{"id":"https://openalex.org/W2147067777","doi":"https://doi.org/10.1007/978-3-540-77477-8_11","title":"On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series?","display_name":"On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series?","publication_year":2008,"publication_date":"2008-01-01","ids":{"openalex":"https://openalex.org/W2147067777","doi":"https://doi.org/10.1007/978-3-540-77477-8_11","mag":"2147067777"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-540-77477-8_11","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-77477-8_11","pdf_url":null,"source":{"id":"https://openalex.org/S2764461748","display_name":"Studies in computational intelligence","issn_l":"1860-949X","issn":["1860-949X","1860-9503"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Computational Intelligence","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://inria.hal.science/inria-00192350","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5068542032","display_name":"Nicolas Navet","orcid":"https://orcid.org/0000-0002-6417-358X"},"institutions":[{"id":"https://openalex.org/I4210121838","display_name":"Laboratoire Lorrain de Recherche en Informatique et ses Applications","ror":"https://ror.org/02vnf0c38","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I1326498283","https://openalex.org/I277688954","https://openalex.org/I4210107720","https://openalex.org/I4210121838","https://openalex.org/I4210159245","https://openalex.org/I90183372"]},{"id":"https://openalex.org/I87354575","display_name":"National Chengchi University","ror":"https://ror.org/03rqk8h36","country_code":"TW","type":"education","lineage":["https://openalex.org/I87354575"]},{"id":"https://openalex.org/I1326498283","display_name":"Institut national de recherche en informatique et en automatique","ror":"https://ror.org/02kvxyf05","country_code":"FR","type":"funder","lineage":["https://openalex.org/I1326498283"]}],"countries":["FR","TW"],"is_corresponding":true,"raw_author_name":"Nicolas Navet","raw_affiliation_strings":["AI-ECON Research Center, Department of Economics, National Chengchi University, Taipei, Taiwan","INRIA Lorraine, Vandoeuvre, France","INRIA Lorraine","National Chengchi University"],"affiliations":[{"raw_affiliation_string":"AI-ECON Research Center, Department of Economics, National Chengchi University, Taipei, Taiwan","institution_ids":["https://openalex.org/I87354575"]},{"raw_affiliation_string":"INRIA Lorraine, Vandoeuvre, France","institution_ids":["https://openalex.org/I4210121838","https://openalex.org/I1326498283"]},{"raw_affiliation_string":"INRIA Lorraine","institution_ids":["https://openalex.org/I4210121838","https://openalex.org/I1326498283"]},{"raw_affiliation_string":"National Chengchi University","institution_ids":["https://openalex.org/I87354575"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5079473592","display_name":"Shu\u2010Heng Chen","orcid":"https://orcid.org/0000-0003-4584-7646"},"institutions":[{"id":"https://openalex.org/I1326498283","display_name":"Institut national de recherche en informatique et en automatique","ror":"https://ror.org/02kvxyf05","country_code":"FR","type":"funder","lineage":["https://openalex.org/I1326498283"]},{"id":"https://openalex.org/I4210121838","display_name":"Laboratoire Lorrain de Recherche en Informatique et ses Applications","ror":"https://ror.org/02vnf0c38","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I1326498283","https://openalex.org/I277688954","https://openalex.org/I4210107720","https://openalex.org/I4210121838","https://openalex.org/I4210159245","https://openalex.org/I90183372"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Shu-Heng Chen","raw_affiliation_strings":["INRIA Lorraine, Vandoeuvre, France","Inria-Lorraine#TAB#"],"affiliations":[{"raw_affiliation_string":"INRIA Lorraine, Vandoeuvre, France","institution_ids":["https://openalex.org/I4210121838","https://openalex.org/I1326498283"]},{"raw_affiliation_string":"Inria-Lorraine#TAB#","institution_ids":["https://openalex.org/I1326498283"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5068542032"],"corresponding_institution_ids":["https://openalex.org/I1326498283","https://openalex.org/I4210121838","https://openalex.org/I87354575"],"apc_list":null,"apc_paid":null,"fwci":3.9486,"has_fulltext":false,"cited_by_count":32,"citation_normalized_percentile":{"value":0.9560434,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"197","last_page":"210"},"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":0.9973999857902527,"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":0.9973999857902527,"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/T11975","display_name":"Evolutionary Algorithms and Applications","score":0.996399998664856,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.991100013256073,"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/predictability","display_name":"Predictability","score":0.8713971972465515},{"id":"https://openalex.org/keywords/genetic-programming","display_name":"Genetic programming","score":0.6831485033035278},{"id":"https://openalex.org/keywords/profitability-index","display_name":"Profitability index","score":0.5302500128746033},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.49456021189689636},{"id":"https://openalex.org/keywords/stock-trading","display_name":"Stock trading","score":0.4885891377925873},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.4721565246582031},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4710307717323303},{"id":"https://openalex.org/keywords/entropy","display_name":"Entropy (arrow of