{"id":"https://openalex.org/W3130456109","doi":"https://doi.org/10.1007/s00530-021-00758-w","title":"A graph-based CNN-LSTM stock price prediction algorithm with leading indicators","display_name":"A graph-based CNN-LSTM stock price prediction algorithm with leading indicators","publication_year":2021,"publication_date":"2021-02-22","ids":{"openalex":"https://openalex.org/W3130456109","doi":"https://doi.org/10.1007/s00530-021-00758-w","mag":"3130456109"},"language":"en","primary_location":{"id":"doi:10.1007/s00530-021-00758-w","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00530-021-00758-w","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00530-021-00758-w.pdf","source":{"id":"https://openalex.org/S112262039","display_name":"Multimedia Systems","issn_l":"0942-4962","issn":["0942-4962","1432-1882"],"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":"Multimedia Systems","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/s00530-021-00758-w.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5071914288","display_name":"Jimmy Ming\u2010Tai Wu","orcid":"https://orcid.org/0000-0003-3740-2102"},"institutions":[{"id":"https://openalex.org/I80143920","display_name":"Shandong University of Science and Technology","ror":"https://ror.org/04gtjhw98","country_code":"CN","type":"education","lineage":["https://openalex.org/I80143920"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jimmy Ming-Tai Wu","raw_affiliation_strings":["Shandong University of Science and Technology, Qingdao, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Shandong University of Science and Technology, Qingdao, China","institution_ids":["https://openalex.org/I80143920"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5021430586","display_name":"Zhongcui Li","orcid":null},"institutions":[{"id":"https://openalex.org/I80143920","display_name":"Shandong University of Science and Technology","ror":"https://ror.org/04gtjhw98","country_code":"CN","type":"education","lineage":["https://openalex.org/I80143920"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhongcui Li","raw_affiliation_strings":["Shandong University of Science and Technology, Qingdao, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Shandong University of Science and Technology, Qingdao, China","institution_ids":["https://openalex.org/I80143920"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5062682055","display_name":"Norbert Herencs\u00e1r","orcid":"https://orcid.org/0000-0002-9504-2275"},"institutions":[{"id":"https://openalex.org/I60587646","display_name":"Brno University of Technology","ror":"https://ror.org/03613d656","country_code":"CZ","type":"education","lineage":["https://openalex.org/I60587646"]}],"countries":["CZ"],"is_corresponding":false,"raw_author_name":"Norbert Herencsar","raw_affiliation_strings":["Department of Telecommunications, Faculty of Electrical Engineering and Communication, Brno University of Technology, Brno, Czech Republic"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Telecommunications, Faculty of Electrical Engineering and Communication, Brno University of Technology, Brno, Czech Republic","institution_ids":["https://openalex.org/I60587646"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5053403067","display_name":"Bay Vo","orcid":"https://orcid.org/0000-0002-9246-4587"},"institutions":[{"id":"https://openalex.org/I47265099","display_name":"Ho Chi Minh City University of Technology","ror":"https://ror.org/04qva2324","country_code":"VN","type":"education","lineage":["https://openalex.org/I123565023","https://openalex.org/I47265099"]}],"countries":["VN"],"is_corresponding":false,"raw_author_name":"Bay Vo","raw_affiliation_strings":["Faculty of Information Technology, Ho Chi Minh City University of Technology, Ho Chi Minh, Vietnam"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Information Technology, Ho Chi Minh City University of Technology, Ho Chi Minh, Vietnam","institution_ids":["https://openalex.org/I47265099"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5000640263","display_name":"Jerry Chun\u2010Wei Lin","orcid":"https://orcid.org/0000-0001-8768-9709"},"institutions":[{"id":"https://openalex.org/I179863766","display_name":"Western Norway University of Applied Sciences","ror":"https://ror.org/05phns765","country_code":"NO","type":"education","lineage":["https://openalex.org/I179863766"]}],"countries":["NO"],"is_corresponding":true,"raw_author_name":"Jerry Chun-Wei Lin","raw_affiliation_strings":["Department of Computer Science, Electrical Engineering and Mathematical Sciences, Western Norway University of Applied Sciences, Bergen, Norway"],"raw_orcid":"https://orcid.org/0000-0001-8768-9709","affiliations":[{"raw_affiliation_string":"Department of Computer Science, Electrical Engineering and Mathematical Sciences, Western Norway University of Applied