, University of Kent, Medway, UK","institution_ids":["https://openalex.org/I167056439","https://openalex.org/I20581793"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5087337150","display_name":"Adesola Adegboye","orcid":"https://orcid.org/0000-0002-4698-8849"},"institutions":[{"id":"https://openalex.org/I20581793","display_name":"University of Kent","ror":"https://ror.org/00xkeyj56","country_code":"GB","type":"education","lineage":["https://openalex.org/I20581793"]},{"id":"https://openalex.org/I167056439","display_name":"Medway School of Pharmacy","ror":"https://ror.org/00fa9v295","country_code":"GB","type":"education","lineage":["https://openalex.org/I167056439"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Adesola Adegboye","raw_affiliation_strings":["School of Computing, University of Kent, Medway, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computing, University of Kent, Medway, UK","institution_ids":["https://openalex.org/I167056439","https://openalex.org/I20581793"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5003424762","display_name":"Colin G. Johnson","orcid":"https://orcid.org/0000-0002-9236-6581"},"institutions":[{"id":"https://openalex.org/I167056439","display_name":"Medway School of Pharmacy","ror":"https://ror.org/00fa9v295","country_code":"GB","type":"education","lineage":["https://openalex.org/I167056439"]},{"id":"https://openalex.org/I20581793","display_name":"University of Kent","ror":"https://ror.org/00xkeyj56","country_code":"GB","type":"education","lineage":["https://openalex.org/I20581793"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Colin Johnson","raw_affiliation_strings":["School of Computing, University of Kent, Medway, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computing, University of Kent, Medway, UK","institution_ids":["https://openalex.org/I167056439","https://openalex.org/I20581793"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5087235995"],"corresponding_institution_ids":["https://openalex.org/I167056439","https://openalex.org/I20581793"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":6.928,"has_fulltext":true,"cited_by_count":7,"citation_normalized_percentile":{"value":0.96713993,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"727","last_page":"738"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9987000226974487,"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"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9987000226974487,"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"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9940999746322632,"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":0.978600025177002,"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/timeline","display_name":"Timeline","score":0.8127142190933228},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7689162492752075},{"id":"https://openalex.org/keywords/duration","display_name":"Duration (music)","score":0.7129724025726318},{"id":"https://openalex.org/keywords/event","display_name":"Event (particle physics)","score":0.636090874671936},{"id":"https://openalex.org/keywords/currency","display_name":"Currency","score":0.6347358822822571},{"id":"https://openalex.org/keywords/overshoot","display_name":"Overshoot (microwave communication)","score":0.591897189617157},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.5140548944473267},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.4989910125732422},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3928655982017517},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.3863254189491272},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3847915828227997},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3232843279838562},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.18491464853286743},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.12392708659172058},{"id":"https://openalex.org/keywords/telecommunications","display_name":"Telecommunications","score":0.08478349447250366},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.08228367567062378}],"concepts":[{"id":"https://openalex.org/C4438859","wikidata":"https://www.wikidata.org/wiki/Q186117","display_name":"Timeline","level":2,"score":0.8127142190933228},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7689162492752075},{"id":"https://openalex.org/C112758219","wikidata":"https://www.wikidata.org/wiki/Q16038819","display_name":"Duration (music)","level":2,"score":0.7129724025726318},{"id":"https://openalex.org/C2779662365","wikidata":"https://www.wikidata.org/wiki/Q5416694","display_name":"Event (particle physics)","level":2,"score":0.636090874671936},{"id":"https://openalex.org/C141121606","wikidata":"https://www.wikidata.org/wiki/Q8142","display_name":"Currency","level":2,"score":0.6347358822822571},{"id":"https://openalex.org/C2780323453","wikidata":"https://www.wikidata.org/wiki/Q7113957","display_name":"Overshoot (microwave communication)","level":2,"score":0.591897189617157},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.5140548944473267},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.4989910125732422},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3928655982017517},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.3863254189491272},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3847915828227997},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3232843279838562},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.18491464853286743},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.12392708659172058},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.08478349447250366},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.08228367567062378},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C142362112","wikidata":"https://www.wikidata.org/wiki/Q735","display_name":"Art","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C124952713","wikidata":"https://www.wikidata.org/wiki/Q8242","display_name":"Literature","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/978-3-319-68759-9_59","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-68759-9_59","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:kar.kent.ac.uk:62608","is_oa":true,"landing_page_url":"https://doi.org/10.1007/978-3-319-68759-9_59>)","pdf_url":"https://kar.kent.ac.uk/62608/1/SEAL2017.pdf","source":{"id":"https://openalex.org/S4377196264","display_name":"Kent Academic Repository (University of Kent)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I20581793","host_organization_name":"University of Kent","host_organization_lineage":["https://openalex.org/I20581793"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"PeerReviewed"}],"best_oa_location":{"id":"pmh:oai:kar.kent.ac.uk:62608","is_oa":true,"landing_page_url":"https://doi.org/10.1007/978-3-319-68759-9_59>)","pdf_url":"https://kar.kent.ac.uk/62608/1/SEAL2017.pdf","source":{"id":"https://openalex.org/S4377196264","display_name":"Kent Academic Repository (University of Kent)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I20581793","host_organization_name":"University of Kent","host_organization_lineage":["https://openalex.org/I20581793"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"PeerReviewed"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2762679783.pdf","grobid_xml":"https://content.openalex.org/works/W2762679783.grobid-xml"},"referenced_works_count":21,"referenced_works":["https://openalex.org/W842098112","https://openalex.org/W1576818901","https://openalex.org/W1580726671","https://openalex.org/W1594104973","https://openalex.org/W1969306056","https://openalex.org/W1974491719","https://openalex.org/W1982474703","https://openalex.org/W1988849838","https://openalex.org/W2050803932","https://openalex.org/W2107563458","https://openalex.org/W2141119792","https://openalex.org/W2158408140","https://openalex.org/W2164092355","https://openalex.org/W2401276602","https://openalex.org/W2417272239","https://openalex.org/W2490051550","https://openalex.org/W2565473312","https://openalex.org/W2588548232","https://openalex.org/W2588955924","https://openalex.org/W3121241692","https://openalex.org/W4399591511"],"related_works":["https://openalex.org/W1858249912","https://openalex.org/W2114034199","https://openalex.org/W2317428717","https://openalex.org/W2734259032","https://openalex.org/W4385261515","https://openalex.org/W3094038556","https://openalex.org/W4296345146","https://openalex.org/W2014772881","https://openalex.org/W4254228154","https://openalex.org/W3049477255"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":1}],"updated_date":"2026-05-01T08:36:08.643496","created_date":"2025-10-10T00:00:00"}