{"id":"https://openalex.org/W4297105294","doi":"https://doi.org/10.1007/s00521-022-07805-1","title":"Adapting deep learning models between regional markets","display_name":"Adapting deep learning models between regional markets","publication_year":2022,"publication_date":"2022-09-27","ids":{"openalex":"https://openalex.org/W4297105294","doi":"https://doi.org/10.1007/s00521-022-07805-1"},"language":"en","primary_location":{"id":"doi:10.1007/s00521-022-07805-1","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00521-022-07805-1","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00521-022-07805-1.pdf","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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","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":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s00521-022-07805-1.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5084293229","display_name":"Isaac Tonkin","orcid":"https://orcid.org/0000-0003-3289-8022"},"institutions":[{"id":"https://openalex.org/I120125038","display_name":"Bond University","ror":"https://ror.org/006jxzx88","country_code":"AU","type":"education","lineage":["https://openalex.org/I120125038"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Isaac Tonkin","raw_affiliation_strings":["Centre for Data Analytics, Bond Business School, Bond University, Gold Coast, QLD, 4226, Australia","Centre for Data Analytics, Bond Business School, Bond University, Gold Coast, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre for Data Analytics, Bond Business School, Bond University, Gold Coast, QLD, 4226, Australia","institution_ids":["https://openalex.org/I120125038"]},{"raw_affiliation_string":"Centre for Data Analytics, Bond Business School, Bond University, Gold Coast, Australia","institution_ids":["https://openalex.org/I120125038"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5003410304","display_name":"Adrian Gepp","orcid":"https://orcid.org/0000-0003-1666-5501"},"institutions":[{"id":"https://openalex.org/I120125038","display_name":"Bond University","ror":"https://ror.org/006jxzx88","country_code":"AU","type":"education","lineage":["https://openalex.org/I120125038"]}],"countries":["AU"],"is_corresponding":true,"raw_author_name":"Adrian Gepp","raw_affiliation_strings":["Centre for Data Analytics, Bond Business School, Bond University, Gold Coast, QLD, 4226, Australia","Centre for Data Analytics, Bond Business School, Bond University, Gold Coast, Australia"],"raw_orcid":"https://orcid.org/0000-0003-1666-5501","affiliations":[{"raw_affiliation_string":"Centre for Data Analytics, Bond Business School, Bond University, Gold Coast, QLD, 4226, Australia","institution_ids":["https://openalex.org/I120125038"]},{"raw_affiliation_string":"Centre for Data Analytics, Bond Business School, Bond University, Gold Coast, Australia","institution_ids":["https://openalex.org/I120125038"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5054556104","display_name":"Geoff Harris","orcid":"https://orcid.org/0000-0003-4284-8619"},"institutions":[{"id":"https://openalex.org/I120125038","display_name":"Bond University","ror":"https://ror.org/006jxzx88","country_code":"AU","type":"education","lineage":["https://openalex.org/I120125038"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Geoff Harris","raw_affiliation_strings":["Centre for Data Analytics, Bond Business School, Bond University, Gold Coast, QLD, 4226, Australia","Centre for Data Analytics, Bond Business School, Bond University, Gold Coast, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre for Data Analytics, Bond Business School, Bond University, Gold Coast, QLD, 4226, Australia","institution_ids":["https://openalex.org/I120125038"]},{"raw_affiliation_string":"Centre for Data Analytics, Bond Business School, Bond University, Gold Coast, Australia","institution_ids":["https://openalex.org/I120125038"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5012680322","display_name":"Bruce Vanstone","orcid":"https://orcid.org/0000-0002-3977-2468"},"institutions":[{"id":"https://openalex.org/I120125038","display_name":"Bond University","ror":"https://ror.org/006jxzx88","country_code":"AU","type":"education","lineage":["https://openalex.org/I120125038"]},{"id":"https://openalex.org/I161548249","display_name":"Bangor University","ror":"https://ror.org/006jb1a24","country_code":"GB","type":"education","lineage":["https://openalex.org/I161548249"]}],"countries":["AU","GB"],"is_corresponding":false,"raw_author_name":"Bruce Vanstone","raw_affiliation_strings":["Bangor Business School, Bangor University, Bangor, Gwynedd, LL57 2DG, Wales","Centre for Data Analytics, Bond Business School, Bond University, Gold Coast, QLD, 4226, Australia","Centre for Data Analytics, Bond Business School, Bond University, Gold Coast, Australia","Bangor Business School, Bangor University, Bangor, Wales"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Bangor Business School, Bangor University, Bangor, Gwynedd, LL57 