{"id":"https://openalex.org/W2808057727","doi":"https://doi.org/10.1007/978-3-319-93701-4_31","title":"Extreme Market Prediction for Trading Signal with Deep Recurrent Neural Network","display_name":"Extreme Market Prediction for Trading Signal with Deep Recurrent Neural Network","publication_year":2018,"publication_date":"2018-01-01","ids":{"openalex":"https://openalex.org/W2808057727","doi":"https://doi.org/10.1007/978-3-319-93701-4_31","mag":"2808057727"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-93701-4_31","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-93701-4_31","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":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5077812163","display_name":"Zhichen Lu","orcid":null},"institutions":[{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"government","lineage":["https://openalex.org/I19820366"]},{"id":"https://openalex.org/I4210096250","display_name":"Beijing Institute of Big Data Research","ror":"https://ror.org/00s1sz824","country_code":"CN","type":"facility","lineage":["https://openalex.org/I20231570","https://openalex.org/I37796252","https://openalex.org/I4210096250"]},{"id":"https://openalex.org/I4210165038","display_name":"University of Chinese Academy of Sciences","ror":"https://ror.org/05qbk4x57","country_code":"CN","type":"education","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210165038"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhichen Lu","raw_affiliation_strings":["Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences, Beijing, 100190, People\u2019s Republic of China","Research Center on Fictitious Economy and Data Science, Chinese Academy of Sciences, Beijing, 100190, People\u2019s Republic of China","School of Economics and Management, University of Chinese Academy of Sciences, Beijing, 100190, People\u2019s Republic of China","Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences, Beijing, People\u2019s Republic of China","Research Center on Fictitious Economy and Data Science, Chinese Academy of Sciences, Beijing, People\u2019s Republic of China","School of Economics and Management, University of Chinese Academy of Sciences, Beijing, People\u2019s Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences, Beijing, 100190, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210096250"]},{"raw_affiliation_string":"Research Center on Fictitious Economy and Data Science, Chinese Academy of Sciences, Beijing, 100190, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210165038"]},{"raw_affiliation_string":"School of Economics and Management, University of Chinese Academy of Sciences, Beijing, 100190, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210165038"]},{"raw_affiliation_string":"Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences, Beijing, People\u2019s Republic of China","institution_ids":["https://openalex.org/I19820366","https://openalex.org/I4210096250"]},{"raw_affiliation_string":"Research Center on Fictitious Economy and Data Science, Chinese Academy of Sciences, Beijing, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210165038"]},{"raw_affiliation_string":"School of Economics and Management, University of Chinese Academy of Sciences, Beijing, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210165038"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5037076231","display_name":"Wen Long","orcid":"https://orcid.org/0000-0001-7456-5870"},"institutions":[{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"government","lineage":["https://openalex.org/I19820366"]},{"id":"https://openalex.org/I4210096250","display_name":"Beijing Institute of Big Data Research","ror":"https://ror.org/00s1sz824","country_code":"CN","type":"facility","lineage":["https://openalex.org/I20231570","https://openalex.org/I37796252","https://openalex.org/I4210096250"]},{"id":"https://openalex.org/I4210165038","display_name":"University of Chinese Academy of Sciences","ror":"https://ror.org/05qbk4x57","country_code":"CN","type":"education","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210165038"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Wen Long","raw_affiliation_strings":["Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences, Beijing, 100190, People\u2019s Republic of China","Research Center on Fictitious Economy and Data Science, Chinese Academy of Sciences, Beijing, 100190, People\u2019s Republic of China","School of Economics and Management, University of Chinese Academy of Sciences, Beijing, 100190, People\u2019s Republic of China","Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences, Beijing, People\u2019s Republic of China","Research Center on Fictitious Economy and Data Science, Chinese Academy of Sciences, Beijing, People\u2019s Republic of China","School of Economics and Management, University of Chinese Academy of Sciences, Beijing, People\u2019s Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences, Beijing, 100190, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210096250"]},{"raw_affiliation_string":"Research Center on Fictitious Economy and Data Science, Chinese Academy of Sciences, Beijing, 100190, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210165038"]},{"raw_affiliation_string":"School of Economics and Management, University of Chinese Academy of Sciences, Beijing, 100190, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210165038"]},{"raw_affiliation_string":"Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences, Beijing, People\u2019s Republic of China","institution_ids":["https://openalex.org/I19820366","https://openalex.org/I4210096250"]},{"raw_affiliation_string":"Research Center on Fictitious Economy and Data Science, Chinese Academy of Sciences, Beijing, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210165038"]},{"raw_affiliation_string":"School of Economics and Management, University of Chinese Academy of Sciences, Beijing, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210165038"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100723626","display_name":"Ying Guo","orcid":"https://orcid.org/0000-0002-6429-9297"},"institutions":[{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"government","lineage":["https://openalex.org/I19820366"]},{"id":"https://openalex.org/I4210096250","display_name":"Beijing Institute of Big Data Research","ror":"https://ror.org/00s1sz824","country_code":"CN","type":"facility","lineage":["https://openalex.org/I20231570","https://openalex.org/I37796252","https://openalex.org/I4210096250"]},{"id":"https://openalex.org/I4210165038","display_name":"University of Chinese Academy of Sciences","ror":"https://ror.org/05qbk4x57","country_code":"CN","type":"education","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210165038"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Ying Guo","raw_affiliation_strings":["Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences, Beijing, 100190, People\u2019s Republic