{"id":"https://openalex.org/W4291963929","doi":"https://doi.org/10.1007/s00500-022-07404-1","title":"Penalized logistic regressions with technical indicators predict up and down trends","display_name":"Penalized logistic regressions with technical indicators predict up and down trends","publication_year":2022,"publication_date":"2022-08-16","ids":{"openalex":"https://openalex.org/W4291963929","doi":"https://doi.org/10.1007/s00500-022-07404-1","pmid":"https://pubmed.ncbi.nlm.nih.gov/35992192"},"language":"en","primary_location":{"id":"doi:10.1007/s00500-022-07404-1","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00500-022-07404-1","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00500-022-07404-1.pdf","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","pubmed"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://link.springer.com/content/pdf/10.1007/s00500-022-07404-1.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5039898702","display_name":"Huifeng Jiang","orcid":"https://orcid.org/0000-0002-5842-9876"},"institutions":[{"id":"https://openalex.org/I145581781","display_name":"Chongqing Technology and Business University","ror":"https://ror.org/05hqf1284","country_code":"CN","type":"education","lineage":["https://openalex.org/I145581781"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Huifeng Jiang","raw_affiliation_strings":["Research Center for Economy of Upper Reaches of the Yangtse River, Chongqing Technology and Business University, 19 Xuefu Avenue, Chongqing, 400067 China","Research Center for Economy of Upper Reaches of the Yangtse River, Chongqing Technology and Business University, 19 Xuefu Avenue, Chongqing, 400067, China"],"affiliations":[{"raw_affiliation_string":"Research Center for Economy of Upper Reaches of the Yangtse River, Chongqing Technology and Business University, 19 Xuefu Avenue, Chongqing, 400067 China","institution_ids":[]},{"raw_affiliation_string":"Research Center for Economy of Upper Reaches of the Yangtse River, Chongqing Technology and Business University, 19 Xuefu Avenue, Chongqing, 400067, China","institution_ids":["https://openalex.org/I145581781"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101861779","display_name":"Xuemei Hu","orcid":"https://orcid.org/0000-0001-9520-2497"},"institutions":[{"id":"https://openalex.org/I145581781","display_name":"Chongqing Technology and Business University","ror":"https://ror.org/05hqf1284","country_code":"CN","type":"education","lineage":["https://openalex.org/I145581781"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Xuemei Hu","raw_affiliation_strings":["School of Mathematics and Statistics, Chongqing Key Laboratory of Social Economy and Applied Statistics, Chongqing Technology and Business University, 19 Xuefu Avenue, Chongqing, 400067 China","School of Mathematics and Statistics, Chongqing Key Laboratory of Social Economy and Applied Statistics, Chongqing Technology and Business University, 19 Xuefu Avenue, Chongqing, 400067, China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Chongqing Key Laboratory of Social Economy and Applied Statistics, Chongqing Technology and Business University, 19 Xuefu Avenue, Chongqing, 400067 China","institution_ids":[]},{"raw_affiliation_string":"School of Mathematics and Statistics, Chongqing Key Laboratory of Social Economy and Applied Statistics, Chongqing Technology and Business University, 19 Xuefu Avenue, Chongqing, 400067, China","institution_ids":["https://openalex.org/I145581781"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5076006648","display_name":"Hong Jia","orcid":null},"institutions":[{"id":"https://openalex.org/I145581781","display_name":"Chongqing Technology and Business University","ror":"https://ror.org/05hqf1284","country_code":"CN","type":"education","lineage":["https://openalex.org/I145581781"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Hong Jia","raw_affiliation_strings":["Research Center for Economy of Upper Reaches of the Yangtse River, Chongqing Technology and Business University, 19 Xuefu Avenue, Chongqing, 400067 China","Research Center for Economy of Upper Reaches of the Yangtse River, Chongqing Technology and Business University, 19 Xuefu Avenue, Chongqing, 400067, China"],"affiliations":[{"raw_affiliation_string":"Research Center for Economy of Upper Reaches of the Yangtse River, Chongqing Technology and Business University, 19 Xuefu Avenue, Chongqing, 400067 China","institution_ids":[]},{"raw_affiliation_string":"Research Center for Economy of Upper Reaches of the Yangtse River, Chongqing Technology and Business University, 19 Xuefu Avenue, Chongqing, 400067, China","institution_ids":["https://openalex.org/I145581781"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5101861779"],"corresponding_institution_ids":["https://openalex.org/I145581781"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.3534,"has_fulltext":true,"cited_by_count":11,"citation_normalized_percentile":{"value":0.82181959,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":100},"biblio":{"volume":"27","issue":"18","first_page":"13677","last_page":"13688"},"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.9951000213623047,"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":0.9937000274658203,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/logistic-regression","display_name":"Logistic