{"id":"https://openalex.org/W7164404763","doi":"https://doi.org/10.1007/978-981-92-0263-8_8","title":"Evaluating Artificial Neural Network-Based Method for Risk-Adjusted Portfolio Optimization: Evidence from the Warsaw Stock Exchange","display_name":"Evaluating Artificial Neural Network-Based Method for Risk-Adjusted Portfolio Optimization: Evidence from the Warsaw Stock Exchange","publication_year":2026,"publication_date":"2026-01-01","ids":{"openalex":"https://openalex.org/W7164404763","doi":"https://doi.org/10.1007/978-981-92-0263-8_8"},"language":"en","primary_location":{"id":"doi:10.1007/978-981-92-0263-8_8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-981-92-0263-8_8","pdf_url":null,"source":{"id":"https://openalex.org/S2764900261","display_name":"Communications in computer and information science","issn_l":"1865-0929","issn":["1865-0929","1865-0937"],"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":"Communications in Computer and Information 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/A5012216260","display_name":"Klaudia Kaczmarczyk","orcid":null},"institutions":[{"id":"https://openalex.org/I305801656","display_name":"Wroclaw University of Economics and Business","ror":"https://ror.org/013sm1c65","country_code":"PL","type":"education","lineage":["https://openalex.org/I305801656"]}],"countries":["PL"],"is_corresponding":false,"raw_author_name":"Klaudia Kaczmarczyk","raw_affiliation_strings":["Wroclaw University of Economics and Business, Wroclaw, Poland"],"raw_orcid":"https://orcid.org/0000-0002-3041-6547","affiliations":[{"raw_affiliation_string":"Wroclaw University of Economics and Business, Wroclaw, Poland","institution_ids":["https://openalex.org/I305801656"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5063081714","display_name":"Katarzyna Kuziak","orcid":"https://orcid.org/0000-0001-8548-0899"},"institutions":[{"id":"https://openalex.org/I305801656","display_name":"Wroclaw University of Economics and Business","ror":"https://ror.org/013sm1c65","country_code":"PL","type":"education","lineage":["https://openalex.org/I305801656"]}],"countries":["PL"],"is_corresponding":false,"raw_author_name":"Katarzyna Kuziak","raw_affiliation_strings":["Wroclaw University of Economics and Business, Wroclaw, Poland"],"raw_orcid":"https://orcid.org/0000-0001-8548-0899","affiliations":[{"raw_affiliation_string":"Wroclaw University of Economics and Business, Wroclaw, Poland","institution_ids":["https://openalex.org/I305801656"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5049086555","display_name":"Marcin Hernes","orcid":"https://orcid.org/0000-0002-3832-8154"},"institutions":[{"id":"https://openalex.org/I305801656","display_name":"Wroclaw University of Economics and Business","ror":"https://ror.org/013sm1c65","country_code":"PL","type":"education","lineage":["https://openalex.org/I305801656"]}],"countries":["PL"],"is_corresponding":true,"raw_author_name":"Marcin Hernes","raw_affiliation_strings":["Wroclaw University of Economics and Business, Wroclaw, Poland"],"raw_orcid":"https://orcid.org/0000-0002-3832-8154","affiliations":[{"raw_affiliation_string":"Wroclaw University of Economics and Business, Wroclaw, Poland","institution_ids":["https://openalex.org/I305801656"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5049086555"],"corresponding_institution_ids":["https://openalex.org/I305801656"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.98138203,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"109","last_page":"121"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.6723999977111816,"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":0.6723999977111816,"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/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.1273999959230423,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.04879999905824661,"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/stock-exchange","display_name":"Stock exchange","score":0.6520000100135803},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6121000051498413},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.536300003528595},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.3930000066757202}],"concepts":[{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.6520000100135803},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6121000051498413},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.553600013256073},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.536300003528595},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.41440001130104065},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.3930000066757202},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3840999901294708},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.38040000200271606},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3068000078201294},{"id":"https://openalex.org/C2778698081","wikidata":"https://www.wikidata.org/wiki/Q179797","display_name":"Thesaurus","level":2,"score":0.2822999954223633},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2705000042915344},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.26739999651908875}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-981-92-0263-8_8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-981-92-0263-8_8","pdf_url":null,"source":{"id":"https://openalex.org/S2764900261","display_name":"Communications in computer and information science","issn_l":"1865-0929","issn":["1865-0929","1865-0937"],"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":"Communications in Computer and Information Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W2958168524","https://openalex.org/W2995381912","https://openalex.org/W3004229569","https://openalex.org/W3009650506","https://openalex.org/W3016106031","https://openalex.org/W3126577088","https://openalex.org/W3158151723","https://openalex.org/W4386566252","https://openalex.org/W4403378767","https://openalex.org/W4410601392"],"related_works":[],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-06-13T06:13:01.061226","created_date":"2026-06-12T00:00:00"}