of China","Research Center on Fictitious Economy and Data Science, Chinese Academy of Sciences, Beijing, 100190, People\u2019s Republic of China","School of Economics and Management, University of Chinese Academy of Sciences, Beijing, 100190, People\u2019s Republic of China","Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences, Beijing, People\u2019s Republic of China","Research Center on Fictitious Economy and Data Science, Chinese Academy of Sciences, Beijing, People\u2019s Republic of China","School of Economics and Management, University of Chinese Academy of Sciences, Beijing, People\u2019s Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences, Beijing, 100190, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210096250"]},{"raw_affiliation_string":"Research Center on Fictitious Economy and Data Science, Chinese Academy of Sciences, Beijing, 100190, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210165038"]},{"raw_affiliation_string":"School of Economics and Management, University of Chinese Academy of Sciences, Beijing, 100190, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210165038"]},{"raw_affiliation_string":"Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences, Beijing, People\u2019s Republic of China","institution_ids":["https://openalex.org/I19820366","https://openalex.org/I4210096250"]},{"raw_affiliation_string":"Research Center on Fictitious Economy and Data Science, Chinese Academy of Sciences, Beijing, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210165038"]},{"raw_affiliation_string":"School of Economics and Management, University of Chinese Academy of Sciences, Beijing, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210165038"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5037076231"],"corresponding_institution_ids":["https://openalex.org/I19820366","https://openalex.org/I4210096250","https://openalex.org/I4210165038"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.3332,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.52119392,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"410","last_page":"418"},"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/T10320","display_name":"Neural Networks and Applications","score":0.991599977016449,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9868000149726868,"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/recurrent-neural-network","display_name":"Recurrent neural network","score":0.7952577471733093},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7723690271377563},{"id":"https://openalex.org/keywords/deep-learning","display_name":"Deep learning","score":0.6878840923309326},{"id":"https://openalex.org/keywords/univariate","display_name":"Univariate","score":0.6745621562004089},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.6658127903938293},{"id":"https://openalex.org/keywords/profitability-index","display_name":"Profitability index","score":0.5804349780082703},{"id":"https://openalex.org/keywords/random-forest","display_name":"Random forest","score":0.5578144788742065},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.5155112743377686},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.4920465648174286},{"id":"https://openalex.org/keywords/logistic-regression","display_name":"Logistic regression","score":0.4773814082145691},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.4315771758556366},{"id":"https://openalex.org/keywords/signal","display_name":"SIGNAL (programming language)","score":0.4245005249977112},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.4243430495262146},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.34430134296417236},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.16566482186317444},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.08603107929229736}],"concepts":[{"id":"https://openalex.org/C147168706","wikidata":"https://www.wikidata.org/wiki/Q1457734","display_name":"Recurrent neural network","level":3,"score":0.7952577471733093},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7723690271377563},{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.6878840923309326},{"id":"https://openalex.org/C199163554","wikidata":"https://www.wikidata.org/wiki/Q1681619","display_name":"Univariate","level":3,"score":0.6745621562004089},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.6658127903938293},{"id":"https://openalex.org/C129361004","wikidata":"https://www.wikidata.org/wiki/Q2470236","display_name":"Profitability index","level":2,"score":0.5804349780082703},{"id":"https://openalex.org/C169258074","wikidata":"https://www.wikidata.org/wiki/Q245748","display_name":"Random forest","level":2,"score":0.5578144788742065},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.5155112743377686},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.4920465648174286},{"id":"https://openalex.org/C151956035","wikidata":"https://www.wikidata.org/wiki/Q1132755","display_name":"Logistic regression","level":2,"score":0.4773814082145691},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.4315771758556366},{"id":"https://openalex.org/C2779843651","wikidata":"https://www.wikidata.org/wiki/Q7390335","display_name":"SIGNAL (programming language)","level":2,"score":0.4245005249977112},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.4243430495262146},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.34430134296417236},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.16566482186317444},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.08603107929229736},{"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/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-319-93701-4_31","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-93701-4_31","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":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W148717042","https://openalex.org/W174502298","https://openalex.org/W179875071","https://openalex.org/W1832693441","https://openalex.org/W1836465849","https://openalex.org/W1970140636","https://openalex.org/W1986998340","https://openalex.org/W2003466743","https://openalex.org/W2011417860","https://openalex.org/W2016589492","https://openalex.org/W2095705004","https://openalex.org/W2097117768","https://openalex.org/W2120224355","https://openalex.org/W2120446174","https://openalex.org/W2137871902","https://openalex.org/W2143612262","https://openalex.org/W2163605009","https://openalex.org/W2164359548"],"related_works":["https://openalex.org/W1828158523","https://openalex.org/W3125099825","https://openalex.org/W2047547195","https://openalex.org/W25115902","https://openalex.org/W204175656","https://openalex.org/W2753408573","https://openalex.org/W4285147705","https://openalex.org/W1986338457","https://openalex.org/W2066844180","https://openalex.org/W3134489511"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2020,"cited_by_count":1}],"updated_date":"2026-08-04T08:18:43.703281","created_date":"2025-10-10T00:00:00"}
