{"id":"https://openalex.org/W1597918861","doi":"https://doi.org/10.1007/978-3-642-02962-2_23","title":"Forecasting Change Directions for Financial Time Series Using Hidden Markov Model","display_name":"Forecasting Change Directions for Financial Time Series Using Hidden Markov Model","publication_year":2009,"publication_date":"2009-01-01","ids":{"openalex":"https://openalex.org/W1597918861","doi":"https://doi.org/10.1007/978-3-642-02962-2_23","mag":"1597918861"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-02962-2_23","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-02962-2_23","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/A5100681614","display_name":"Sangho Park","orcid":"https://orcid.org/0000-0002-6046-7425"},"institutions":[{"id":"https://openalex.org/I191879574","display_name":"Inha University","ror":"https://ror.org/01easw929","country_code":"KR","type":"education","lineage":["https://openalex.org/I191879574"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Sang-Ho Park","raw_affiliation_strings":["Dept. of Computer& Information Engineering, Inha University, Nam-gu, Incheon, 402-751, South Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dept. of Computer& Information Engineering, Inha University, Nam-gu, Incheon, 402-751, South Korea","institution_ids":["https://openalex.org/I191879574"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101759745","display_name":"Ju-Hong Lee","orcid":"https://orcid.org/0000-0003-3141-6917"},"institutions":[{"id":"https://openalex.org/I191879574","display_name":"Inha University","ror":"https://ror.org/01easw929","country_code":"KR","type":"education","lineage":["https://openalex.org/I191879574"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Ju-Hong Lee","raw_affiliation_strings":["Dept. of Computer& Information Engineering, Inha University, Nam-gu, Incheon, 402-751, South Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dept. of Computer& Information Engineering, Inha University, Nam-gu, Incheon, 402-751, South Korea","institution_ids":["https://openalex.org/I191879574"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5087628716","display_name":"Jae-Won Song","orcid":"https://orcid.org/0000-0002-3530-0623"},"institutions":[{"id":"https://openalex.org/I191879574","display_name":"Inha University","ror":"https://ror.org/01easw929","country_code":"KR","type":"education","lineage":["https://openalex.org/I191879574"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Jae-Won Song","raw_affiliation_strings":["Dept. of Computer& Information Engineering, Inha University, Nam-gu, Incheon, 402-751, South Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dept. of Computer& Information Engineering, Inha University, Nam-gu, Incheon, 402-751, South Korea","institution_ids":["https://openalex.org/I191879574"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5080591571","display_name":"Tae-Su Park","orcid":null},"institutions":[{"id":"https://openalex.org/I191879574","display_name":"Inha University","ror":"https://ror.org/01easw929","country_code":"KR","type":"education","lineage":["https://openalex.org/I191879574"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Tae-Su Park","raw_affiliation_strings":["Dept. of Computer& Information Engineering, Inha University, Nam-gu, Incheon, 402-751, South Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dept. of Computer& Information Engineering, Inha University, Nam-gu, Incheon, 402-751, South Korea","institution_ids":["https://openalex.org/I191879574"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":1.4656,"has_fulltext":false,"cited_by_count":28,"citation_normalized_percentile":{"value":0.84378265,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"184","last_page":"191"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9991000294685364,"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":0.9991000294685364,"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":0.9968000054359436,"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"}},{"id":"https://openalex.org/T13083","display_name":"Advanced Text Analysis Techniques","score":0.9879000186920166,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7224090099334717},{"id":"https://openalex.org/keywords/hidden-markov-model","display_name":"Hidden Markov model","score":0.7132010459899902},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.6091729402542114},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.5337238311767578},{"id":"https://openalex.org/keywords/closing","display_name":"Closing (real estate)","score":0.48185834288597107},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4773271679878235},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4642565846443176},{"id":"https://openalex.org/keywords/train","display_name":"Train","score":0.45938944816589355},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.4533679783344269},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.43945860862731934},{"id":"https://openalex.org/keywords/stock-price","display_name":"Stock price","score":0.41619521379470825},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.31102454662323},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.2091333270072937},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.12750619649887085},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.12690293788909912}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7224090099334717},{"id":"https://openalex.org/C23224414","wikidata":"https://www.wikidata.org/wiki/Q176769","display_name":"Hidden Markov model","level":2,"score":0.7132010459899902},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6091729402542114},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5337238311767578},{"id":"https://openalex.org/C2778775528","wikidata":"https://www.wikidata.org/wiki/Q5135432","display_name":"Closing (real estate)","level":2,"score":0.48185834288597107},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4773271679878235},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4642565846443176},{"id":"https://openalex.org/C190839683","wikidata":"https://www.wikidata.org/wiki/Q2448197","display_name":"Train","level":2,"score":0.45938944816589355},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.4533679783344269},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.43945860862731934},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.41619521379470825},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.31102454662323},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.2091333270072937},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.12750619649887085},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.12690293788909912},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0},{"id":"https://openalex.org/C58640448","wikidata":"https://www.wikidata.org/wiki/Q42515","display_name":"Cartography","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/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"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":1,"locations":[{"id":"doi:10.1007/978-3-642-02962-2_23","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-02962-2_23","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":10,"referenced_works":["https://openalex.org/W1532896428","https://openalex.org/W1581560129","https://openalex.org/W2012079387","https://openalex.org/W2112351417","https://openalex.org/W2131773668","https://openalex.org/W2133462743","https://openalex.org/W2169533279","https://openalex.org/W2172073485","https://openalex.org/W2785668606","https://openalex.org/W4231546411"],"related_works":["https://openalex.org/W618248309","https://openalex.org/W2116422677","https://openalex.org/W2377336366","https://openalex.org/W2517007886","https://openalex.org/W2383994331","https://openalex.org/W1522019333","https://openalex.org/W1568097102","https://openalex.org/W278047738","https://openalex.org/W4390419160","https://openalex.org/W1601203902"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":2},{"year":2020,"cited_by_count":3},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}