{"id":"https://openalex.org/W4391222590","doi":"https://doi.org/10.1007/s44163-024-00104-9","title":"A machine learning approach to predict the S&P 500 absolute percent change","display_name":"A machine learning approach to predict the S&P 500 absolute percent change","publication_year":2024,"publication_date":"2024-01-25","ids":{"openalex":"https://openalex.org/W4391222590","doi":"https://doi.org/10.1007/s44163-024-00104-9"},"language":"en","primary_location":{"id":"doi:10.1007/s44163-024-00104-9","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s44163-024-00104-9","pdf_url":"https://link.springer.com/content/pdf/10.1007/s44163-024-00104-9.pdf","source":{"id":"https://openalex.org/S4210220416","display_name":"Discover Artificial Intelligence","issn_l":"2731-0809","issn":["2731-0809"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Discover Artificial Intelligence","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://link.springer.com/content/pdf/10.1007/s44163-024-00104-9.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5104234223","display_name":"F. S. Rodriguez","orcid":null},"institutions":[{"id":"https://openalex.org/I47838141","display_name":"Saint Louis University","ror":"https://ror.org/01p7jjy08","country_code":"US","type":"education","lineage":["https://openalex.org/I47838141"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"F. S. Rodriguez","raw_affiliation_strings":["Saint Louis University, Saint Louis, USA"],"affiliations":[{"raw_affiliation_string":"Saint Louis University, Saint Louis, USA","institution_ids":["https://openalex.org/I47838141"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5083571456","display_name":"Payam Norouzzadeh","orcid":"https://orcid.org/0000-0003-3006-6396"},"institutions":[{"id":"https://openalex.org/I47838141","display_name":"Saint Louis University","ror":"https://ror.org/01p7jjy08","country_code":"US","type":"education","lineage":["https://openalex.org/I47838141"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"P. Norouzzadeh","raw_affiliation_strings":["Saint Louis University, Saint Louis, USA"],"affiliations":[{"raw_affiliation_string":"Saint Louis University, Saint Louis, USA","institution_ids":["https://openalex.org/I47838141"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5033269031","display_name":"Zahid Anwar","orcid":"https://orcid.org/0000-0002-4608-4305"},"institutions":[{"id":"https://openalex.org/I57328836","display_name":"North Dakota State University","ror":"https://ror.org/05h1bnb22","country_code":"US","type":"education","lineage":["https://openalex.org/I57328836"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Z. Anwar","raw_affiliation_strings":["North Dakota State University, Fargo, USA"],"affiliations":[{"raw_affiliation_string":"North Dakota State University, Fargo, USA","institution_ids":["https://openalex.org/I57328836"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5015831121","display_name":"E. Snir","orcid":null},"institutions":[{"id":"https://openalex.org/I204465549","display_name":"Washington University in St. Louis","ror":"https://ror.org/01yc7t268","country_code":"US","type":"education","lineage":["https://openalex.org/I204465549"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"E. Snir","raw_affiliation_strings":["Washington University in St. Louis, Saint Louis, USA"],"affiliations":[{"raw_affiliation_string":"Washington University in St. Louis, Saint Louis, USA","institution_ids":["https://openalex.org/I204465549"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5080063867","display_name":"Bahareh Rahmani","orcid":"https://orcid.org/0000-0001-6829-3653"},"institutions":[{"id":"https://openalex.org/I47838141","display_name":"Saint Louis University","ror":"https://ror.org/01p7jjy08","country_code":"US","type":"education","lineage":["https://openalex.org/I47838141"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"B. Rahmani","raw_affiliation_strings":["Saint Louis University, Saint Louis, USA"],"affiliations":[{"raw_affiliation_string":"Saint Louis University, Saint Louis, USA","institution_ids":["https://openalex.org/I47838141"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5104234223"],"corresponding_institution_ids":["https://openalex.org/I47838141"],"apc_list":{"value":990,"currency":"EUR","value_usd":1067},"apc_paid":{"value":990,"currency":"EUR","value_usd":1067},"fwci":2.024,"has_fulltext":true,"cited_by_count":4,"citation_normalized_percentile":{"value":0.85784992,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"4","issue":"1","first_page":null,"last_page":null},"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.9943000078201294,"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/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9864000082015991,"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/absolute","display_name":"Absolute (philosophy)","score":0.7352532744407654},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3898005783557892},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3711836338043213},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.36702167987823486},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3666750192642212},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3094971776008606},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2944778501987457},{"id":"https://openalex.org/keywords/philosophy","display_name":"Philosophy","score":0.19583922624588013},{"id":"https://openalex.org/keywords/epistemology","display_name":"Epistemology","score":0.16563066840171814}],"concepts":[{"id":"https://openalex.org/C2777487392","wikidata":"https://www.wikidata.org/wiki/Q481201","display_name":"Absolute (philosophy)","level":2,"score":0.7352532744407654},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3898005783557892},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3711836338043213},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.36702167987823486},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3666750192642212},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3094971776008606},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2944778501987457},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.19583922624588013},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.16563066840171814}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s44163-024-00104-9","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s44163-024-00104-9","pdf_url":"https://link.springer.com/content/pdf/10.1007/s44163-024-00104-9.pdf","source":{"id":"https://openalex.org/S4210220416","display_name":"Discover Artificial Intelligence","issn_l":"2731-0809","issn":["2731-0809"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Discover Artificial Intelligence","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:e35d3bdaa672475b8f3df9e499d8a7b8","is_oa":true,"landing_page_url":"https://doaj.org/article/e35d3bdaa672475b8f3df9e499d8a7b8","pdf_url":null,"source":{"id":"https://openalex.org/S112646816","display_name":"SHILAP Revista de lepidopterolog\u00eda","issn_l":"0300-5267","issn":["0300-5267","2340-4078"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Discover Artificial Intelligence, Vol 4, Iss 1, Pp 1-7 (2024)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1007/s44163-024-00104-9","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s44163-024-00104-9","pdf_url":"https://link.springer.com/content/pdf/10.1007/s44163-024-00104-9.pdf","source":{"id":"https://openalex.org/S4210220416","display_name":"Discover Artificial Intelligence","issn_l":"2731-0809","issn":["2731-0809"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Discover Artificial Intelligence","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4391222590.pdf"},"referenced_works_count":7,"referenced_works":["https://openalex.org/W2026724722","https://openalex.org/W2782828369","https://openalex.org/W3148181069","https://openalex.org/W3158685638","https://openalex.org/W4308733580","https://openalex.org/W4312126475","https://openalex.org/W4320499722"],"related_works":["https://openalex.org/W2961085424","https://openalex.org/W4306674287","https://openalex.org/W3046775127","https://openalex.org/W3107602296","https://openalex.org/W3170094116","https://openalex.org/W4386462264","https://openalex.org/W4313488044","https://openalex.org/W3209574120","https://openalex.org/W4312192474","https://openalex.org/W4210805261"],"abstract_inverted_index":{"Abstract":[0],"Models":[1],"of":[2,12,17,32,39,46,95,109],"the":[3,10,13,27,33],"stock":[4,14],"market":[5],"often":[6],"focus":[7],"on":[8,64,85],"predicting":[9,98],"direction":[11],"market.":[15],"Instead":[16],"following":[18],"this":[19,40,57],"approach,":[20],"we":[21],"created":[22,62],"a":[23],"model":[24,38],"to":[25,69],"predict":[26],"daily":[28],"absolute":[29,99],"percent":[30,100],"change":[31],"S&P":[34],"500.":[35],"An":[36],"accurate":[37],"metric":[41],"would":[42],"greatly":[43],"increase":[44],"profitability":[45],"option":[47],"trading":[48],"strategies":[49],"such":[50,73],"as":[51,74],"straddles":[52],"and":[53,67,82,90],"iron":[54],"condors.":[55],"In":[56],"project,":[58],"novel":[59],"features":[60],"were":[61],"based":[63],"historical":[65],"data":[66],"fed":[68],"machine":[70],"learning":[71],"algorithms":[72],"Decision":[75,88],"Trees,":[76],"Rule":[77,103],"Based":[78,84,104],"Classifiers,":[79],"K-mean":[80],"Clusters,":[81],"Kernels.":[83],"our":[86],"findings,":[87],"Trees":[89],"Kernels":[91],"showed":[92],"an":[93,107],"accuracy":[94,108],"80%":[96],"when":[97],"change,":[101],"while":[102],"Classifiers":[105],"had":[106],"88%.":[110]},"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":1}],"updated_date":"2026-03-17T17:19:04.345684","created_date":"2025-10-10T00:00:00"}