{"id":"https://openalex.org/W4404378991","doi":"https://doi.org/10.1080/08839514.2024.2429188","title":"Advancing Financial Forecasts: Stock Price Prediction Based on Time Series and Machine Learning Techniques","display_name":"Advancing Financial Forecasts: Stock Price Prediction Based on Time Series and Machine Learning Techniques","publication_year":2024,"publication_date":"2024-11-14","ids":{"openalex":"https://openalex.org/W4404378991","doi":"https://doi.org/10.1080/08839514.2024.2429188"},"language":"en","primary_location":{"id":"doi:10.1080/08839514.2024.2429188","is_oa":true,"landing_page_url":"https://doi.org/10.1080/08839514.2024.2429188","pdf_url":"https://www.tandfonline.com/doi/pdf/10.1080/08839514.2024.2429188?needAccess=true","source":{"id":"https://openalex.org/S125501549","display_name":"Applied Artificial Intelligence","issn_l":"0883-9514","issn":["0883-9514","1087-6545"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Artificial Intelligence","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://www.tandfonline.com/doi/pdf/10.1080/08839514.2024.2429188?needAccess=true","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5023986934","display_name":"Cheng\u2010Ying Yang","orcid":"https://orcid.org/0000-0003-4905-4600"},"institutions":[{"id":"https://openalex.org/I162838928","display_name":"National Chung Hsing University","ror":"https://ror.org/05vn3ca78","country_code":"TW","type":"education","lineage":["https://openalex.org/I162838928"]},{"id":"https://openalex.org/I22442739","display_name":"University of Taipei","ror":"https://ror.org/039e7bg24","country_code":"TW","type":"education","lineage":["https://openalex.org/I22442739"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Cheng-Ying Yang","raw_affiliation_strings":["Department of Computer Science, University of Taipei, Taipei, Taiwan","Department of Management Information System, National Chung Hsing University, Taichung, Taiwan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science, University of Taipei, Taipei, Taiwan","institution_ids":["https://openalex.org/I22442739"]},{"raw_affiliation_string":"Department of Management Information System, National Chung Hsing University, Taichung, Taiwan","institution_ids":["https://openalex.org/I162838928"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5037292711","display_name":"Min\u2010Shiang Hwang","orcid":"https://orcid.org/0000-0001-5502-8033"},"institutions":[{"id":"https://openalex.org/I143578492","display_name":"Asia University","ror":"https://ror.org/038a1tp19","country_code":"TW","type":"education","lineage":["https://openalex.org/I143578492"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Min-Shiang Hwang","raw_affiliation_strings":["Department of Computer Science and Information Engineering, Asia University, Taichung, Taiwan","Fintech and Blockchain Research Center, Asia University, Taichung, Taiwan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Information Engineering, Asia University, Taichung, Taiwan","institution_ids":["https://openalex.org/I143578492"]},{"raw_affiliation_string":"Fintech and Blockchain Research Center, Asia University, Taichung, Taiwan","institution_ids":["https://openalex.org/I143578492"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5061615883","display_name":"Yu-Wei Tseng","orcid":null},"institutions":[{"id":"https://openalex.org/I162838928","display_name":"National Chung Hsing University","ror":"https://ror.org/05vn3ca78","country_code":"TW","type":"education","lineage":["https://openalex.org/I162838928"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Yu-Wei Tseng","raw_affiliation_strings":["Department of Management Information System, National Chung Hsing University, Taichung, Taiwan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Management Information System, National Chung Hsing University, Taichung, Taiwan","institution_ids":["https://openalex.org/I162838928"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5102190038","display_name":"Chou\u2010Chen Yang","orcid":null},"institutions":[{"id":"https://openalex.org/I162838928","display_name":"National Chung Hsing University","ror":"https://ror.org/05vn3ca78","country_code":"TW","type":"education","lineage":["https://openalex.org/I162838928"]},{"id":"https://openalex.org/I22442739","display_name":"University of Taipei","ror":"https://ror.org/039e7bg24","country_code":"TW","type":"education","lineage":["https://openalex.org/I22442739"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Chou-Chen Yang","raw_affiliation_strings":["Department of Computer Science, University of Taipei, Taipei, Taiwan","Department of Management Information System, National Chung Hsing University, Taichung, Taiwan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science, University of Taipei, Taipei, Taiwan","institution_ids":["https://openalex.org/I22442739"]},{"raw_affiliation_string":"Department of Management Information System, National Chung Hsing