2DG, Wales","institution_ids":["https://openalex.org/I161548249"]},{"raw_affiliation_string":"Centre for Data Analytics, Bond Business School, Bond University, Gold Coast, QLD, 4226, Australia","institution_ids":["https://openalex.org/I120125038"]},{"raw_affiliation_string":"Centre for Data Analytics, Bond Business School, Bond University, Gold Coast, Australia","institution_ids":["https://openalex.org/I120125038"]},{"raw_affiliation_string":"Bangor Business School, Bangor University, Bangor, Wales","institution_ids":["https://openalex.org/I161548249"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5003410304"],"corresponding_institution_ids":["https://openalex.org/I120125038"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":{"value":2390,"currency":"EUR","value_usd":2990},"fwci":0.0,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":{"value":0.13817751,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":98},"biblio":{"volume":"35","issue":"2","first_page":"1483","last_page":"1492"},"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9973000288009644,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"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":0.9879000186920166,"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/computer-science","display_name":"Computer science","score":0.7063916325569153},{"id":"https://openalex.org/keywords/deep-learning","display_name":"Deep learning","score":0.6929192543029785},{"id":"https://openalex.org/keywords/computational-science-and-engineering","display_name":"Computational Science and Engineering","score":0.664620041847229},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.6580742597579956},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.5969187617301941},{"id":"https://openalex.org/keywords/equity","display_name":"Equity (law)","score":0.5338002443313599},{"id":"https://openalex.org/keywords/similarity","display_name":"Similarity (geometry)","score":0.5315850377082825},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.46222934126853943},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.16265523433685303}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7063916325569153},{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.6929192543029785},{"id":"https://openalex.org/C68597687","wikidata":"https://www.wikidata.org/wiki/Q362601","display_name":"Computational Science and Engineering","level":2,"score":0.664620041847229},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.6580742597579956},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.5969187617301941},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.5338002443313599},{"id":"https://openalex.org/C103278499","wikidata":"https://www.wikidata.org/wiki/Q254465","display_name":"Similarity (geometry)","level":3,"score":0.5315850377082825},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.46222934126853943},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.16265523433685303},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s00521-022-07805-1","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00521-022-07805-1","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00521-022-07805-1.pdf","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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Neural Computing and Applications","raw_type":"journal-article"},{"id":"pmh:oai:https://pure.bond.edu.au/:publications/cd557d53-92a1-4e73-a7ff-594d9c05621c","is_oa":true,"landing_page_url":"https://research.bond.edu.au/en/publications/cd557d53-92a1-4e73-a7ff-594d9c05621c","pdf_url":"https://pure.bond.edu.au/ws/files/193965890/Adapting_Deep_Learning_Models_between_Regional_Markets.pdf","source":{"id":"https://openalex.org/S4306402608","display_name":"Bond University Research Portal (Bond University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I120125038","host_organization_name":"Bond University","host_organization_lineage":["https://openalex.org/I120125038"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Tonkin, I, Gepp, A, Harris, G & Vanstone, B J 2023, 'Adapting Deep Learning Models between Regional Markets', Neural Computing and Applications, vol. 35, no. 2, pp. 1483-1492. https://doi.org/10.1007/s00521-022-07805-1","raw_type":"info:eu-repo/semantics/publishedVersion"},{"id":"pmh:oai:research.bangor.ac.uk:publications/ed71e164-a90c-452e-a438-898a46270f66","is_oa":true,"landing_page_url":"https://research.bangor.ac.uk/portal/en/researchoutputs/adapting-deep-learning-models-between-regional-markets(ed71e164-a90c-452e-a438-898a46270f66).html","pdf_url":null,"source":{"id":"https://openalex.org/S4306402103","display_name":"Bangor University Research Portal (Bangor University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I161548249","host_organization_name":"Bangor University","host_organization_lineage":["https://openalex.org/I161548249"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Tonkin , I , Gepp , A , Harris , G & Vanstone , B 2023 , ' Adapting deep learning models between regional markets ' , Neural Computing and Applications , vol. 35 , no. 2 , pp. 1483\u20131492 . https://doi.org/10.1007/s00521-022-07805-1","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1007/s00521-022-07805-1","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00521-022-07805-1","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00521-022-07805-1.pdf","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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Neural Computing and Applications","raw_type":"journal-article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals","score":0.4399999976158142}],"awards":[],"funders":[{"id":"https://openalex.org/F4320319066","display_name":"Bond University","ror":"https://ror.org/006jxzx88"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4297105294.pdf","grobid_xml":"https://content.openalex.org/works/W4297105294.grobid-xml"},"referenced_works_count":44,"referenced_works":["https://openalex.org/W1590184280","https://openalex.org/W2013565631","https://openalex.org/W2018408827","https://openalex.org/W2022320694","https://openalex.org/W2025192393","https://openalex.org/W2029694543","https://openalex.org/W2064675550","https://openalex.org/W2172140247","https://openalex.org/W2248982967","https://openalex.org/W2257979135","https://openalex.org/W2327684475","https://openalex.org/W2342352817","https://openalex.org/W2559655401","https://openalex.org/W2592929672","https://openalex.org/W2598457882","https://openalex.org/W2624385633","https://openalex.org/W2734986640","https://openalex.org/W2755454128","https://openalex.org/W2766243861","https://openalex.org/W2785770483","https://openalex.org/W2807017723","https://openalex.org/W2912036663","https://openalex.org/W2914767245","https://openalex.org/W2921022248","https://openalex.org/W2922073063","https://openalex.org/W2922995703","https://openalex.org/W2980993481","https://openalex.org/W2990641576","https://openalex.org/W2999905431","https://openalex.org/W3020380065","https://openalex.org/W3025372429","https://openalex.org/W3032979685","https://openalex.org/W3043424630","https://openalex.org/W3045560450","https://openalex.org/W3121701788","https://openalex.org/W3169016197","https://openalex.org/W3198473940","https://openalex.org/W3201423477","https://openalex.org/W3217384338","https://openalex.org/W4200402767","https://openalex.org/W4212846260","https://openalex.org/W4214816825","https://openalex.org/W4300435436","https://openalex.org/W4385245566"],"related_works":["https://openalex.org/W4312200629","https://openalex.org/W4223943233","https://openalex.org/W4360585206","https://openalex.org/W4364306694","https://openalex.org/W4309045103","https://openalex.org/W4225161397","https://openalex.org/W3014300295","https://openalex.org/W3164822677","https://openalex.org/W4250304930","https://openalex.org/W2922457425"],"abstract_inverted_index":{"Abstract":[0],"This":[1],"paper":[2],"extends":[3],"a":[4,90,150],"series":[5],"of":[6,98,166],"deep":[7,138,167],"learning":[8,139,168],"models":[9,46,57,72,88,140,169],"developed":[10,146],"on":[11,29,66,78,149,171],"US":[12,36],"equity":[13],"data":[14,31,123],"to":[15,39,104,116],"the":[16,34,40,44,62,67,79,86,105,112,120,134,164],"Australian":[17,30,68],"market.":[18],"The":[19,56],"model":[20],"architectures":[21],"are":[22,47,129,145],"retrained,":[23],"without":[24],"structural":[25,107],"modification,":[26],"and":[27,70,92,100,147],"tested":[28],"comparable":[32],"with":[33,131],"original":[35,41],"data.":[37,81],"Relative":[38],"US-based":[42],"results,":[43],"retrained":[45],"statistically":[48],"less":[49],"accurate":[50],"at":[51],"predicting":[52],"next":[53],"day":[54],"returns.":[55],"were":[58,89],"also":[59],"modified":[60],"in":[61,133,141],"standard":[63],"train/validate":[64],"manner":[65],"data,":[69],"these":[71],"yielded":[73],"significantly":[74],"better":[75],"predictive":[76],"results":[77],"holdout":[80],"It":[82],"was":[83],"determined":[84],"that":[85,137,144],"best-performing":[87],"CNN":[91],"LSTM,":[93],"attaining":[94],"highly":[95],"significant":[96],"Z-scores":[97],"6.154":[99],"8.789,":[101],"respectively.":[102],"Due":[103],"relative":[106],"similarity":[108],"across":[109],"all":[110],"models,":[111],"improvement":[113],"is":[114,174],"ascribed":[115],"regional":[117,127],"influences":[118],"within":[119],"respective":[121],"training":[122],"sets.":[124],"Such":[125],"unique":[126],"differences":[128],"consistent":[130],"views":[132],"literature":[135],"stating":[136],"computational":[142],"finance":[143],"trained":[148,170],"single":[151],"market":[152],"will":[153],"always":[154],"contain":[155],"market-specific":[156],"bias.":[157],"Given":[158],"this":[159],"finding,":[160],"future":[161],"research":[162],"into":[163],"development":[165],"global":[172],"markets":[173],"recommended.":[175]},"counts_by_year":[{"year":2026,"cited_by_count":1}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}