{"id":"https://openalex.org/W3120353843","doi":"https://doi.org/10.1007/s12530-020-09361-2","title":"A dropout weight-constrained recurrent neural network model for forecasting the price of major cryptocurrencies and CCi30 index","display_name":"A dropout weight-constrained recurrent neural network model for forecasting the price of major cryptocurrencies and CCi30 index","publication_year":2021,"publication_date":"2021-01-03","ids":{"openalex":"https://openalex.org/W3120353843","doi":"https://doi.org/10.1007/s12530-020-09361-2","mag":"3120353843"},"language":"en","primary_location":{"id":"doi:10.1007/s12530-020-09361-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12530-020-09361-2","pdf_url":null,"source":{"id":"https://openalex.org/S202254422","display_name":"Evolving Systems","issn_l":"1868-6478","issn":["1868-6478","1868-6486"],"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":"Evolving Systems","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/A5074255083","display_name":"Ioannis E. Livieris","orcid":"https://orcid.org/0000-0002-3996-3301"},"institutions":[{"id":"https://openalex.org/I174878644","display_name":"University of Patras","ror":"https://ror.org/017wvtq80","country_code":"GR","type":"education","lineage":["https://openalex.org/I174878644"]}],"countries":["GR"],"is_corresponding":true,"raw_author_name":"Ioannis E. Livieris","raw_affiliation_strings":["Department of Mathematics, University of Patras, Patras, GR, 265-00, Greece"],"raw_orcid":"https://orcid.org/0000-0002-3996-3301","affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Patras, Patras, GR, 265-00, Greece","institution_ids":["https://openalex.org/I174878644"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5061913836","display_name":"Stavros Stavroyiannis","orcid":"https://orcid.org/0000-0001-8444-9371"},"institutions":[{"id":"https://openalex.org/I158716096","display_name":"University of Peloponnese","ror":"https://ror.org/04d4d3c02","country_code":"GR","type":"education","lineage":["https://openalex.org/I158716096"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Stavros Stavroyiannis","raw_affiliation_strings":["Department of Accounting and Finance, University of the Peloponesse, Kalamata, GR, 241-00, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Accounting and Finance, University of the Peloponesse, Kalamata, GR, 241-00, Greece","institution_ids":["https://openalex.org/I158716096"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5053208277","display_name":"Emmanuel Pintelas","orcid":null},"institutions":[{"id":"https://openalex.org/I174878644","display_name":"University of Patras","ror":"https://ror.org/017wvtq80","country_code":"GR","type":"education","lineage":["https://openalex.org/I174878644"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Emmanuel Pintelas","raw_affiliation_strings":["Department of Mathematics, University of Patras, Patras, GR, 265-00, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Patras, Patras, GR, 265-00, Greece","institution_ids":["https://openalex.org/I174878644"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5072697820","display_name":"Theodore Kotsilieris","orcid":"https://orcid.org/0000-0003-3959-4531"},"institutions":[{"id":"https://openalex.org/I158716096","display_name":"University of Peloponnese","ror":"https://ror.org/04d4d3c02","country_code":"GR","type":"education","lineage":["https://openalex.org/I158716096"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Theodore Kotsilieris","raw_affiliation_strings":["Department of Business Administration, University of the Peloponnese, Kalamata, GR, 241-00, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Business Administration, University of the Peloponnese, Kalamata, GR, 241-00, Greece","institution_ids":["https://openalex.org/I158716096"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5024258131","display_name":"Panagiotis Pintelas","orcid":"https://orcid.org/0000-0001-8436-2743"},"institutions":[{"id":"https://openalex.org/I174878644","display_name":"University of Patras","ror":"https://ror.org/017wvtq80","country_code":"GR","type":"education","lineage":["https://openalex.org/I174878644"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Panagiotis Pintelas","raw_affiliation_strings":["Department of Mathematics, University of Patras, Patras, GR, 265-00, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Patras, Patras, GR, 265-00, Greece","institution_ids":["https://openalex.org/I174878644"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5074255083"],"corresponding_institution_ids":["https://openalex.org/I174878644"],"apc_list":{"value":2780,"currency":"USD","value_usd":2780},"apc_paid":null,"fwci":4.3258,"has_fulltext":false,"cited_by_count":34,"citation_normalized_percentile":{"value":0.94307816,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":97,"max":99},"biblio":{"volume":"13","issue":"1","first_page":"85","last_page":"100"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9980999827384949,"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":0.9980999827384949,"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/T10270","display_name":"Blockchain Technology Applications and Security","score":0.9965000152587891,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9955000281333923,"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/cryptocurrency","display_name":"Cryptocurrency","score":0.8480446338653564},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6941617727279663},{"id":"https://openalex.org/keywords/overfitting","display_name":"Overfitting","score":0.6091631650924683},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.5792312026023865},{"id":"https://openalex.org/keywords/dropout","display_name":"Dropout (neural networks)","score":0.5108968615531921},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.5036661028862},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4761812090873718},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.4753177762031555},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.47474342584609985},{"id":"https://openalex.org/keywords/project-portfolio-management","display_name":"Project portfolio management","score":0.4679298400878906},{"id":"https://openalex.org/keywords/currency","display_name":"Currency","score":0.4285687506198883},{"id":"https://openalex.org/keywords/futures-contract","display_name":"Futures contract","score":0.41514381766319275},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.32577773928642273},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3183516561985016},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.24573227763175964},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.18345433473587036}],"concepts":[{"id":"https://openalex.org/C180706569","wikidata":"https://www.wikidata.org/wiki/Q13479982","display_name":"Cryptocurrency","level":2,"score":0.8480446338653564},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6941617727279663},{"id":"https://openalex.org/C22019652","wikidata":"https://www.wikidata.org/wiki/Q331309","display_name":"Overfitting","level":3,"score":0.6091631650924683},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5792312026023865},{"id":"https://openalex.org/C2776145597","wikidata":"https://www.wikidata.org/wiki/Q25339462","display_name":"Dropout (neural networks)","level":2,"score":0.5108968615531921},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.5036661028862},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4761812090873718},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.4753177762031555},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.47474342584609985},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.4679298400878906},{"id":"https://openalex.org/C141121606","wikidata":"https://www.wikidata.org/wiki/Q8142","display_name":"Currency","level":2,"score":0.4285687506198883},{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.41514381766319275},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.32577773928642273},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3183516561985016},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.24573227763175964},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.18345433473587036},{"id":"https://openalex.org/C15952604","wikidata":"https://www.wikidata.org/wiki/Q179012","display_name":"Project management","level":2,"score":0.0},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","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},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s12530-020-09361-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12530-020-09361-2","pdf_url":null,"source":{"id":"https://openalex.org/S202254422","display_name":"Evolving Systems","issn_l":"1868-6478","issn":["1868-6478","1868-6486"],"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":"Evolving Systems","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":49,"referenced_works":["https://openalex.org/W1530144005","https://openalex.org/W1543945366","https://openalex.org/W1582499018","https://openalex.org/W1964874140","https://openalex.org/W1969549583","https://openalex.org/W2035080386","https://openalex.org/W2036893104","https://openalex.org/W2064675550","https://openalex.org/W2095705004","https://openalex.org/W2102041666","https://openalex.org/W2102148524","https://openalex.org/W2131774270","https://openalex.org/W2204466473","https://openalex.org/W2292443655","https://openalex.org/W2470801339","https://openalex.org/W2555390854","https://openalex.org/W2579873382","https://openalex.org/W2614305404","https://openalex.org/W2622826443","https://openalex.org/W2735067399","https://openalex.org/W2789494309","https://openalex.org/W2801442769","https://openalex.org/W2810209452","https://openalex.org/W2900889028","https://openalex.org/W2908390493","https://openalex.org/W2911678770","https://openalex.org/W2914862314","https://openalex.org/W2921706271","https://openalex.org/W2937130025","https://openalex.org/W2945978829","https://openalex.org/W2950376465","https://openalex.org/W2951494616","https://openalex.org/W2955553835","https://openalex.org/W2958053204","https://openalex.org/W2964121744","https://openalex.org/W2964325005","https://openalex.org/W2969326038","https://openalex.org/W2972987036","https://openalex.org/W2999196618","https://openalex.org/W3012751347","https://openalex.org/W3017116930","https://openalex.org/W3029645440","https://openalex.org/W3041929805","https://openalex.org/W3090904439","https://openalex.org/W3124959131","https://openalex.org/W4211068006","https://openalex.org/W4244680296","https://openalex.org/W4245608963","https://openalex.org/W4249465073"],"related_works":["https://openalex.org/W3128220493","https://openalex.org/W4298017035","https://openalex.org/W2792147139","https://openalex.org/W4226354336","https://openalex.org/W3110700750","https://openalex.org/W2998675825","https://openalex.org/W2736804899","https://openalex.org/W2897443685","https://openalex.org/W4307654087","https://openalex.org/W2951100320"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":5},{"year":2024,"cited_by_count":7},{"year":2023,"cited_by_count":6},{"year":2022,"cited_by_count":9},{"year":2021,"cited_by_count":5}],"updated_date":"2026-08-28T12:50:07.497085","created_date":"2025-10-10T00:00:00"}
