{"id":"https://openalex.org/W4368370459","doi":"https://doi.org/10.1007/s10489-023-04563-y","title":"Financial time series forecasting based on momentum-driven graph signal processing","display_name":"Financial time series forecasting based on momentum-driven graph signal processing","publication_year":2023,"publication_date":"2023-05-04","ids":{"openalex":"https://openalex.org/W4368370459","doi":"https://doi.org/10.1007/s10489-023-04563-y"},"language":"en","primary_location":{"id":"doi:10.1007/s10489-023-04563-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10489-023-04563-y","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/A5101580365","display_name":"Shengen Zhang","orcid":"https://orcid.org/0000-0002-1629-9604"},"institutions":[{"id":"https://openalex.org/I125839683","display_name":"Beijing Institute of Technology","ror":"https://ror.org/01skt4w74","country_code":"CN","type":"education","lineage":["https://openalex.org/I125839683","https://openalex.org/I890469752"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shengen Zhang","raw_affiliation_strings":["Key Laboratory of Photoelectronic Imaging Technology and System of Ministry of Education of China, School of Optics and Photonics, Beijing Institute of Technology, Beijing, 100081, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Key Laboratory of Photoelectronic Imaging Technology and System of Ministry of Education of China, School of Optics and Photonics, Beijing Institute of Technology, Beijing, 100081, China","institution_ids":["https://openalex.org/I125839683"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5031836304","display_name":"Xu Ma","orcid":"https://orcid.org/0000-0003-2012-9808"},"institutions":[{"id":"https://openalex.org/I125839683","display_name":"Beijing Institute of Technology","ror":"https://ror.org/01skt4w74","country_code":"CN","type":"education","lineage":["https://openalex.org/I125839683","https://openalex.org/I890469752"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Xu Ma","raw_affiliation_strings":["Key Laboratory of Photoelectronic Imaging Technology and System of Ministry of Education of China, School of Optics and Photonics, Beijing Institute of Technology, Beijing, 100081, China"],"raw_orcid":"https://orcid.org/0000-0003-2012-9808","affiliations":[{"raw_affiliation_string":"Key Laboratory of Photoelectronic Imaging Technology and System of Ministry of Education of China, School of Optics and Photonics, Beijing Institute of Technology, Beijing, 100081, China","institution_ids":["https://openalex.org/I125839683"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5045578994","display_name":"Zhen Fang","orcid":"https://orcid.org/0000-0003-0278-127X"},"institutions":[{"id":"https://openalex.org/I125839683","display_name":"Beijing Institute of Technology","ror":"https://ror.org/01skt4w74","country_code":"CN","type":"education","lineage":["https://openalex.org/I125839683","https://openalex.org/I890469752"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhen Fang","raw_affiliation_strings":["Key Laboratory of Photoelectronic Imaging Technology and System of Ministry of Education of China, School of Optics and Photonics, Beijing Institute of Technology, Beijing, 100081, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Key Laboratory of Photoelectronic Imaging Technology and System of Ministry of Education of China, School of Optics and Photonics, Beijing Institute of Technology, Beijing, 100081, China","institution_ids":["https://openalex.org/I125839683"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5102019822","display_name":"Huifeng Pan","orcid":"https://orcid.org/0000-0002-1588-9442"},"institutions":[{"id":"https://openalex.org/I146563203","display_name":"University of International Business and Economics","ror":"https://ror.org/05khqpb71","country_code":"CN","type":"education","lineage":["https://openalex.org/I146563203"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Huifeng Pan","raw_affiliation_strings":["School of Banking and Finance, University of International Business and Economics, Beijing, 100029, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Banking and Finance, University of International Business and Economics, Beijing, 100029, China","institution_ids":["https://openalex.org/I146563203"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5041904286","display_name":"Guangbing Yang","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Guangbing Yang","raw_affiliation_strings":["Beijing Zohar Vanfund Investment Co., Ltd, Beijing, 100009, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Beijing Zohar Vanfund Investment Co., Ltd, Beijing, 100009, China","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5005357824","display_name":"Gonzalo R. Arce","orcid":"https://orcid.org/0000-0001-7163-7111"},"institutions":[{"id":"https://openalex.org/I86501945","display_name":"University of Delaware","ror":"https://ror.org/01sbq1a82","country_code":"US","type":"education","lineage":["https://openalex.org/I86501945"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Gonzalo R. Arce","raw_affiliation_strings":["Department of Electrical and Computer Engineering, Institute for Financial Services Analytics, University of Delaware, Newark, DE, 19716, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering, Institute for Financial Services Analytics, University of Delaware, Newark, DE, 