{"id":"https://openalex.org/W1600014635","doi":"https://doi.org/10.1007/978-3-540-28651-6_118","title":"Stock Trading by Modelling Price Trend with Dynamic Bayesian Networks","display_name":"Stock Trading by Modelling Price Trend with Dynamic Bayesian Networks","publication_year":2004,"publication_date":"2004-01-01","ids":{"openalex":"https://openalex.org/W1600014635","doi":"https://doi.org/10.1007/978-3-540-28651-6_118","mag":"1600014635"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-540-28651-6_118","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-28651-6_118","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/A5067188904","display_name":"O Jangmin","orcid":null},"institutions":[{"id":"https://openalex.org/I139264467","display_name":"Seoul National University","ror":"https://ror.org/04h9pn542","country_code":"KR","type":"education","lineage":["https://openalex.org/I139264467"]}],"countries":["KR"],"is_corresponding":true,"raw_author_name":"O Jangmin","raw_affiliation_strings":["School of Computer Science and Engineering, Seoul National University, Seoul, Korea","Seoul National Univ"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Engineering, Seoul National University, Seoul, Korea","institution_ids":["https://openalex.org/I139264467"]},{"raw_affiliation_string":"Seoul National Univ","institution_ids":["https://openalex.org/I139264467"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100330921","display_name":"Jae Won Lee","orcid":"https://orcid.org/0000-0002-3718-2704"},"institutions":[{"id":"https://openalex.org/I165677929","display_name":"Sungshin Women's University","ror":"https://ror.org/0500xzf72","country_code":"KR","type":"education","lineage":["https://openalex.org/I165677929"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Jae Won Lee","raw_affiliation_strings":["School of Computer Science and Engineering, Sungshin Women\u2019s University, Seoul, Korea","Sungshin Women\u2019s University"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Engineering, Sungshin Women\u2019s University, Seoul, Korea","institution_ids":["https://openalex.org/I165677929"]},{"raw_affiliation_string":"Sungshin Women\u2019s University","institution_ids":["https://openalex.org/I165677929"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5019881079","display_name":"Sung-Bae Park","orcid":"https://orcid.org/0000-0001-5606-7835"},"institutions":[{"id":"https://openalex.org/I139264467","display_name":"Seoul National University","ror":"https://ror.org/04h9pn542","country_code":"KR","type":"education","lineage":["https://openalex.org/I139264467"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Sung-Bae Park","raw_affiliation_strings":["School of Computer Science and Engineering, Seoul National University, Seoul, Korea","Seoul National Univ"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Engineering, Seoul National University, Seoul, Korea","institution_ids":["https://openalex.org/I139264467"]},{"raw_affiliation_string":"Seoul National Univ","institution_ids":["https://openalex.org/I139264467"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5107826037","display_name":"Byoung\u2010Tak Zhang","orcid":null},"institutions":[{"id":"https://openalex.org/I139264467","display_name":"Seoul National University","ror":"https://ror.org/04h9pn542","country_code":"KR","type":"education","lineage":["https://openalex.org/I139264467"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Byoung-Tak Zhang","raw_affiliation_strings":["School of Computer Science and Engineering, Seoul National University, Seoul, Korea","Seoul National Univ"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Engineering, Seoul National University, Seoul, Korea","institution_ids":["https://openalex.org/I139264467"]},{"raw_affiliation_string":"Seoul National Univ","institution_ids":["https://openalex.org/I139264467"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5067188904"],"corresponding_institution_ids":["https://openalex.org/I139264467"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":16,"citation_normalized_percentile":{"value":0.11540169,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"794","last_page":"799"},"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9973999857902527,"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.9926999807357788,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6854670643806458},{"id":"https://openalex.org/keywords/hidden-markov-model","display_name":"Hidden Markov model","score":0.6435045599937439},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.5646447539329529},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5586980581283569},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5555183291435242},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.508143424987793},{"id":"https://openalex.org/keywords/technical-analysis","display_name":"Technical analysis","score":0.46317675709724426},{"id":"https://openalex.org/keywords/stock-price","display_name":"Stock price","score":0.45136451721191406},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.44858455657958984},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.44665876030921936},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.4321219027042389},{"id":"https://openalex.org/keywords/bayesian-network","display_name":"Bayesian network","score":0.4150678813457489},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.37156543135643005},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.31056636571884155},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.2978776693344116},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2814403176307678},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.13882407546043396},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.1152048408985138},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.099724680185318},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.07730448246002197}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6854670643806458},{"id":"https://openalex.org/C23224414","wikidata":"https://www.wikidata.org/wiki/Q176769","display_name":"Hidden Markov model","level":2,"score":0.6435045599937439},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.5646447539329529},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5586980581283569},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5555183291435242},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.508143424987793},{"id":"https://openalex.org/C117245426","wikidata":"https://www.wikidata.org/wiki/Q235038","display_name":"Technical analysis","level":2,"score":0.46317675709724426},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.45136451721191406},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.44858455657958984},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.44665876030921936},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.4321219027042389},{"id":"https://openalex.org/C33724603","wikidata":"https://www.wikidata.org/wiki/Q812540","display_name":"Bayesian network","level":2,"score":0.4150678813457489},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.37156543135643005},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.31056636571884155},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.2978776693344116},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2814403176307678},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.13882407546043396},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.1152048408985138},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.099724680185318},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.07730448246002197},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-540-28651-6_118","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-28651-6_118","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":[{"id":"https://openalex.org/F4320321292","display_name":"Seoul National University","ror":"https://ror.org/04h9pn542"},{"id":"https://openalex.org/F4320327953","display_name":"Ministry of Education and Human Resources Development","ror":null}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":5,"referenced_works":["https://openalex.org/W1508947067","https://openalex.org/W1636244751","https://openalex.org/W2089556049","https://openalex.org/W2146143523","https://openalex.org/W3106798976"],"related_works":["https://openalex.org/W3154480698","https://openalex.org/W2942345991","https://openalex.org/W4288095971","https://openalex.org/W880995879","https://openalex.org/W4285342199","https://openalex.org/W3165885989","https://openalex.org/W2759772657","https://openalex.org/W3165242709","https://openalex.org/W4366124061","https://openalex.org/W2947703542"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":3},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
