{"id":"https://openalex.org/W4225163341","doi":"https://doi.org/10.1007/s10489-022-03321-w","title":"Multi-type data fusion framework based on deep reinforcement learning for algorithmic trading","display_name":"Multi-type data fusion framework based on deep reinforcement learning for algorithmic trading","publication_year":2022,"publication_date":"2022-04-30","ids":{"openalex":"https://openalex.org/W4225163341","doi":"https://doi.org/10.1007/s10489-022-03321-w"},"language":"en","primary_location":{"id":"doi:10.1007/s10489-022-03321-w","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10489-022-03321-w","pdf_url":null,"source":{"id":"https://openalex.org/S74726891","display_name":"Applied Intelligence","issn_l":"0924-669X","issn":["0924-669X","1573-7497"],"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":"Applied Intelligence","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/A5100371524","display_name":"Peipei Liu","orcid":null},"institutions":[{"id":"https://openalex.org/I59483232","display_name":"Shandong University of Finance and Economics","ror":"https://ror.org/02e2nnq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I59483232"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Peipei Liu","raw_affiliation_strings":["School of Computer Science and Technology, Shandong University of Finance and Economics, Jinan, 250014, China"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Technology, Shandong University of Finance and Economics, Jinan, 250014, China","institution_ids":["https://openalex.org/I59483232"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100410998","display_name":"Yunfeng Zhang","orcid":"https://orcid.org/0000-0002-1237-6035"},"institutions":[{"id":"https://openalex.org/I59483232","display_name":"Shandong University of Finance and Economics","ror":"https://ror.org/02e2nnq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I59483232"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yunfeng Zhang","raw_affiliation_strings":["School of Computer Science and Technology, Shandong University of Finance and Economics, Jinan, 250014, China"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Technology, Shandong University of Finance and Economics, Jinan, 250014, China","institution_ids":["https://openalex.org/I59483232"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5102817863","display_name":"Fangxun Bao","orcid":"https://orcid.org/0000-0003-2245-1542"},"institutions":[{"id":"https://openalex.org/I154099455","display_name":"Shandong University","ror":"https://ror.org/0207yh398","country_code":"CN","type":"education","lineage":["https://openalex.org/I154099455"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Fangxun Bao","raw_affiliation_strings":["School of Mathmatics, Shandong University, Jinan, Shandong, 250100, China"],"affiliations":[{"raw_affiliation_string":"School of Mathmatics, Shandong University, Jinan, Shandong, 250100, China","institution_ids":["https://openalex.org/I154099455"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5062116954","display_name":"Xunxiang Yao","orcid":null},"institutions":[{"id":"https://openalex.org/I114017466","display_name":"University of Technology Sydney","ror":"https://ror.org/03f0f6041","country_code":"AU","type":"education","lineage":["https://openalex.org/I114017466"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Xunxiang Yao","raw_affiliation_strings":["Faculty of Engineering and Information Technology, University of Technology Sydney, Sydney, NSW 2007, Australia"],"affiliations":[{"raw_affiliation_string":"Faculty of Engineering and Information Technology, University of Technology Sydney, Sydney, NSW 2007, Australia","institution_ids":["https://openalex.org/I114017466"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5051873577","display_name":"Caiming Zhang","orcid":"https://orcid.org/0000-0002-6365-6221"},"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":"Caiming Zhang","raw_affiliation_strings":["School of Computer Science and Technology, Shandong University, Jinan, 250101, China"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Technology, Shandong University, Jinan, 250101, China","institution_ids":["https://openalex.org/I80143920"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5100371524"],"corresponding_institution_ids":["https://openalex.org/I59483232"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":7.9665,"has_fulltext":false,"cited_by_count":47,"citation_normalized_percentile":{"value":0.97969363,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":100},"biblio":{"volume":"53","issue":"2","first_page":"1683","last_page":"1706"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998999834060669,"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":0.9998999834060669,"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":0.9976999759674072,"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":0.9908999800682068,"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":0.8085024356842041},{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.7171277403831482},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.617434024810791},{"id":"https://openalex.org/keywords/technical-analysis","display_name":"Technical