{"id":"https://openalex.org/W4304091823","doi":"https://doi.org/10.1007/s11063-022-11037-8","title":"Long Short-Term Memory Networks with Multiple Variables for Stock Market Prediction","display_name":"Long Short-Term Memory Networks with Multiple Variables for Stock Market Prediction","publication_year":2022,"publication_date":"2022-10-10","ids":{"openalex":"https://openalex.org/W4304091823","doi":"https://doi.org/10.1007/s11063-022-11037-8"},"language":"en","primary_location":{"id":"doi:10.1007/s11063-022-11037-8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11063-022-11037-8","pdf_url":null,"source":{"id":"https://openalex.org/S140962798","display_name":"Neural Processing Letters","issn_l":"1370-4621","issn":["1370-4621","1573-773X"],"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 Processing Letters","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/A5101421767","display_name":"Fei Gao","orcid":"https://orcid.org/0000-0003-3471-8451"},"institutions":[{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Fei Gao","raw_affiliation_strings":["School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, People\u2019s Republic of China","School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, People\u2019s Republic of China","institution_ids":["https://openalex.org/I87445476"]},{"raw_affiliation_string":"School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, People's Republic of China","institution_ids":["https://openalex.org/I87445476"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5024880206","display_name":"Jiangshe Zhang","orcid":"https://orcid.org/0000-0002-8395-1180"},"institutions":[{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jiangshe Zhang","raw_affiliation_strings":["School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, People\u2019s Republic of China","School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, People\u2019s Republic of China","institution_ids":["https://openalex.org/I87445476"]},{"raw_affiliation_string":"School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, People's Republic of China","institution_ids":["https://openalex.org/I87445476"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100749934","display_name":"Chunxia Zhang","orcid":"https://orcid.org/0000-0002-1456-681X"},"institutions":[{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Chunxia Zhang","raw_affiliation_strings":["School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, People\u2019s Republic of China","School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, People\u2019s Republic of China","institution_ids":["https://openalex.org/I87445476"]},{"raw_affiliation_string":"School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, People's Republic of China","institution_ids":["https://openalex.org/I87445476"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5004363895","display_name":"Shuang Xu","orcid":"https://orcid.org/0000-0003-3576-6914"},"institutions":[{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shuang Xu","raw_affiliation_strings":["School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, People\u2019s Republic of China","School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, People\u2019s Republic of China","institution_ids":["https://openalex.org/I87445476"]},{"raw_affiliation_string":"School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, People's Republic of China","institution_ids":["https://openalex.org/I87445476"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101810188","display_name":"Cong Ma","orcid":"https://orcid.org/0000-0002-9787-6273"},"institutions":[{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Cong Ma","raw_affiliation_strings":["School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, People\u2019s Republic of China","School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, People\u2019s Republic of China","institution_ids":["https://openalex.org/I87445476"]},{"raw_affiliation_string":"School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, People's Republic of China","institution_ids":["https://openalex.org/I87445476"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5101421767"],"corresponding_institution_ids":["https://openalex.org/I87445476"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.8446,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":{"value":0.7617827,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"55","issue":"4","first_page":"4211","last_page":"4229"},"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9972000122070312,"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/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9908999800682068,"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":0.6840084791183472},{"id":"https://openalex.org/keywords/variable","display_name":"Variable (mathematics)","score":0.6429979205131531},{"id":"https://openalex.org/keywords/latent-variable","display_name":"Latent variable","score":0.5987425446510315},{"id":"https://openalex.org/keywords/mutual-information","display_name":"Mutual