University, Taichung, Taiwan","institution_ids":["https://openalex.org/I162838928"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5002868790","display_name":"Victor R.L. Shen","orcid":"https://orcid.org/0000-0001-8194-3446"},"institutions":[{"id":"https://openalex.org/I126145234","display_name":"Chaoyang University of Technology","ror":"https://ror.org/04xwksx09","country_code":"TW","type":"education","lineage":["https://openalex.org/I126145234"]},{"id":"https://openalex.org/I99613584","display_name":"National Taipei University","ror":"https://ror.org/03e29r284","country_code":"TW","type":"education","lineage":["https://openalex.org/I99613584"]}],"countries":["TW"],"is_corresponding":true,"raw_author_name":"Victor R. L. Shen","raw_affiliation_strings":["Department of Computer Science and Information Engineering, National Taipei University, New Taipei City, Taiwan","Department of Information Management, Chaoyang University of Technology, Taichung, Taiwan"],"raw_orcid":"https://orcid.org/0000-0001-8194-3446","affiliations":[{"raw_affiliation_string":"Department of Computer Science and Information Engineering, National Taipei University, New Taipei City, Taiwan","institution_ids":["https://openalex.org/I99613584"]},{"raw_affiliation_string":"Department of Information Management, Chaoyang University of Technology, Taichung, Taiwan","institution_ids":["https://openalex.org/I126145234"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5002868790"],"corresponding_institution_ids":["https://openalex.org/I126145234","https://openalex.org/I99613584"],"apc_list":{"value":2195,"currency":"USD","value_usd":2195},"apc_paid":{"value":2195,"currency":"USD","value_usd":2195},"fwci":2.7659,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":{"value":0.91044451,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":95,"max":100},"biblio":{"volume":"38","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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9976999759674072,"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.9966999888420105,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.819188117980957},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.5893988013267517},{"id":"https://openalex.org/keywords/stock-price","display_name":"Stock price","score":0.5772603154182434},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.5411372184753418},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5005443096160889},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.46414414048194885},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.3883400559425354},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.36913007497787476},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.09692814946174622}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.819188117980957},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5893988013267517},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.5772603154182434},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5411372184753418},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5005443096160889},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.46414414048194885},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3883400559425354},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.36913007497787476},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.09692814946174622},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","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},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1080/08839514.2024.2429188","is_oa":true,"landing_page_url":"https://doi.org/10.1080/08839514.2024.2429188","pdf_url":"https://www.tandfonline.com/doi/pdf/10.1080/08839514.2024.2429188?needAccess=true","source":{"id":"https://openalex.org/S125501549","display_name":"Applied Artificial Intelligence","issn_l":"0883-9514","issn":["0883-9514","1087-6545"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Artificial Intelligence","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:dc3139d3fb1943b3ad185399e8ceafb8","is_oa":false,"landing_page_url":"https://doaj.org/article/dc3139d3fb1943b3ad185399e8ceafb8","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Applied Artificial Intelligence, Vol 38, Iss 1 (2024)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1080/08839514.2024.2429188","is_oa":true,"landing_page_url":"https://doi.org/10.1080/08839514.2024.2429188","pdf_url":"https://www.tandfonline.com/doi/pdf/10.1080/08839514.2024.2429188?needAccess=true","source":{"id":"https://openalex.org/S125501549","display_name":"Applied Artificial Intelligence","issn_l":"0883-9514","issn":["0883-9514","1087-6545"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Artificial Intelligence","raw_type":"journal-article"},"sustainable_development_goals":[{"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8","score":0.4300000071525574}],"awards":[{"id":"https://openalex.org/G452044810","display_name":null,"funder_award_id":"MOST 