{"id":"https://openalex.org/W1965520378","doi":"https://doi.org/10.1007/s00521-013-1386-y","title":"A combination of artificial neural network and random walk models for financial time series forecasting","display_name":"A combination of artificial neural network and random walk models for financial time series forecasting","publication_year":2013,"publication_date":"2013-03-12","ids":{"openalex":"https://openalex.org/W1965520378","doi":"https://doi.org/10.1007/s00521-013-1386-y","mag":"1965520378"},"language":"en","primary_location":{"id":"doi:10.1007/s00521-013-1386-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00521-013-1386-y","pdf_url":null,"source":{"id":"https://openalex.org/S147897268","display_name":"Neural Computing and Applications","issn_l":"0941-0643","issn":["0941-0643","1433-3058"],"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":"Neural Computing and Applications","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/A5066847361","display_name":"Ratnadip Adhikari","orcid":"https://orcid.org/0000-0003-3383-3538"},"institutions":[{"id":"https://openalex.org/I152429107","display_name":"Jawaharlal Nehru University","ror":"https://ror.org/0567v8t28","country_code":"IN","type":"education","lineage":["https://openalex.org/I152429107"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Ratnadip Adhikari","raw_affiliation_strings":["School of Computer and Systems Sciences, Jawaharlal Nehru University, New Delhi, 110067, India","Jawaharlal Nehru University#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computer and Systems Sciences, Jawaharlal Nehru University, New Delhi, 110067, India","institution_ids":["https://openalex.org/I152429107"]},{"raw_affiliation_string":"Jawaharlal Nehru University#TAB#","institution_ids":["https://openalex.org/I152429107"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5103154659","display_name":"R. K. Agrawal","orcid":"https://orcid.org/0000-0003-3122-5096"},"institutions":[{"id":"https://openalex.org/I152429107","display_name":"Jawaharlal Nehru University","ror":"https://ror.org/0567v8t28","country_code":"IN","type":"education","lineage":["https://openalex.org/I152429107"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"R. K. Agrawal","raw_affiliation_strings":["School of Computer and Systems Sciences, Jawaharlal Nehru University, New Delhi, 110067, India","Jawaharlal Nehru University#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computer and Systems Sciences, Jawaharlal Nehru University, New Delhi, 110067, India","institution_ids":["https://openalex.org/I152429107"]},{"raw_affiliation_string":"Jawaharlal Nehru University#TAB#","institution_ids":["https://openalex.org/I152429107"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":8.9498,"has_fulltext":false,"cited_by_count":194,"citation_normalized_percentile":{"value":0.97749139,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":98,"max":100},"biblio":{"volume":"24","issue":"6","first_page":"1441","last_page":"1449"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9997000098228455,"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":0.9997000098228455,"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":0.9957000017166138,"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":0.9926999807357788,"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/computer-science","display_name":"Computer science","score":0.706095814704895},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.6557571887969971},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.511888861656189},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.49883103370666504},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.47976574301719666},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.4627886116504669},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.45102259516716003},{"id":"https://openalex.org/keywords/feedforward-neural-network","display_name":"Feedforward neural network","score":0.4456607699394226},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.4198923110961914},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.36025121808052063},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.1648769974708557},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.12740322947502136}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.706095814704895},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6557571887969971},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.511888861656189},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.49883103370666504},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.47976574301719666},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.4627886116504669},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.45102259516716003},{"id":"https://openalex.org/C47702885","wikidata":"https://www.wikidata.org/wiki/Q5441227","display_name":"Feedforward neural network","level":3,"score":0.4456607699394226},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.4198923110961914},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.36025121808052063},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.1648769974708557},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.12740322947502136},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","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},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s00521-013-1386-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00521-013-1386-y","pdf_url":null,"source":{"id":"https://openalex.org/S147897268","display_name":"Neural Computing and Applications","issn_l":"0941-0643","issn":["0941-0643","1433-3058"],"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":"Neural Computing and Applications","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320320721","display_name":"Council of Scientific and Industrial Research, India","ror":"https://ror.org/021wm7p51"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W1552565412","https://openalex.org/W1572930125","https://openalex.org/W1966341317","https://openalex.org/W2030908561","https://openalex.org/W2034098634","https://openalex.org/W2052928274","https://openalex.org/W2059804518","https://openalex.org/W2074121977","https://openalex.org/W2079560958","https://openalex.org/W2091010684","https://openalex.org/W2094560950","https://openalex.org/W2110485445","https://openalex.org/W2117014758","https://openalex.org/W2121224351","https://openalex.org/W2122590186","https://openalex.org/W2123513648","https://openalex.org/W2142630284","https://openalex.org/W2145856394","https://openalex.org/W2148138104","https://openalex.org/W2155482699","https://openalex.org/W2160664614","https://openalex.org/W2165434809","https://openalex.org/W2313953460","https://openalex.org/W4285719527","https://openalex.org/W4292483811"],"related_works":["https://openalex.org/W2357447513","https://openalex.org/W2378845890","https://openalex.org/W1595652908","https://openalex.org/W2358123629","https://openalex.org/W2496866879","https://openalex.org/W2028903792","https://openalex.org/W2622688551","https://openalex.org/W2119012848","https://openalex.org/W3146111732","https://openalex.org/W1990205660"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":15},{"year":2024,"cited_by_count":16},{"year":2023,"cited_by_count":18},{"year":2022,"cited_by_count":34},{"year":2021,"cited_by_count":21},{"year":2020,"cited_by_count":15},{"year":2019,"cited_by_count":19},{"year":2018,"cited_by_count":17},{"year":2017,"cited_by_count":14},{"year":2016,"cited_by_count":9},{"year":2015,"cited_by_count":7},{"year":2014,"cited_by_count":5}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
