{"id":"https://openalex.org/W1542326161","doi":"https://doi.org/10.1007/978-3-642-13803-4_18","title":"Scalability of a Methodology for Generating Technical Trading Rules with GAPs Based on Risk-Return Adjustment and Incremental Training","display_name":"Scalability of a Methodology for Generating Technical Trading Rules with GAPs Based on Risk-Return Adjustment and Incremental Training","publication_year":2010,"publication_date":"2010-01-01","ids":{"openalex":"https://openalex.org/W1542326161","doi":"https://doi.org/10.1007/978-3-642-13803-4_18","mag":"1542326161"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-13803-4_18","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-13803-4_18","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":"http://hdl.handle.net/10651/8407","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"E. A. de la Cal","orcid":null},"institutions":[{"id":"https://openalex.org/I165339363","display_name":"Universidad de Oviedo","ror":"https://ror.org/006gksa02","country_code":"ES","type":"education","lineage":["https://openalex.org/I165339363"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"E. A. de la Cal","raw_affiliation_strings":["Computer Science Department, University of Oviedo, Gij\u00f3n, Spain","Computer Science Department, University of Oviedo, Gij\u00f3n, Spain#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer Science Department, University of Oviedo, Gij\u00f3n, Spain","institution_ids":["https://openalex.org/I165339363"]},{"raw_affiliation_string":"Computer Science Department, University of Oviedo, Gij\u00f3n, Spain#TAB#","institution_ids":["https://openalex.org/I165339363"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5082593150","display_name":"Ezequiel Mart\u00ednez Fern\u00e1ndez","orcid":null},"institutions":[{"id":"https://openalex.org/I165339363","display_name":"Universidad de Oviedo","ror":"https://ror.org/006gksa02","country_code":"ES","type":"education","lineage":["https://openalex.org/I165339363"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"E. M. Fern\u00e1ndez","raw_affiliation_strings":["Computer Science Department, University of Oviedo, Gij\u00f3n, Spain","Computer Science Department, University of Oviedo, Gij\u00f3n, Spain#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer Science Department, University of Oviedo, Gij\u00f3n, Spain","institution_ids":["https://openalex.org/I165339363"]},{"raw_affiliation_string":"Computer Science Department, University of Oviedo, Gij\u00f3n, Spain#TAB#","institution_ids":["https://openalex.org/I165339363"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5108359518","display_name":"R. Quiroga","orcid":null},"institutions":[{"id":"https://openalex.org/I165339363","display_name":"Universidad de Oviedo","ror":"https://ror.org/006gksa02","country_code":"ES","type":"education","lineage":["https://openalex.org/I165339363"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"R. Quiroga","raw_affiliation_strings":["Cuantitative Economy Department, University of Oviedo, Oviedo, Spain","Cuantitative Economy Department, University of Oviedo, Oviedo, Spain#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Cuantitative Economy Department, University of Oviedo, Oviedo, Spain","institution_ids":["https://openalex.org/I165339363"]},{"raw_affiliation_string":"Cuantitative Economy Department, University of Oviedo, Oviedo, Spain#TAB#","institution_ids":["https://openalex.org/I165339363"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100599524","display_name":"Jos\u00e9 R. Villar","orcid":"https://orcid.org/0000-0001-6024-9527"},"institutions":[{"id":"https://openalex.org/I165339363","display_name":"Universidad de Oviedo","ror":"https://ror.org/006gksa02","country_code":"ES","type":"education","lineage":["https://openalex.org/I165339363"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"J. R. Villar","raw_affiliation_strings":["Computer Science Department, University of Oviedo, Gij\u00f3n, Spain","Computer Science Department, University of Oviedo, Gij\u00f3n, Spain#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer Science Department, University of Oviedo, Gij\u00f3n, Spain","institution_ids":["https://openalex.org/I165339363"]},{"raw_affiliation_string":"Computer Science Department, University of Oviedo, Gij\u00f3n, Spain#TAB#","institution_ids":["https://openalex.org/I165339363"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5020890536","display_name":"Javier Sedano","orcid":"https://orcid.org/0000-0002-4191-8438"},"institutions":[{"id":"https://openalex.org/I4210113112","display_name":"Technological Institute of Castilla y Le\u00f3n","ror":"https://ror.org/01f3b0g09","country_code":"ES","type":"nonprofit","lineage":["https://openalex.org/I4210113112"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"J. Sedano","raw_affiliation_strings":["Instituto Tecnolog\u00edco de Castilla-Le\u00f3n, Burgos, Spain","Instituto Tecnolog\u00edco de Castilla-Le\u00f3n, Burgos, Spain#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Instituto Tecnolog\u00edco de Castilla-Le\u00f3n, Burgos, Spain","institution_ids":["https://openalex.org/I4210113112"]},{"raw_affiliation_string":"Instituto Tecnolog\u00edco de