Sciences, Bergen, Norway","institution_ids":["https://openalex.org/I179863766"]}]}],"institutions":[],"countries_distinct_count":4,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5000640263"],"corresponding_institution_ids":["https://openalex.org/I179863766"],"apc_list":{"value":3090,"currency":"USD","value_usd":3090},"apc_paid":{"value":3090,"currency":"USD","value_usd":3090},"fwci":30.5433,"has_fulltext":true,"cited_by_count":318,"citation_normalized_percentile":{"value":0.99911045,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":99,"max":100},"biblio":{"volume":"29","issue":"3","first_page":"1751","last_page":"1770"},"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":0.9966999888420105,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.987500011920929,"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/computer-science","display_name":"Computer science","score":0.6044151186943054},{"id":"https://openalex.org/keywords/convolutional-neural-network","display_name":"Convolutional neural network","score":0.5218866467475891},{"id":"https://openalex.org/keywords/futures-contract","display_name":"Futures contract","score":0.5041977167129517},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4409363269805908},{"id":"https://openalex.org/keywords/real-estate","display_name":"Real estate","score":0.4261884093284607},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.39326873421669006},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.38962501287460327},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.37985411286354065},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3077579438686371}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6044151186943054},{"id":"https://openalex.org/C81363708","wikidata":"https://www.wikidata.org/wiki/Q17084460","display_name":"Convolutional neural network","level":2,"score":0.5218866467475891},{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.5041977167129517},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4409363269805908},{"id":"https://openalex.org/C82279013","wikidata":"https://www.wikidata.org/wiki/Q684740","display_name":"Real estate","level":2,"score":0.4261884093284607},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.39326873421669006},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.38962501287460327},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.37985411286354065},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3077579438686371}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s00530-021-00758-w","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00530-021-00758-w","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00530-021-00758-w.pdf","source":{"id":"https://openalex.org/S112262039","display_name":"Multimedia Systems","issn_l":"0942-4962","issn":["0942-4962","1432-1882"],"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":"Multimedia Systems","raw_type":"journal-article"},{"id":"pmh:oai:dspace.vutbr.cz:11012/201733","is_oa":true,"landing_page_url":"http://hdl.handle.net/11012/201733","pdf_url":null,"source":{"id":"https://openalex.org/S4306400317","display_name":"Brno University of Technology Digital Library (Brno University of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I60587646","host_organization_name":"Brno University of Technology","host_organization_lineage":["https://openalex.org/I60587646"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"MULTIMEDIA SYSTEMS. 2021, vol. 28, issue 0, p. 1-20.","raw_type":"article"},{"id":"pmh:oai:hvlopen.brage.unit.no:11250/2985488","is_oa":true,"landing_page_url":"https://hdl.handle.net/11250/2985488","pdf_url":null,"source":{"id":"https://openalex.org/S4306401716","display_name":"Duo Research Archive (University of Oslo)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I184942183","host_organization_name":"University of Oslo","host_organization_lineage":["https://openalex.org/I184942183"],"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":"Multimedia Systems","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"doi:10.1007/s00530-021-00758-w","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00530-021-00758-w","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00530-021-00758-w.pdf","source":{"id":"https://openalex.org/S112262039","display_name":"Multimedia Systems","issn_l":"0942-4962","issn":["0942-4962","1432-1882"],"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":"Multimedia Systems","raw_type":"journal-article"},"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.44999998807907104,"id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320317045","display_name":"H\u00f8gskulen p\u00e5 