{"id":"https://openalex.org/W3021878648","doi":"https://doi.org/10.1007/s11277-020-07374-3","title":"Portfolio Risk and Return with a New Simple Moving Average of Price Change Ratio","display_name":"Portfolio Risk and Return with a New Simple Moving Average of Price Change Ratio","publication_year":2020,"publication_date":"2020-04-30","ids":{"openalex":"https://openalex.org/W3021878648","doi":"https://doi.org/10.1007/s11277-020-07374-3","mag":"3021878648"},"language":"en","primary_location":{"id":"doi:10.1007/s11277-020-07374-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11277-020-07374-3","pdf_url":null,"source":{"id":"https://openalex.org/S49967189","display_name":"Wireless Personal Communications","issn_l":"0929-6212","issn":["0929-6212","1572-834X"],"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":"Wireless Personal Communications","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/A5082918655","display_name":"Jirapond Muangprathub","orcid":"https://orcid.org/0000-0002-3062-4696"},"institutions":[{"id":"https://openalex.org/I131868736","display_name":"Prince of Songkla University","ror":"https://ror.org/0575ycz84","country_code":"TH","type":"education","lineage":["https://openalex.org/I131868736"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Jirapond Muangprathub","raw_affiliation_strings":["Faculty of Science and Industrial Technology, Prince of Songkla University, Surat Thani Campus, Surat Thani, 84000, Thailand"],"affiliations":[{"raw_affiliation_string":"Faculty of Science and Industrial Technology, Prince of Songkla University, Surat Thani Campus, Surat Thani, 84000, Thailand","institution_ids":["https://openalex.org/I131868736"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5085940805","display_name":"Arthit Intarasit","orcid":"https://orcid.org/0000-0002-5070-0772"},"institutions":[{"id":"https://openalex.org/I131868736","display_name":"Prince of Songkla University","ror":"https://ror.org/0575ycz84","country_code":"TH","type":"education","lineage":["https://openalex.org/I131868736"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Arthit Intarasit","raw_affiliation_strings":["Faculty of Science and Technology, Prince of Songkla University, Pattani Campus, 181 Charoenpradit Rd., Rusamelae, Muang, Pattani, 94000, Thailand"],"affiliations":[{"raw_affiliation_string":"Faculty of Science and Technology, Prince of Songkla University, Pattani Campus, 181 Charoenpradit Rd., Rusamelae, Muang, Pattani, 94000, Thailand","institution_ids":["https://openalex.org/I131868736"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5011332911","display_name":"Laor Boongasame","orcid":"https://orcid.org/0000-0002-4000-4642"},"institutions":[{"id":"https://openalex.org/I91538806","display_name":"King Mongkut's Institute of Technology Ladkrabang","ror":"https://ror.org/055mf0v62","country_code":"TH","type":"education","lineage":["https://openalex.org/I91538806"]}],"countries":["TH"],"is_corresponding":true,"raw_author_name":"Laor Boongasame","raw_affiliation_strings":["Department of Mathematics, Faculty of Science, King Mongkut's Institute of Technology Ladkrabang, Bangkok, Thailand"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Faculty of Science, King Mongkut's Institute of Technology Ladkrabang, Bangkok, Thailand","institution_ids":["https://openalex.org/I91538806"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5051617365","display_name":"Nattakarn Phaphoom","orcid":"https://orcid.org/0000-0002-9559-1602"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Nattakarn Phaphoom","raw_affiliation_strings":["Faculty of Engineering and Technology, Panyapiwat Institute of Management, Nonthaburi, Thailand"],"affiliations":[{"raw_affiliation_string":"Faculty of Engineering and Technology, Panyapiwat Institute of Management, Nonthaburi, Thailand","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5011332911"],"corresponding_institution_ids":["https://openalex.org/I91538806"],"apc_list":{"value":2490,"currency":"EUR","value_usd":3090},"apc_paid":null,"fwci":0.7404,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.7466222,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"115","issue":"4","first_page":"3137","last_page":"3153"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9991000294685364,"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":0.9991000294685364,"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":0.9987000226974487,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9948999881744385,"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/sma*","display_name":"SMA*","score":0.7320728898048401},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.7007108330726624},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6080782413482666},{"id":"https://openalex.org/keywords/diversification","display_name":"Diversification (marketing strategy)","score":0.6004329323768616},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5837916135787964},{"id":"https://openalex.org/keywords/cluster-analysis","display_name":"Cluster