Castilla-Le\u00f3n, Burgos, Spain#TAB#","institution_ids":["https://openalex.org/I4210113112"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":3.331,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.9152781,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"143","last_page":"150"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9973999857902527,"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":0.9973999857902527,"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/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.9958999752998352,"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/T11975","display_name":"Evolutionary Algorithms and Applications","score":0.9933000206947327,"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":0.7854238748550415},{"id":"https://openalex.org/keywords/minification","display_name":"Minification","score":0.6093929409980774},{"id":"https://openalex.org/keywords/scalability","display_name":"Scalability","score":0.5753790140151978},{"id":"https://openalex.org/keywords/technical-analysis","display_name":"Technical analysis","score":0.499126672744751},{"id":"https://openalex.org/keywords/relation","display_name":"Relation (database)","score":0.4556354582309723},{"id":"https://openalex.org/keywords/risk\u2013return-spectrum","display_name":"Risk\u2013return spectrum","score":0.45494723320007324},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.36758172512054443},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3282875418663025},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.3182922601699829},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.14188992977142334}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7854238748550415},{"id":"https://openalex.org/C147764199","wikidata":"https://www.wikidata.org/wiki/Q6865248","display_name":"Minification","level":2,"score":0.6093929409980774},{"id":"https://openalex.org/C48044578","wikidata":"https://www.wikidata.org/wiki/Q727490","display_name":"Scalability","level":2,"score":0.5753790140151978},{"id":"https://openalex.org/C117245426","wikidata":"https://www.wikidata.org/wiki/Q235038","display_name":"Technical analysis","level":2,"score":0.499126672744751},{"id":"https://openalex.org/C25343380","wikidata":"https://www.wikidata.org/wiki/Q277521","display_name":"Relation (database)","level":2,"score":0.4556354582309723},{"id":"https://openalex.org/C30755413","wikidata":"https://www.wikidata.org/wiki/Q1245402","display_name":"Risk\u2013return spectrum","level":3,"score":0.45494723320007324},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.36758172512054443},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3282875418663025},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.3182922601699829},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.14188992977142334},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","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/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/978-3-642-13803-4_18","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-13803-4_18","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:digibuo.uniovi.es:10651/8407","is_oa":true,"landing_page_url":"http://hdl.handle.net/10651/8407","pdf_url":null,"source":{"id":"https://openalex.org/S4306402334","display_name":"Consultation of the Doctoral Thesis Database (TESEO) (Ministerio de Educaci\u00f3n, Cultura y Deporte)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I2801976130","host_organization_name":"Ministerio de Educaci\u00f3n Cultura y Deporte","host_organization_lineage":["https://openalex.org/I2801976130"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Scopus","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"pmh:oai:digibuo.uniovi.es:10651/8407","is_oa":true,"landing_page_url":"http://hdl.handle.net/10651/8407","pdf_url":null,"source":{"id":"https://openalex.org/S4306402334","display_name":"Consultation of the Doctoral Thesis Database (TESEO) (Ministerio de Educaci\u00f3n, Cultura y Deporte)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I2801976130","host_organization_name":"Ministerio de Educaci\u00f3n Cultura y Deporte","host_organization_lineage":["https://openalex.org/I2801976130"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Scopus","raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","score":0.44999998807907104,"display_name":"Industry, innovation and infrastructure"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":19,"referenced_works":["https://openalex.org/W42649658","https://openalex.org/W88693260","https://openalex.org/W1553373771","https://openalex.org/W1576818901","https://openalex.org/W1922314705","https://openalex.org/W1967570387","https://openalex.org/W1968606597","https://openalex.org/W1994149772","https://openalex.org/W2002685209","https://openalex.org/W2034234980","https://openalex.org/W2042704421","https://openalex.org/W2053630555","https://openalex.org/W2073172233","https://openalex.org/W2074592453","https://openalex.org/W2142183404","https://openalex.org/W2146713522","https://openalex.org/W2149214223","https://openalex.org/W4241584625","https://openalex.org/W4292408320"],"related_works":["https://openalex.org/W2461970972","https://openalex.org/W2364921833","https://openalex.org/W2388030554","https://openalex.org/W2302028273","https://openalex.org/W1525643724","https://openalex.org/W2961085424","https://openalex.org/W2067938758","https://openalex.org/W2382623646","https://openalex.org/W3087771547","https://openalex.org/W1542326161"],"abstract_inverted_index":null,"counts_by_year":[{"year":2012,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