analysis","score":0.5857330560684204},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.5592284202575684},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.4826219975948334},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.44266143441200256},{"id":"https://openalex.org/keywords/convolutional-neural-network","display_name":"Convolutional neural network","score":0.4254942536354065},{"id":"https://openalex.org/keywords/deep-learning","display_name":"Deep learning","score":0.4126025140285492},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.34063833951950073},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.2066325545310974},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.13747990131378174}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8085024356842041},{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.7171277403831482},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.617434024810791},{"id":"https://openalex.org/C117245426","wikidata":"https://www.wikidata.org/wiki/Q235038","display_name":"Technical analysis","level":2,"score":0.5857330560684204},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.5592284202575684},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.4826219975948334},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.44266143441200256},{"id":"https://openalex.org/C81363708","wikidata":"https://www.wikidata.org/wiki/Q17084460","display_name":"Convolutional neural network","level":2,"score":0.4254942536354065},{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.4126025140285492},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.34063833951950073},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.2066325545310974},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.13747990131378174},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"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/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s10489-022-03321-w","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10489-022-03321-w","pdf_url":null,"source":{"id":"https://openalex.org/S74726891","display_name":"Applied Intelligence","issn_l":"0924-669X","issn":["0924-669X","1573-7497"],"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":"Applied Intelligence","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2441010247","display_name":null,"funder_award_id":"ZR2019MF051","funder_id":"https://openalex.org/F4320324174","funder_display_name":"Natural Science Foundation of Shandong Province"},{"id":"https://openalex.org/G3033594636","display_name":null,"funder_award_id":"61972227","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G4501873580","display_name":null,"funder_award_id":"ZR2019BF043","funder_id":"https://openalex.org/F4320324174","funder_display_name":"Natural Science Foundation of Shandong Province"},{"id":"https://openalex.org/G527241732","display_name":null,"funder_award_id":"ZR2020MF037","funder_id":"https://openalex.org/F4320324174","funder_display_name":"Natural Science Foundation of Shandong Province"},{"id":"https://openalex.org/G5395569998","display_name":null,"funder_award_id":"ZR2020MA036","funder_id":"https://openalex.org/F4320324174","funder_display_name":"Natural Science Foundation of Shandong Province"},{"id":"https://openalex.org/G7209360241","display_name":null,"funder_award_id":"61902217","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320324174","display_name":"Natural Science Foundation of Shandong Province","ror":null}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":39,"referenced_works":["https://openalex.org/W2344786740","https://openalex.org/W2572554044","https://openalex.org/W2624385633","https://openalex.org/W2789364533","https://openalex.org/W2797790703","https://openalex.org/W2800569739","https://openalex.org/W2865675487","https://openalex.org/W2886621583","https://openalex.org/W2902907165","https://openalex.org/W2959546144","https://openalex.org/W2963374817","https://openalex.org/W2967254933","https://openalex.org/W2972592847","https://openalex.org/W3003523273","https://openalex.org/W3010954320","https://openalex.org/W3016693931","https://openalex.org/W3022746105","https://openalex.org/W3025149240","https://openalex.org/W3032769455","https://openalex.org/W3035574064","https://openalex.org/W3046559364","https://openalex.org/W3080733778","https://openalex.org/W3083252136","https://openalex.org/W3084464810","https://openalex.org/W3085725020","https://openalex.org/W3100789280","https://openalex.org/W3106649810","https://openalex.org/W3109970324","https://openalex.org/W3126577088","https://openalex.org/W3128663285","https://openalex.org/W3133805463","https://openalex.org/W3134332122","https://openalex.org/W3135702229","https://openalex.org/W3138410940","https://openalex.org/W3145840617","https://openalex.org/W3149035007","https://openalex.org/W3151614082","https://openalex.org/W3185247296","https://openalex.org/W3189706220"],"related_works":["https://openalex.org/W3154480698","https://openalex.org/W2942345991","https://openalex.org/W4288095971","https://openalex.org/W880995879","https://openalex.org/W4285342199","https://openalex.org/W3165885989","https://openalex.org/W2759772657","https://openalex.org/W2163488659","https://openalex.org/W4366124061","https://openalex.org/W2947703542"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":18},{"year":2024,"cited_by_count":15},{"year":2023,"cited_by_count":12},{"year":2022,"cited_by_count":2}],"updated_date":"2026-04-09T08:11:56.329763","created_date":"2025-10-10T00:00:00"}