{"id":"https://openalex.org/W3161026273","doi":"https://doi.org/10.1007/s00500-021-05830-1","title":"Forecasting foreign exchange markets: further evidence using machine learning models","display_name":"Forecasting foreign exchange markets: further evidence using machine learning models","publication_year":2021,"publication_date":"2021-05-13","ids":{"openalex":"https://openalex.org/W3161026273","doi":"https://doi.org/10.1007/s00500-021-05830-1","mag":"3161026273"},"language":"en","primary_location":{"id":"doi:10.1007/s00500-021-05830-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-021-05830-1","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/A5049362452","display_name":"Paravee Maneejuk","orcid":"https://orcid.org/0000-0002-3794-6161"},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":true,"raw_author_name":"Paravee Maneejuk","raw_affiliation_strings":["Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand"],"raw_orcid":"https://orcid.org/0000-0002-3794-6161","affiliations":[{"raw_affiliation_string":"Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5082069837","display_name":"Wilawan Srichaikul","orcid":null},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Wilawan Srichaikul","raw_affiliation_strings":["Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5049362452"],"corresponding_institution_ids":["https://openalex.org/I48076826"],"apc_list":{"value":3190,"currency":"USD","value_usd":3190},"apc_paid":null,"fwci":2.4073,"has_fulltext":false,"cited_by_count":22,"citation_normalized_percentile":{"value":0.88399402,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"25","issue":"12","first_page":"7887","last_page":"7898"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998000264167786,"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":0.9998000264167786,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9937999844551086,"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"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9937999844551086,"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":0.7761114835739136},{"id":"https://openalex.org/keywords/mean-squared-error","display_name":"Mean squared error","score":0.6901272535324097},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.6813218593597412},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.652428925037384},{"id":"https://openalex.org/keywords/mean-absolute-error","display_name":"Mean absolute error","score":0.6489746570587158},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.6250709891319275},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5873057246208191},{"id":"https://openalex.org/keywords/mean-absolute-percentage-error","display_name":"Mean absolute percentage error","score":0.5747132301330566},{"id":"https://openalex.org/keywords/support-vector-machine","display_name":"Support vector machine","score":0.554174542427063},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.5316346883773804},{"id":"https://openalex.org/keywords/deep-learning","display_name":"Deep learning","score":0.5212603211402893},{"id":"https://openalex.org/keywords/regression","display_name":"Regression","score":0.4826381802558899},{"id":"https://openalex.org/keywords/recurrent-neural-network","display_name":"Recurrent neural network","score":0.4337233304977417},{"id":"https://openalex.org/keywords/autoregressive-integrated-moving-average","display_name":"Autoregressive integrated moving average","score":0.4242156147956848},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3305581510066986},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.2661439776420593},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.2611967623233795},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.18578732013702393}],"concepts":[{"id":"https://openalex.org/C197640229","wikidata":"https://www.wikidata.org/wiki/Q2534066","display_name":"Predictability","level":2,"score":0.7761114835739136},{"id":"https://openalex.org/C139945424","wikidata":"https://www.wikidata.org/wiki/Q1940696","display_name":"Mean squared error","level":2,"score":0.6901272535324097},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6813218593597412},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.652428925037384},{"id":"https://openalex.org/C188154048","wikidata":"https://www.wikidata.org/wiki/Q6803609","display_name":"Mean absolute error","level":3,"score":0.6489746570587158},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.6250709891319275},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5873057246208191},{"id":"https://openalex.org/C150217764","wikidata":"https://www.wikidata.org/wiki/Q6803607","display_name":"Mean absolute percentage error","level":3,"score":0.5747132301330566},{"id":"https://openalex.org/C12267149","wikidata":"https://www.wikidata.org/wiki/Q282453","display_name":"Support vector machine","level":2,"score":0.554174542427063},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.5316346883773804},{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.5212603211402893},{"id":"https://openalex.org/C83546350","wikidata":"https://www.wikidata.org/wiki/Q1139051","display_name":"Regression","level":2,"score":0.4826381802558899},{"id":"https://openalex.org/C147168706","wikidata":"https://www.wikidata.org/wiki/Q1457734","display_name":"Recurrent neural network","level":3,"score":0.4337233304977417},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.4242156147956848},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3305581510066986},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.2661439776420593},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2611967623233795},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.18578732013702393}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s00500-021-05830-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-021-05830-1","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":[{"score":0.41999998688697815,"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":32,"referenced_works":["https://openalex.org/W1554663460","https://openalex.org/W1586335931","https://openalex.org/W1597311593","https://openalex.org/W1802825888","https://openalex.org/W1950365613","https://openalex.org/W1995456904","https://openalex.org/W2001529900","https://openalex.org/W2008056655","https://openalex.org/W2110485445","https://openalex.org/W2123513648","https://openalex.org/W2130180922","https://openalex.org/W2138026596","https://openalex.org/W2156909104","https://openalex.org/W2489292218","https://openalex.org/W2522623928","https://openalex.org/W2553379980","https://openalex.org/W2574152465","https://openalex.org/W2594444301","https://openalex.org/W2597372336","https://openalex.org/W2618605105","https://openalex.org/W2623968689","https://openalex.org/W2734777338","https://openalex.org/W2769317553","https://openalex.org/W2798058877","https://openalex.org/W2913836720","https://openalex.org/W2997421965","https://openalex.org/W3014761495","https://openalex.org/W3118846951","https://openalex.org/W4229539396","https://openalex.org/W4230674625","https://openalex.org/W4235011515","https://openalex.org/W4388297464"],"related_works":["https://openalex.org/W2953369890","https://openalex.org/W2115811963","https://openalex.org/W4379469318","https://openalex.org/W2989181651","https://openalex.org/W74935964","https://openalex.org/W2056376122","https://openalex.org/W4388101383","https://openalex.org/W4292148067","https://openalex.org/W2796695317","https://openalex.org/W1767322088"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":5},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":8},{"year":2022,"cited_by_count":2}],"updated_date":"2026-08-21T09:56:20.448147","created_date":"2025-10-10T00:00:00"}