time)","score":0.46597692370414734},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.42809680104255676},{"id":"https://openalex.org/keywords/transfer-entropy","display_name":"Transfer entropy","score":0.4222545325756073},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.4194689095020294},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2941797375679016},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.26798585057258606},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.2520960569381714},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.23721012473106384},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.22794294357299805},{"id":"https://openalex.org/keywords/principle-of-maximum-entropy","display_name":"Principle of maximum entropy","score":0.21236693859100342},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.20021340250968933},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.1864616572856903}],"concepts":[{"id":"https://openalex.org/C197640229","wikidata":"https://www.wikidata.org/wiki/Q2534066","display_name":"Predictability","level":2,"score":0.8713971972465515},{"id":"https://openalex.org/C110332635","wikidata":"https://www.wikidata.org/wiki/Q629498","display_name":"Genetic programming","level":2,"score":0.6831485033035278},{"id":"https://openalex.org/C129361004","wikidata":"https://www.wikidata.org/wiki/Q2470236","display_name":"Profitability index","level":2,"score":0.5302500128746033},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.49456021189689636},{"id":"https://openalex.org/C2989233474","wikidata":"https://www.wikidata.org/wiki/Q7831917","display_name":"Stock trading","level":4,"score":0.4885891377925873},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.4721565246582031},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4710307717323303},{"id":"https://openalex.org/C106301342","wikidata":"https://www.wikidata.org/wiki/Q4117933","display_name":"Entropy (arrow of time)","level":2,"score":0.46597692370414734},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.42809680104255676},{"id":"https://openalex.org/C182049051","wikidata":"https://www.wikidata.org/wiki/Q17147155","display_name":"Transfer entropy","level":3,"score":0.4222545325756073},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.4194689095020294},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2941797375679016},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.26798585057258606},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.2520960569381714},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.23721012473106384},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.22794294357299805},{"id":"https://openalex.org/C9679016","wikidata":"https://www.wikidata.org/wiki/Q1417473","display_name":"Principle of maximum entropy","level":2,"score":0.21236693859100342},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.20021340250968933},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1864616572856903},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"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/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}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/978-3-540-77477-8_11","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-77477-8_11","pdf_url":null,"source":{"id":"https://openalex.org/S2764461748","display_name":"Studies in computational intelligence","issn_l":"1860-949X","issn":["1860-949X","1860-9503"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Computational Intelligence","raw_type":"book-chapter"},{"id":"pmh:oai:HAL:inria-00192350v1","is_oa":true,"landing_page_url":"https://inria.hal.science/inria-00192350","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"T. Brabazon and M. O'Neill. Natural Computing in Computational Finance, 100, Springer, 2008, Studies in Computational Intelligence, 978-3-540-77476-1","raw_type":"Book sections"}],"best_oa_location":{"id":"pmh:oai:HAL:inria-00192350v1","is_oa":true,"landing_page_url":"https://inria.hal.science/inria-00192350","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"T. Brabazon and M. O'Neill. Natural Computing in Computational Finance, 100, Springer, 2008, Studies in Computational Intelligence, 978-3-540-77476-1","raw_type":"Book sections"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W1507259579","https://openalex.org/W1515412672","https://openalex.org/W1518153410","https://openalex.org/W1545341178","https://openalex.org/W1567097673","https://openalex.org/W1604816415","https://openalex.org/W1972853378","https://openalex.org/W1985556836","https://openalex.org/W1992859706","https://openalex.org/W1993588719","https://openalex.org/W2002685209","https://openalex.org/W2029401646","https://openalex.org/W2029807956","https://openalex.org/W2040285673","https://openalex.org/W2058727381","https://openalex.org/W2060590556","https://openalex.org/W2102985846","https://openalex.org/W2104955455","https://openalex.org/W2119651658","https://openalex.org/W2149214223","https://openalex.org/W2151176735","https://openalex.org/W2163294786","https://openalex.org/W2197095869"],"related_works":["https://openalex.org/W4294956096","https://openalex.org/W4311922785","https://openalex.org/W1539451658","https://openalex.org/W4313491999","https://openalex.org/W4286702726","https://openalex.org/W2045187328","https://openalex.org/W1510124424","https://openalex.org/W1510453205","https://openalex.org/W78115955","https://openalex.org/W3175255688"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":6},{"year":2014,"cited_by_count":6},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":3}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}