information","score":0.5265973806381226},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.47102484107017517},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4350816607475281},{"id":"https://openalex.org/keywords/statistical-arbitrage","display_name":"Statistical arbitrage","score":0.4233923554420471},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.33644261956214905},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.33371779322624207},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.1378401219844818},{"id":"https://openalex.org/keywords/arbitrage-pricing-theory","display_name":"Arbitrage pricing theory","score":0.10538870096206665}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6840084791183472},{"id":"https://openalex.org/C182365436","wikidata":"https://www.wikidata.org/wiki/Q50701","display_name":"Variable (mathematics)","level":2,"score":0.6429979205131531},{"id":"https://openalex.org/C51167844","wikidata":"https://www.wikidata.org/wiki/Q4422623","display_name":"Latent variable","level":2,"score":0.5987425446510315},{"id":"https://openalex.org/C152139883","wikidata":"https://www.wikidata.org/wiki/Q252973","display_name":"Mutual information","level":2,"score":0.5265973806381226},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.47102484107017517},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4350816607475281},{"id":"https://openalex.org/C167416602","wikidata":"https://www.wikidata.org/wiki/Q2859660","display_name":"Statistical arbitrage","level":5,"score":0.4233923554420471},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.33644261956214905},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.33371779322624207},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.1378401219844818},{"id":"https://openalex.org/C142450864","wikidata":"https://www.wikidata.org/wiki/Q629941","display_name":"Arbitrage pricing theory","level":3,"score":0.10538870096206665},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"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/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"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/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C42854785","wikidata":"https://www.wikidata.org/wiki/Q2154735","display_name":"Risk arbitrage","level":4,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11063-022-11037-8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11063-022-11037-8","pdf_url":null,"source":{"id":"https://openalex.org/S140962798","display_name":"Neural Processing Letters","issn_l":"1370-4621","issn":["1370-4621","1573-773X"],"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 Processing Letters","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.46000000834465027,"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals"}],"awards":[{"id":"https://openalex.org/G5659593514","display_name":null,"funder_award_id":"22JK0186","funder_id":"https://openalex.org/F4320335970","funder_display_name":"Scientific Research Plan Projects of Shaanxi Education Department"},{"id":"https://openalex.org/G8779856710","display_name":null,"funder_award_id":"61976174","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/F4320335970","display_name":"Scientific Research Plan Projects of Shaanxi Education Department","ror":null}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":39,"referenced_works":["https://openalex.org/W630559790","https://openalex.org/W1580821909","https://openalex.org/W1902237438","https://openalex.org/W1967650431","https://openalex.org/W1969852690","https://openalex.org/W1985167131","https://openalex.org/W2046859882","https://openalex.org/W2064424916","https://openalex.org/W2064675550","https://openalex.org/W2100011707","https://openalex.org/W2100649405","https://openalex.org/W2117130368","https://openalex.org/W2118256727","https://openalex.org/W2122960498","https://openalex.org/W2136848157","https://openalex.org/W2157331557","https://openalex.org/W2183341477","https://openalex.org/W2183659962","https://openalex.org/W2293634267","https://openalex.org/W2342352817","https://openalex.org/W2613328025","https://openalex.org/W2624385633","https://openalex.org/W2744043447","https://openalex.org/W2750268091","https://openalex.org/W2761147217","https://openalex.org/W2801361534","https://openalex.org/W2801889078","https://openalex.org/W2905238323","https://openalex.org/W2911964244","https://openalex.org/W2920966068","https://openalex.org/W3029454707","https://openalex.org/W3107551118","https://openalex.org/W3111082827","https://openalex.org/W3122010751","https://openalex.org/W3122035786","https://openalex.org/W3185256889","https://openalex.org/W3202315245","https://openalex.org/W4239510810","https://openalex.org/W4291214324"],"related_works":["https://openalex.org/W2542552744","https://openalex.org/W2144011779","https://openalex.org/W3034107787","https://openalex.org/W3143885557","https://openalex.org/W66603292","https://openalex.org/W2063358860","https://openalex.org/W3122667150","https://openalex.org/W2353182072","https://openalex.org/W3145642414","https://openalex.org/W3122762617"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1}],"updated_date":"2026-05-31T08:46:17.908082","created_date":"2025-10-10T00:00:00"}