{"id":"https://openalex.org/W4297962057","doi":"https://doi.org/10.1007/s11227-022-04834-4","title":"A Bayesian-based classification framework for financial time series trend prediction","display_name":"A Bayesian-based classification framework for financial time series trend prediction","publication_year":2022,"publication_date":"2022-09-29","ids":{"openalex":"https://openalex.org/W4297962057","doi":"https://doi.org/10.1007/s11227-022-04834-4","pmid":"https://pubmed.ncbi.nlm.nih.gov/36196451"},"language":"en","primary_location":{"id":"doi:10.1007/s11227-022-04834-4","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11227-022-04834-4","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11227-022-04834-4.pdf","source":{"id":"https://openalex.org/S32326811","display_name":"The Journal of Supercomputing","issn_l":"0920-8542","issn":["0920-8542","1573-0484"],"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":"The Journal of Supercomputing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","pubmed"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://link.springer.com/content/pdf/10.1007/s11227-022-04834-4.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5027088984","display_name":"Arsalan Dezhkam","orcid":"https://orcid.org/0000-0003-1852-2117"},"institutions":[{"id":"https://openalex.org/I133529467","display_name":"Sharif University of Technology","ror":"https://ror.org/024c2fq17","country_code":"IR","type":"education","lineage":["https://openalex.org/I133529467"]}],"countries":["IR"],"is_corresponding":true,"raw_author_name":"Arsalan Dezhkam","raw_affiliation_strings":["Computer Engineering Department, Sharif University of Technology, Tehran, Iran"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer Engineering Department, Sharif University of Technology, Tehran, Iran","institution_ids":["https://openalex.org/I133529467"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5081696451","display_name":"Mohammad Taghi Manzuri","orcid":"https://orcid.org/0000-0002-3451-0338"},"institutions":[{"id":"https://openalex.org/I133529467","display_name":"Sharif University of Technology","ror":"https://ror.org/024c2fq17","country_code":"IR","type":"education","lineage":["https://openalex.org/I133529467"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Mohammad Taghi Manzuri","raw_affiliation_strings":["Computer Engineering Department, Sharif University of Technology, Tehran, Iran"],"raw_orcid":"https://orcid.org/0000-0002-3451-0338","affiliations":[{"raw_affiliation_string":"Computer Engineering Department, Sharif University of Technology, Tehran, Iran","institution_ids":["https://openalex.org/I133529467"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5020420541","display_name":"Ahmad Aghapour","orcid":null},"institutions":[{"id":"https://openalex.org/I133529467","display_name":"Sharif University of Technology","ror":"https://ror.org/024c2fq17","country_code":"IR","type":"education","lineage":["https://openalex.org/I133529467"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Ahmad Aghapour","raw_affiliation_strings":["Computer Engineering Department, Sharif University of Technology, Tehran, Iran"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer Engineering Department, Sharif University of Technology, Tehran, Iran","institution_ids":["https://openalex.org/I133529467"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5110764111","display_name":"Afshin Karimi","orcid":null},"institutions":[{"id":"https://openalex.org/I133529467","display_name":"Sharif University of Technology","ror":"https://ror.org/024c2fq17","country_code":"IR","type":"education","lineage":["https://openalex.org/I133529467"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Afshin Karimi","raw_affiliation_strings":["Computer Engineering Department, Sharif University of Technology, Tehran, Iran"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer Engineering Department, Sharif University of Technology, Tehran, Iran","institution_ids":["https://openalex.org/I133529467"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5103240036","display_name":"Ali Rabiee","orcid":"https://orcid.org/0000-0001-6800-6247"},"institutions":[{"id":"https://openalex.org/I133529467","display_name":"Sharif University of Technology","ror":"https://ror.org/024c2fq17","country_code":"IR","type":"education","lineage":["https://openalex.org/I133529467"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Ali Rabiee","raw_affiliation_strings":["Computer Engineering Department, Sharif University of Technology, Tehran, Iran"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer Engineering Department, Sharif University of Technology, Tehran, Iran","institution_ids":["https://openalex.org/I133529467"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5088032779","display_name":"Shervin Manzuri Shalmani","orcid":null},"institutions":[{"id":"https://openalex.org/I98251732","display_name":"McMaster University","ror":"https://ror.org/02fa3aq29","country_code":"CA","type":"education","lineage":["https://openalex.org/I98251732"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Shervin Manzuri Shalmani","raw_affiliation_strings":["Department of Computing and Software, McMaster University, Hamilton, ON Canada","Department of Computing and Software, McMaster University, Hamilton, ON, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computing and Software, McMaster University, Hamilton, ON Canada","institution_ids":["https://openalex.org/I98251732"]},{"raw_affiliation_string":"Department of Computing and Software, McMaster University, Hamilton, ON, Canada","institution_ids":["https://openalex.org/I98251732"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":6,"corresponding_author_ids":["https://openalex.org/A5027088984"],"corresponding_institution_ids":["https://openalex.org/I133529467"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":2.0341,"has_fulltext":true,"cited_by_count":13,"citation_normalized_percentile":{"value":0.87541005,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"79","issue":"4","first_page":"4622","last_page":"4659"},"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/T11059","display_name":"Market Dynamics and Volatility","score":0.996399998664856,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9934999942779541,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.8575657606124878},{"id":"https://openalex.org/keywords/hyperparameter","display_name":"Hyperparameter","score":0.7245433926582336},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.6584576368331909},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.657166600227356},{"id":"https://openalex.org/keywords/sharpe-ratio","display_name":"Sharpe