regression","score":0.6028765439987183},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.6020165681838989},{"id":"https://openalex.org/keywords/least-absolute-deviations","display_name":"Least absolute deviations","score":0.5738374590873718},{"id":"https://openalex.org/keywords/logistic-model-tree","display_name":"Logistic model tree","score":0.5112197399139404},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.46703287959098816},{"id":"https://openalex.org/keywords/support-vector-machine","display_name":"Support vector machine","score":0.46132487058639526},{"id":"https://openalex.org/keywords/minimax","display_name":"Minimax","score":0.45699945092201233},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.44451767206192017},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4403533935546875},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.4144544303417206},{"id":"https://openalex.org/keywords/lasso","display_name":"Lasso (programming language)","score":0.4133959710597992},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3682515025138855},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.23193007707595825}],"concepts":[{"id":"https://openalex.org/C151956035","wikidata":"https://www.wikidata.org/wiki/Q1132755","display_name":"Logistic regression","level":2,"score":0.6028765439987183},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6020165681838989},{"id":"https://openalex.org/C31441030","wikidata":"https://www.wikidata.org/wiki/Q4291882","display_name":"Least absolute deviations","level":3,"score":0.5738374590873718},{"id":"https://openalex.org/C61722155","wikidata":"https://www.wikidata.org/wiki/Q6667643","display_name":"Logistic model tree","level":3,"score":0.5112197399139404},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.46703287959098816},{"id":"https://openalex.org/C12267149","wikidata":"https://www.wikidata.org/wiki/Q282453","display_name":"Support vector machine","level":2,"score":0.46132487058639526},{"id":"https://openalex.org/C149728462","wikidata":"https://www.wikidata.org/wiki/Q751319","display_name":"Minimax","level":2,"score":0.45699945092201233},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.44451767206192017},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4403533935546875},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4144544303417206},{"id":"https://openalex.org/C37616216","wikidata":"https://www.wikidata.org/wiki/Q3218363","display_name":"Lasso (programming language)","level":2,"score":0.4133959710597992},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3682515025138855},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.23193007707595825},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s00500-022-07404-1","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00500-022-07404-1","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00500-022-07404-1.pdf","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"},{"id":"pmid:35992192","is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/35992192","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Soft computing","raw_type":null},{"id":"pmh:oai:pubmedcentral.nih.gov:9379894","is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/9379894","pdf_url":null,"source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"Soft comput","raw_type":"Text"}],"best_oa_location":{"id":"doi:10.1007/s00500-022-07404-1","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00500-022-07404-1","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00500-022-07404-1.pdf","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"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G3965009435","display_name":null,"funder_award_id":"2018jcyjA2073","funder_id":"https://openalex.org/F4320327726","funder_display_name":"Natural Science Foundation Project of Chongqing, Chongqing Science and Technology Commission"}],"funders":[{"id":"https://openalex.org/F4320327726","display_name":"Natural Science Foundation Project of Chongqing, Chongqing Science and Technology Commission","ror":null}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4291963929.pdf","grobid_xml":"https://content.openalex.org/works/W4291963929.grobid-xml"},"referenced_works_count":19,"referenced_works":["https://openalex.org/W1843063765","https://openalex.org/W2149144946","https://openalex.org/W2162875157","https://openalex.org/W2284153934","https://openalex.org/W2773057751","https://openalex.org/W2788650631","https://openalex.org/W2897494692","https://openalex.org/W2902534617","https://openalex.org/W2917600866","https://openalex.org/W2927690792","https://openalex.org/W2949202718","https://openalex.org/W2963756544","https://openalex.org/W2973765623","https://openalex.org/W3048630347","https://openalex.org/W3081799531","https://openalex.org/W3106108064","https://openalex.org/W3178683613","https://openalex.org/W4231103166","https://openalex.org/W4236888020"],"related_works":["https://openalex.org/W2017611585","https://openalex.org/W2756923239","https://openalex.org/W2284018482","https://openalex.org/W2600936296","https://openalex.org/W2330829943","https://openalex.org/W4306404419","https://openalex.org/W2345675161","https://openalex.org/W3125839066","https://openalex.org/W2120797945","https://openalex.org/W2147534083"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":2}],"updated_date":"2026-03-18T14:38:29.013473","created_date":"2025-10-10T00:00:00"}