{"id":"https://openalex.org/W2547451405","doi":"https://doi.org/10.1007/978-3-319-56994-9_2","title":"A Framework for Optimization of Pattern Sets for Financial Time Series Prediction","display_name":"A Framework for Optimization of Pattern Sets for Financial Time Series Prediction","publication_year":2017,"publication_date":"2017-08-19","ids":{"openalex":"https://openalex.org/W2547451405","doi":"https://doi.org/10.1007/978-3-319-56994-9_2","mag":"2547451405"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-56994-9_2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-56994-9_2","pdf_url":null,"source":{"id":"https://openalex.org/S4210169156","display_name":"Lecture notes in networks and systems","issn_l":"2367-3370","issn":["2367-3370","2367-3389"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Networks and Systems","raw_type":"book-chapter"},"type":"book-chapter","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/A5028236337","display_name":"Mattias Wahde","orcid":"https://orcid.org/0000-0001-6679-637X"},"institutions":[{"id":"https://openalex.org/I66862912","display_name":"Chalmers University of Technology","ror":"https://ror.org/040wg7k59","country_code":"SE","type":"education","lineage":["https://openalex.org/I66862912"]}],"countries":["SE"],"is_corresponding":true,"raw_author_name":"Mattias Wahde","raw_affiliation_strings":["Chalmers University of Technology, 412 96, G\u00f6teborg, Sweden"],"affiliations":[{"raw_affiliation_string":"Chalmers University of Technology, 412 96, G\u00f6teborg, Sweden","institution_ids":["https://openalex.org/I66862912"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5028236337"],"corresponding_institution_ids":["https://openalex.org/I66862912"],"apc_list":null,"apc_paid":null,"fwci":1.01,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.74056742,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"16","last_page":"32"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9976000189781189,"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":0.9976000189781189,"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":0.9883000254631042,"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":0.9851999878883362,"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/sharpe-ratio","display_name":"Sharpe ratio","score":0.7274578809738159},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.6382458209991455},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.5404227375984192},{"id":"https://openalex.org/keywords/mode","display_name":"Mode (computer interface)","score":0.5351734161376953},{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.4791102409362793},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.46956682205200195},{"id":"https://openalex.org/keywords/ranging","display_name":"Ranging","score":0.4572463035583496},{"id":"https://openalex.org/keywords/capitalization","display_name":"Capitalization","score":0.43685922026634216},{"id":"https://openalex.org/keywords/point","display_name":"Point (geometry)","score":0.41612592339515686},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.4123036861419678},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.4109841287136078},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.36997461318969727},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.26407045125961304},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.11044162511825562}],"concepts":[{"id":"https://openalex.org/C139938925","wikidata":"https://www.wikidata.org/wiki/Q1501898","display_name":"Sharpe ratio","level":3,"score":0.7274578809738159},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6382458209991455},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.5404227375984192},{"id":"https://openalex.org/C48677424","wikidata":"https://www.wikidata.org/wiki/Q6888088","display_name":"Mode (computer interface)","level":2,"score":0.5351734161376953},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.4791102409362793},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.46956682205200195},{"id":"https://openalex.org/C115051666","wikidata":"https://www.wikidata.org/wiki/Q6522493","display_name":"Ranging","level":2,"score":0.4572463035583496},{"id":"https://openalex.org/C2779137862","wikidata":"https://www.wikidata.org/wiki/Q425951","display_name":"Capitalization","level":2,"score":0.43685922026634216},{"id":"https://openalex.org/C28719098","wikidata":"https://www.wikidata.org/wiki/Q44946","display_name":"Point (geometry)","level":2,"score":0.41612592339515686},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4123036861419678},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.4109841287136078},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.36997461318969727},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.26407045125961304},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.11044162511825562},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"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/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","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/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/978-3-319-56994-9_2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-56994-9_2","pdf_url":null,"source":{"id":"https://openalex.org/S4210169156","display_name":"Lecture notes in networks and systems","issn_l":"2367-3370","issn":["2367-3370","2367-3389"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Networks and Systems","raw_type":"book-chapter"},{"id":"pmh:oai:publications.lib.chalmers.se:244595","is_oa":false,"landing_page_url":"http://publications.lib.chalmers.se/publication/244595-a-framework-for-optimization-of-pattern-sets-for-financial-time-series-prediction","pdf_url":null,"source":{"id":"https://openalex.org/S4377196470","display_name":"Chalmers Publication Library (Chalmers University of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I66862912","host_organization_name":"Chalmers University of Technology","host_organization_lineage":["https://openalex.org/I66862912"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Text.Article.Conference.PeerReviewed"},{"id":"pmh:oai:research.chalmers.se:244595","is_oa":false,"landing_page_url":"https://research.chalmers.se/en/publication/244595","pdf_url":null,"source":{"id":"https://openalex.org/S4306402469","display_name":"Chalmers Research (Chalmers University of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I66862912","host_organization_name":"Chalmers University of Technology","host_organization_lineage":["https://openalex.org/I66862912"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":""},{"id":"pmh:oai:research.chalmers.se:509245","is_oa":false,"landing_page_url":"https://research.chalmers.se/en/publication/4bbc0cad-284d-4d85-b6a6-52a498cfe6d7","pdf_url":null,"source":{"id":"https://openalex.org/S4306402469","display_name":"Chalmers Research (Chalmers University of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I66862912","host_organization_name":"Chalmers University of Technology","host_organization_lineage":["https://openalex.org/I66862912"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":""}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W1497256448","https://openalex.org/W1576818901","https://openalex.org/W2002393636","https://openalex.org/W2024212714","https://openalex.org/W2131773668","https://openalex.org/W2157295749","https://openalex.org/W2195085701","https://openalex.org/W2567401114","https://openalex.org/W3121701788","https://openalex.org/W3123102296","https://openalex.org/W4213290338","https://openalex.org/W4231546411"],"related_works":["https://openalex.org/W4384112194","https://openalex.org/W2783354812","https://openalex.org/W2103009189","https://openalex.org/W4312958259","https://openalex.org/W4390813131","https://openalex.org/W2349383066","https://openalex.org/W4308259661","https://openalex.org/W4328132048","https://openalex.org/W1969901537","https://openalex.org/W2376202349"],"abstract_inverted_index":null,"counts_by_year":[{"year":2017,"cited_by_count":1}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}