{"id":"https://openalex.org/W3012568651","doi":"https://doi.org/10.1007/s00500-020-04862-3","title":"A novel hybrid model based on recurrent neural networks for stock market timing","display_name":"A novel hybrid model based on recurrent neural networks for stock market timing","publication_year":2020,"publication_date":"2020-03-21","ids":{"openalex":"https://openalex.org/W3012568651","doi":"https://doi.org/10.1007/s00500-020-04862-3","mag":"3012568651"},"language":"en","primary_location":{"id":"doi:10.1007/s00500-020-04862-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-020-04862-3","pdf_url":null,"source":{"id":"https://openalex.org/S65753830","display_name":"Soft Computing","issn_l":"1432-7643","issn":["1432-7643","1433-7479"],"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Soft Computing","raw_type":"journal-article"},"type":"article","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/A5033731578","display_name":"Yue Qiu","orcid":"https://orcid.org/0000-0002-2164-090X"},"institutions":[{"id":"https://openalex.org/I90259746","display_name":"Capital University of Economics and Business","ror":"https://ror.org/01r5sf951","country_code":"CN","type":"education","lineage":["https://openalex.org/I90259746"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yue Qiu","raw_affiliation_strings":["School of Management and Engineering, Capital University of Economics and Business, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management and Engineering, Capital University of Economics and Business, Beijing, China","institution_ids":["https://openalex.org/I90259746"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100642437","display_name":"Haoyu Yang","orcid":"https://orcid.org/0000-0003-3152-6833"},"institutions":[{"id":"https://openalex.org/I90259746","display_name":"Capital University of Economics and Business","ror":"https://ror.org/01r5sf951","country_code":"CN","type":"education","lineage":["https://openalex.org/I90259746"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Hao-Yu Yang","raw_affiliation_strings":["School of Management and Engineering, Capital University of Economics and Business, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management and Engineering, Capital University of Economics and Business, Beijing, China","institution_ids":["https://openalex.org/I90259746"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5065716197","display_name":"Shan Lu","orcid":"https://orcid.org/0000-0002-8263-8598"},"institutions":[{"id":"https://openalex.org/I90259746","display_name":"Capital University of Economics and Business","ror":"https://ror.org/01r5sf951","country_code":"CN","type":"education","lineage":["https://openalex.org/I90259746"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shan Lu","raw_affiliation_strings":["School of Management and Engineering, Capital University of Economics and Business, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management and Engineering, Capital University of Economics and Business, Beijing, China","institution_ids":["https://openalex.org/I90259746"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100344549","display_name":"Wei Chen","orcid":"https://orcid.org/0000-0003-1624-8492"},"institutions":[{"id":"https://openalex.org/I90259746","display_name":"Capital University of Economics and Business","ror":"https://ror.org/01r5sf951","country_code":"CN","type":"education","lineage":["https://openalex.org/I90259746"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Wei Chen","raw_affiliation_strings":["School of Management and Engineering, Capital University of Economics and Business, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management and Engineering, Capital University of Economics and Business, Beijing, China","institution_ids":["https://openalex.org/I90259746"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5100344549"],"corresponding_institution_ids":["https://openalex.org/I90259746"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":3.8879,"has_fulltext":false,"cited_by_count":36,"citation_normalized_percentile":{"value":0.93777379,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"24","issue":"20","first_page":"15273","last_page":"15290"},"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9959999918937683,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9922999739646912,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/recurrent-neural-network","display_name":"Recurrent neural network","score":0.8725848197937012},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6617536544799805},{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.586125910282135},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5824539065361023},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5494272112846375},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.5102012157440186},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.4579625725746155},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.41237786412239075},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.4078400135040283},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3747759461402893},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2054654061794281},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.15852272510528564},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.08410996198654175}],"concepts":[{"id":"https://openalex.org/C147168706","wikidata":"https://www.wikidata.org/wiki/Q1457734","display_name":"Recurrent neural network","level":3,"score":0.8725848197937012},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6617536544799805},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.586125910282135},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5824539065361023},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5494272112846375},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.5102012157440186},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.4579625725746155},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.41237786412239075},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.4078400135040283},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3747759461402893},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2054654061794281},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.15852272510528564},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.08410996198654175},{"id":"https://openalex.org/C13280743","wikidata":"https://www.wikidata.org/wiki/Q131089","display_name":"Geodesy","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/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"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},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s00500-020-04862-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-020-04862-3","pdf_url":null,"source":{"id":"https://openalex.org/S65753830","display_name":"Soft Computing","issn_l":"1432-7643","issn":["1432-7643","1433-7479"],"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Soft Computing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":49,"referenced_works":["https://openalex.org/W433639744","https://openalex.org/W1124208489","https://openalex.org/W1603423287","https://openalex.org/W1951524129","https://openalex.org/W1986782333","https://openalex.org/W1999996900","https://openalex.org/W2011909190","https://openalex.org/W2018408827","https://openalex.org/W2025291942","https://openalex.org/W2064675550","https://openalex.org/W2071761434","https://openalex.org/W2094560950","https://openalex.org/W2136848157","https://openalex.org/W2255466643","https://openalex.org/W2563534121","https://openalex.org/W2611049230","https://openalex.org/W2617137613","https://openalex.org/W2728943311","https://openalex.org/W2744016515","https://openalex.org/W2759669842","https://openalex.org/W2762976654","https://openalex.org/W2773049109","https://openalex.org/W2782396879","https://openalex.org/W2789364533","https://openalex.org/W2865675487","https://openalex.org/W2886249837","https://openalex.org/W2887177098","https://openalex.org/W2889201272","https://openalex.org/W2889348110","https://openalex.org/W2890227220","https://openalex.org/W2891929938","https://openalex.org/W2895790973","https://openalex.org/W2896747518","https://openalex.org/W2900807465","https://openalex.org/W2900880305","https://openalex.org/W2902087482","https://openalex.org/W2905238323","https://openalex.org/W2907279673","https://openalex.org/W2909743918","https://openalex.org/W2910401125","https://openalex.org/W2911559398","https://openalex.org/W2912784131","https://openalex.org/W2914638857","https://openalex.org/W2918897221","https://openalex.org/W2940355763","https://openalex.org/W2954261198","https://openalex.org/W3121242749","https://openalex.org/W3121912665","https://openalex.org/W3123979895"],"related_works":["https://openalex.org/W2378211422","https://openalex.org/W2745001401","https://openalex.org/W4321353415","https://openalex.org/W2130974462","https://openalex.org/W972276598","https://openalex.org/W4246352526","https://openalex.org/W2028665553","https://openalex.org/W4298287631","https://openalex.org/W2953061907","https://openalex.org/W2370669686"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":7},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":6},{"year":2022,"cited_by_count":10},{"year":2021,"cited_by_count":6},{"year":2020,"cited_by_count":2}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}