ratio","score":0.5773308277130127},{"id":"https://openalex.org/keywords/bayesian-optimization","display_name":"Bayesian optimization","score":0.5600167512893677},{"id":"https://openalex.org/keywords/metric","display_name":"Metric (unit)","score":0.5336772799491882},{"id":"https://openalex.org/keywords/preprocessor","display_name":"Preprocessor","score":0.46870654821395874},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.4678680896759033},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.46454691886901855},{"id":"https://openalex.org/keywords/performance-metric","display_name":"Performance metric","score":0.44966238737106323},{"id":"https://openalex.org/keywords/deep-learning","display_name":"Deep learning","score":0.41875308752059937},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2853209972381592},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.17030739784240723}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8575657606124878},{"id":"https://openalex.org/C8642999","wikidata":"https://www.wikidata.org/wiki/Q4171168","display_name":"Hyperparameter","level":2,"score":0.7245433926582336},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.6584576368331909},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.657166600227356},{"id":"https://openalex.org/C139938925","wikidata":"https://www.wikidata.org/wiki/Q1501898","display_name":"Sharpe ratio","level":3,"score":0.5773308277130127},{"id":"https://openalex.org/C2778049539","wikidata":"https://www.wikidata.org/wiki/Q17002908","display_name":"Bayesian optimization","level":2,"score":0.5600167512893677},{"id":"https://openalex.org/C176217482","wikidata":"https://www.wikidata.org/wiki/Q860554","display_name":"Metric (unit)","level":2,"score":0.5336772799491882},{"id":"https://openalex.org/C34736171","wikidata":"https://www.wikidata.org/wiki/Q918333","display_name":"Preprocessor","level":2,"score":0.46870654821395874},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.4678680896759033},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.46454691886901855},{"id":"https://openalex.org/C2780898871","wikidata":"https://www.wikidata.org/wiki/Q860554","display_name":"Performance metric","level":2,"score":0.44966238737106323},{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.41875308752059937},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2853209972381592},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.17030739784240723},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C21547014","wikidata":"https://www.wikidata.org/wiki/Q1423657","display_name":"Operations management","level":1,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s11227-022-04834-4","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11227-022-04834-4","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11227-022-04834-4.pdf","source":{"id":"https://openalex.org/S32326811","display_name":"The Journal of Supercomputing","issn_l":"0920-8542","issn":["0920-8542","1573-0484"],"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":"The Journal of Supercomputing","raw_type":"journal-article"},{"id":"pmid:36196451","is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/36196451","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Journal of supercomputing","raw_type":null},{"id":"pmh:oai:pubmedcentral.nih.gov:9521884","is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/9521884","pdf_url":null,"source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"J Supercomput","raw_type":"Text"}],"best_oa_location":{"id":"doi:10.1007/s11227-022-04834-4","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11227-022-04834-4","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11227-022-04834-4.pdf","source":{"id":"https://openalex.org/S32326811","display_name":"The Journal of Supercomputing","issn_l":"0920-8542","issn":["0920-8542","1573-0484"],"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":"The Journal of Supercomputing","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4297962057.pdf","grobid_xml":"https://content.openalex.org/works/W4297962057.grobid-xml"},"referenced_works_count":45,"referenced_works":["https://openalex.org/W433639744","https://openalex.org/W1542765998","https://openalex.org/W1984500452","https://openalex.org/W1999367385","https://openalex.org/W2069143585","https://openalex.org/W2121029939","https://openalex.org/W2133656308","https://openalex.org/W2157526632","https://openalex.org/W2159399339","https://openalex.org/W2171315676","https://openalex.org/W2194775991","https://openalex.org/W2282402434","https://openalex.org/W2295598076","https://openalex.org/W2478611617","https://openalex.org/W2516196286","https://openalex.org/W2523498403","https://openalex.org/W2749066063","https://openalex.org/W2768642440","https://openalex.org/W2769429053","https://openalex.org/W2784246028","https://openalex.org/W2885126078","https://openalex.org/W2889842271","https://openalex.org/W2922995703","https://openalex.org/W2949202718","https://openalex.org/W2951494616","https://openalex.org/W2964199361","https://openalex.org/W2973224293","https://openalex.org/W2992429266","https://openalex.org/W3004732066","https://openalex.org/W3010788550","https://openalex.org/W3019427697","https://openalex.org/W3031678578","https://openalex.org/W3047659929","https://openalex.org/W3092859384","https://openalex.org/W3104486441","https://openalex.org/W3106473452","https://openalex.org/W3110845139","https://openalex.org/W3125952890","https://openalex.org/W3128663285","https://openalex.org/W3159554794","https://openalex.org/W3194462213","https://openalex.org/W3210728438","https://openalex.org/W3216660278","https://openalex.org/W4205168635","https://openalex.org/W4213185202"],"related_works":["https://openalex.org/W4233965824","https://openalex.org/W2607442583","https://openalex.org/W3199199693","https://openalex.org/W4286970057","https://openalex.org/W2995583237","https://openalex.org/W2967237190","https://openalex.org/W4323366554","https://openalex.org/W3028852288","https://openalex.org/W4221150662","https://openalex.org/W2405673391"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":1}],"updated_date":"2026-01-13T01:12:25.745995","created_date":"2025-10-10T00:00:00"}