analysis","score":0.5219713449478149},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5127531290054321},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.45461803674697876},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.268140971660614},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.25683799386024475},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.17114058136940002},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.09647029638290405},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.09283405542373657},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.08109983801841736}],"concepts":[{"id":"https://openalex.org/C161921814","wikidata":"https://www.wikidata.org/wiki/Q493743","display_name":"SMA*","level":2,"score":0.7320728898048401},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7007108330726624},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6080782413482666},{"id":"https://openalex.org/C180916674","wikidata":"https://www.wikidata.org/wiki/Q3711935","display_name":"Diversification (marketing strategy)","level":2,"score":0.6004329323768616},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5837916135787964},{"id":"https://openalex.org/C73555534","wikidata":"https://www.wikidata.org/wiki/Q622825","display_name":"Cluster analysis","level":2,"score":0.5219713449478149},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5127531290054321},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.45461803674697876},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.268140971660614},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.25683799386024475},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.17114058136940002},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.09647029638290405},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.09283405542373657},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.08109983801841736},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C162853370","wikidata":"https://www.wikidata.org/wiki/Q39809","display_name":"Marketing","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11277-020-07374-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11277-020-07374-3","pdf_url":null,"source":{"id":"https://openalex.org/S49967189","display_name":"Wireless Personal Communications","issn_l":"0929-6212","issn":["0929-6212","1572-834X"],"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":"Wireless Personal Communications","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G3703659247","display_name":null,"funder_award_id":"SIT600580S","funder_id":"https://openalex.org/F4320322692","funder_display_name":"Prince of Songkla University"}],"funders":[{"id":"https://openalex.org/F4320322692","display_name":"Prince of Songkla University","ror":"https://ror.org/0575ycz84"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":52,"referenced_works":["https://openalex.org/W571289151","https://openalex.org/W658441725","https://openalex.org/W1486653676","https://openalex.org/W1517381134","https://openalex.org/W1525052594","https://openalex.org/W1527879501","https://openalex.org/W1589310103","https://openalex.org/W1596579256","https://openalex.org/W1619233745","https://openalex.org/W1971784203","https://openalex.org/W1977006273","https://openalex.org/W1977051850","https://openalex.org/W1983220355","https://openalex.org/W1990316063","https://openalex.org/W1999279848","https://openalex.org/W2001887873","https://openalex.org/W2012544901","https://openalex.org/W2033486907","https://openalex.org/W2039935421","https://openalex.org/W2079978931","https://openalex.org/W2081864176","https://openalex.org/W2090717557","https://openalex.org/W2101194190","https://openalex.org/W2101548729","https://openalex.org/W2107365483","https://openalex.org/W2119259871","https://openalex.org/W2127152800","https://openalex.org/W2148965563","https://openalex.org/W2149214223","https://openalex.org/W2169015875","https://openalex.org/W2172073485","https://openalex.org/W2178975055","https://openalex.org/W2185524443","https://openalex.org/W2261191690","https://openalex.org/W2319660501","https://openalex.org/W2322530610","https://openalex.org/W2739196026","https://openalex.org/W2743403314","https://openalex.org/W2752054910","https://openalex.org/W2769177808","https://openalex.org/W2780930908","https://openalex.org/W3122601783","https://openalex.org/W3123610982","https://openalex.org/W3124114246","https://openalex.org/W3142603130","https://openalex.org/W4248510338","https://openalex.org/W4250319612","https://openalex.org/W4250428843","https://openalex.org/W6616227990","https://openalex.org/W6682252384","https://openalex.org/W6770641979","https://openalex.org/W6792678435"],"related_works":["https://openalex.org/W2314873487","https://openalex.org/W4205518103","https://openalex.org/W2312921815","https://openalex.org/W2328815629","https://openalex.org/W4379967118","https://openalex.org/W2329782684","https://openalex.org/W2052902989","https://openalex.org/W1970515820","https://openalex.org/W2520028599","https://openalex.org/W2479414348"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}