19716, USA","institution_ids":["https://openalex.org/I86501945"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":6,"corresponding_author_ids":["https://openalex.org/A5031836304"],"corresponding_institution_ids":["https://openalex.org/I125839683"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":3.7985,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.94218721,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"53","issue":"18","first_page":"20950","last_page":"20966"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9988999962806702,"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"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9988999962806702,"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"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9988999962806702,"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/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9919999837875366,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.8077418804168701},{"id":"https://openalex.org/keywords/cluster-analysis","display_name":"Cluster analysis","score":0.6079245805740356},{"id":"https://openalex.org/keywords/robustness","display_name":"Robustness (evolution)","score":0.593700110912323},{"id":"https://openalex.org/keywords/graph","display_name":"Graph","score":0.49454423785209656},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.4845215678215027},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.4565955102443695},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.4560943841934204},{"id":"https://openalex.org/keywords/industrial-production","display_name":"Industrial production","score":0.43422067165374756},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3775792419910431},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.37088581919670105},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3535345792770386},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.33323001861572266},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3252040445804596},{"id":"https://openalex.org/keywords/theoretical-computer-science","display_name":"Theoretical computer science","score":0.10707986354827881},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.08613359928131104}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8077418804168701},{"id":"https://openalex.org/C73555534","wikidata":"https://www.wikidata.org/wiki/Q622825","display_name":"Cluster analysis","level":2,"score":0.6079245805740356},{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.593700110912323},{"id":"https://openalex.org/C132525143","wikidata":"https://www.wikidata.org/wiki/Q141488","display_name":"Graph","level":2,"score":0.49454423785209656},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.4845215678215027},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.4565955102443695},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.4560943841934204},{"id":"https://openalex.org/C82753439","wikidata":"https://www.wikidata.org/wiki/Q1419090","display_name":"Industrial production","level":2,"score":0.43422067165374756},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3775792419910431},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.37088581919670105},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3535345792770386},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.33323001861572266},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3252040445804596},{"id":"https://openalex.org/C80444323","wikidata":"https://www.wikidata.org/wiki/Q2878974","display_name":"Theoretical computer science","level":1,"score":0.10707986354827881},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.08613359928131104},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"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/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C165556158","wikidata":"https://www.wikidata.org/wiki/Q83937","display_name":"Keynesian economics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","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/s10489-023-04563-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10489-023-04563-y","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":[{"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8","score":0.5299999713897705}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":34,"referenced_works":["https://openalex.org/W1993137812","https://openalex.org/W2034099719","https://openalex.org/W2093546394","https://openalex.org/W2125520394","https://openalex.org/W2132914434","https://openalex.org/W2148599483","https://openalex.org/W2320868325","https://openalex.org/W2520179645","https://openalex.org/W2616100520","https://openalex.org/W2624385633","https://openalex.org/W2762466482","https://openalex.org/W2789364533","https://openalex.org/W2794511757","https://openalex.org/W2796431263","https://openalex.org/W2800314720","https://openalex.org/W2901769706","https://openalex.org/W2910575305","https://openalex.org/W2918897221","https://openalex.org/W2945760240","https://openalex.org/W2963495788","https://openalex.org/W2963645548","https://openalex.org/W2963728452","https://openalex.org/W2970016095","https://openalex.org/W3007066689","https://openalex.org/W3008982768","https://openalex.org/W3040010467","https://openalex.org/W3042071913","https://openalex.org/W3043284412","https://openalex.org/W3094633476","https://openalex.org/W3097140498","https://openalex.org/W3097382998","https://openalex.org/W3124639629","https://openalex.org/W3133692830","https://openalex.org/W4229459302"],"related_works":["https://openalex.org/W2804364458","https://openalex.org/W4298130764","https://openalex.org/W2770593030","https://openalex.org/W2132641928","https://openalex.org/W4281727072","https://openalex.org/W2560201613","https://openalex.org/W2090259340","https://openalex.org/W4310225030","https://openalex.org/W3154990682","https://openalex.org/W4285820068"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":1}],"updated_date":"2026-06-13T06:13:01.061226","created_date":"2025-10-10T00:00:00"}