111-2221-E-845-003-","funder_id":"https://openalex.org/F4320322795","funder_display_name":"Ministry of Science and Technology, Taiwan"}],"funders":[{"id":"https://openalex.org/F4320322795","display_name":"Ministry of Science and Technology, Taiwan","ror":"https://ror.org/02kv4zf79"}],"has_content":{"pdf":true,"grobid_xml":false},"content_urls":{"pdf":"https://content.openalex.org/works/W4404378991.pdf"},"referenced_works_count":37,"referenced_works":["https://openalex.org/W592798053","https://openalex.org/W1908986730","https://openalex.org/W2040842705","https://openalex.org/W2064675550","https://openalex.org/W2066795664","https://openalex.org/W2131773668","https://openalex.org/W2270937275","https://openalex.org/W2319411929","https://openalex.org/W2561559620","https://openalex.org/W2762988440","https://openalex.org/W2768348081","https://openalex.org/W2783629690","https://openalex.org/W2806777472","https://openalex.org/W2833425706","https://openalex.org/W2906922093","https://openalex.org/W2914766689","https://openalex.org/W2938308298","https://openalex.org/W2943216092","https://openalex.org/W2950843237","https://openalex.org/W2993491036","https://openalex.org/W3017193407","https://openalex.org/W3031664953","https://openalex.org/W3048630347","https://openalex.org/W3051338999","https://openalex.org/W3081799531","https://openalex.org/W3092711260","https://openalex.org/W3104029894","https://openalex.org/W3108008521","https://openalex.org/W3124979809","https://openalex.org/W3197435135","https://openalex.org/W3198119935","https://openalex.org/W3208483108","https://openalex.org/W3214797884","https://openalex.org/W4233408045","https://openalex.org/W4289225573","https://openalex.org/W4296209180","https://openalex.org/W4388575137"],"related_works":["https://openalex.org/W2119012848","https://openalex.org/W2622688551","https://openalex.org/W1550175370","https://openalex.org/W1990205660","https://openalex.org/W247222457","https://openalex.org/W1488120909","https://openalex.org/W3124131549","https://openalex.org/W2152348935","https://openalex.org/W2887069341","https://openalex.org/W2554106722"],"abstract_inverted_index":{"Since":[0],"the":[1,17,23,42,64,75,92,113,120,127,135,201,208,224],"beginning":[2],"of":[3,19,77,96,122,129,142,205,212,226],"stock":[4,20,28,45,78,123,136,228],"trading,":[5],"investors":[6,48],"and":[7,49,84,116,182,193,207],"researchers":[8,50],"have":[9,51,214],"tried":[10],"to":[11,15,60,73,89,111,133,163,220],"find":[12],"effective":[13,87],"ways":[14],"predict":[16],"direction":[18],"prices":[21,29],"on":[22],"next":[24,43],"day.":[25],"However,":[26],"predicting":[27,227],"is":[30,67],"a":[31,101,140,158],"hard":[32],"task":[33],"because":[34],"there":[35],"exist":[36],"many":[37],"factors":[38],"that":[39,200],"may":[40],"affect":[41],"day\u2019s":[44],"prices.":[46],"Recently,":[47],"adopted":[52,132],"machine":[53,143,155],"learning":[54,144],"techniques":[55],"with":[56,81,105,231],"technical":[57],"indicator":[58],"analysis":[59],"make":[61],"prediction.":[62,125],"But":[63],"prediction":[65,80,138,192,203,210],"accuracy":[66,204,211,225],"unsatisfactory.":[68],"Thus,":[69],"this":[70],"study":[71],"aims":[72],"examine":[74],"problem":[76],"price":[79,124,229],"time":[82,102],"series":[83,103],"proposes":[85],"an":[86],"way":[88],"filter":[90],"out":[91],"datasets,":[93,184],"which":[94],"consists":[95],"three":[97],"key":[98],"steps:":[99],"First,":[100],"model":[104],"long-short-term":[106],"memory":[107],"(LSTM)":[108],"was":[109,161],"used":[110,179],"identify":[112],"possible":[114],"problems":[115],"solve":[117],"them":[118],"in":[119],"process":[121],"Second,":[126],"results":[128,198],"LSTM":[130],"were":[131,178,189],"influence":[134],"trend":[137,230],"by":[139],"variety":[141],"techniques,":[145],"including":[146],"random":[147],"forest,":[148],"support":[149],"vector":[150],"machine,":[151],"light":[152],"gradient":[153],"boosting":[154],"(LightGBM).":[156],"Third,":[157],"novel":[159],"method":[160],"proposed":[162,233],"select":[164],"suitable":[165],"datasets":[166],"through":[167],"buying":[168],"or":[169],"selling.":[170],"Hereby,":[171],"FTSE":[172],"TWSE":[173],"Taiwan":[174],"50":[175],"Index":[176],"stocks":[177],"as":[180],"training":[181],"testing":[183],"respectively.":[185],"Some":[186],"important":[187],"days":[188],"selected":[190],"for":[191],"decision":[194],"making.":[195],"The":[196],"experimental":[197],"show":[199],"highest":[202],"86%":[206],"average":[209],"82%":[213],"been":[215,236],"obtained.":[216],"Consequently,":[217],"when":[218],"comparing":[219],"other":[221],"existing":[222],"methods,":[223],"our":[232],"approach":[234],"has":[235],"significantly":[237],"improved.":[238],"Reference":[239],"No.:":[240],"2024-UAAI-0010R1/243667820":[241],"Subject":[242],"Area:":[243],"Intelligent":[244],"Investment":[245],"System":[246]},"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":2}],"updated_date":"2026-05-06T08:25:59.206177","created_date":"2025-10-10T00:00:00"}