Vestlandet","ror":"https://ror.org/05phns765"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3130456109.pdf","grobid_xml":"https://content.openalex.org/works/W3130456109.grobid-xml"},"referenced_works_count":56,"referenced_works":["https://openalex.org/W85467525","https://openalex.org/W99918501","https://openalex.org/W190676875","https://openalex.org/W1575726819","https://openalex.org/W1977177161","https://openalex.org/W1995132292","https://openalex.org/W2000818357","https://openalex.org/W2016589492","https://openalex.org/W2032550340","https://openalex.org/W2037796432","https://openalex.org/W2041462006","https://openalex.org/W2064675550","https://openalex.org/W2080265874","https://openalex.org/W2094665138","https://openalex.org/W2111556359","https://openalex.org/W2112796928","https://openalex.org/W2143612262","https://openalex.org/W2161078209","https://openalex.org/W2185490708","https://openalex.org/W2209610041","https://openalex.org/W2347175495","https://openalex.org/W2523498403","https://openalex.org/W2572039048","https://openalex.org/W2585720638","https://openalex.org/W2602635178","https://openalex.org/W2602977295","https://openalex.org/W2609077090","https://openalex.org/W2614459600","https://openalex.org/W2624385633","https://openalex.org/W2734777338","https://openalex.org/W2734986640","https://openalex.org/W2748566911","https://openalex.org/W2750690203","https://openalex.org/W2754191969","https://openalex.org/W2783752027","https://openalex.org/W2784246028","https://openalex.org/W2804860796","https://openalex.org/W2806099957","https://openalex.org/W2900880305","https://openalex.org/W2905238323","https://openalex.org/W2922995703","https://openalex.org/W2923227098","https://openalex.org/W2950457966","https://openalex.org/W2963432161","https://openalex.org/W2964095005","https://openalex.org/W2981987479","https://openalex.org/W2986150947","https://openalex.org/W2995154733","https://openalex.org/W3011881765","https://openalex.org/W3012107403","https://openalex.org/W3040963377","https://openalex.org/W3046214831","https://openalex.org/W3090157411","https://openalex.org/W3096005429","https://openalex.org/W3096794928","https://openalex.org/W3100350702"],"related_works":["https://openalex.org/W2080194917","https://openalex.org/W2230611034","https://openalex.org/W2494020708","https://openalex.org/W4387762087","https://openalex.org/W2069474937","https://openalex.org/W3124189739","https://openalex.org/W2090424917","https://openalex.org/W99115737","https://openalex.org/W2493455761","https://openalex.org/W1557762153"],"abstract_inverted_index":{"Abstract":[0],"In":[1],"today\u2019s":[2],"society,":[3],"investment":[4,74,82,98],"wealth":[5,16],"management":[6,17,48],"has":[7,89],"become":[8],"a":[9,133,139,173],"mainstream":[10],"of":[11,22,62,81,107,120,127,143,176,194,210,217,238],"the":[12,20,60,86,113,118,125,144,188,191,195,204,208,214,228,235,239],"contemporary":[13],"era.":[14],"Investment":[15],"refers":[18],"to":[19,26,58,67,117,137,246],"use":[21],"funds":[23,28],"by":[24],"investors":[25],"arrange":[27],"reasonably,":[29],"for":[30,112],"example,":[31],"savings,":[32],"bank":[33],"financial":[34,76,121],"products,":[35],"bonds,":[36],"stocks,":[37,84],"commodity":[38],"spots,":[39],"real":[40],"estate,":[41],"gold,":[42],"art,":[43],"and":[44,51,56,64,75,92,101,124,153,179,184,186,198,207,212,219,225],"many":[45],"others.":[46],"Wealth":[47],"tools":[49],"manage":[50],"assign":[52],"families,":[53],"individuals,":[54],"enterprises,":[55],"institutions":[57],"achieve":[59,138],"purpose":[61],"increasing":[63],"maintaining":[65],"value":[66],"accelerate":[68],"asset":[69],"growth.":[70],"Among":[71],"them,":[72],"in":[73,223,242],"management,":[77],"people\u2019s":[78],"favorite":[79],"product":[80],"often":[83],"because":[85],"stock":[87,114,145,165],"market":[88],"great":[90],"advantages":[91],"charm,":[93],"especially":[94],"compared":[95,250],"with":[96,232],"other":[97],"methods.":[99],"More":[100],"more":[102,140],"scholars":[103],"have":[104],"developed":[105],"methods":[106],"prediction":[108,142,236],"from":[109],"multiple":[110],"angles":[111],"market.":[115],"According":[116],"feature":[119,201],"time":[122],"series":[123],"task":[126],"price":[128],"prediction,":[129],"this":[130,243],"article":[131,244],"proposes":[132],"new":[134,160],"framework":[135],"structure":[136],"accurate":[141],"price,":[146],"which":[147],"combines":[148],"Convolution":[149],"Neural":[150,156],"Network":[151,157],"(CNN)":[152],"Long\u2013Short-Term":[154],"Memory":[155],"(LSTM).":[158],"This":[159],"method":[161],"is":[162],"aptly":[163],"named":[164],"sequence":[166,174],"array":[167,175,189],"convolutional":[168,205],"LSTM":[169],"(SACLSTM).":[170],"It":[171],"constructs":[172],"historical":[177],"data":[178],"its":[180],"leading":[181],"indicators":[182],"(options":[183],"futures),":[185],"uses":[187],"as":[190,213,227],"input":[192,215],"image":[193],"CNN":[196],"framework,":[197],"extracts":[199],"certain":[200],"vectors":[202],"through":[203],"layer":[206,209],"pooling,":[211],"vector":[216],"LSTM,":[218],"takes":[220],"ten":[221],"stocks":[222],"U.S.A":[224],"Taiwan":[226],"experimental":[229],"data.":[230],"Compared":[231],"previous":[233],"methods,":[234],"performance":[237],"proposed":[240],"algorithm":[241],"leads":[245],"better":[247],"results":[248],"when":[249],"directly.":[251]},"counts_by_year":[{"year":2026,"cited_by_count":29},{"year":2025,"cited_by_count":96},{"year":2024,"cited_by_count":83},{"year":2023,"cited_by_count":58},{"year":2022,"cited_by_count":37},{"year":2021,"cited_by_count":15}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}
