{"id":"https://openalex.org/W3002756429","doi":"https://doi.org/10.1109/access.2020.2969293","title":"Integrated Long-Term Stock Selection Models Based on Feature Selection and Machine Learning Algorithms for China Stock Market","display_name":"Integrated Long-Term Stock Selection Models Based on Feature Selection and Machine Learning Algorithms for China Stock Market","publication_year":2020,"publication_date":"2020-01-01","ids":{"openalex":"https://openalex.org/W3002756429","doi":"https://doi.org/10.1109/access.2020.2969293","mag":"3002756429"},"language":"en","primary_location":{"id":"doi:10.1109/access.2020.2969293","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2020.2969293","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/8948470/08968561.pdf","source":{"id":"https://openalex.org/S2485537415","display_name":"IEEE Access","issn_l":"2169-3536","issn":["2169-3536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://ieeexplore.ieee.org/ielx7/6287639/8948470/08968561.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5102002076","display_name":"Xianghui Yuan","orcid":"https://orcid.org/0000-0003-1466-5268"},"institutions":[{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xianghui Yuan","raw_affiliation_strings":["School of Economics and Finance, Xi\u2019an Jiaotong University, Xi\u2019an, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics and Finance, Xi\u2019an Jiaotong University, Xi\u2019an, China","institution_ids":["https://openalex.org/I87445476"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101930282","display_name":"Jin Yuan","orcid":"https://orcid.org/0000-0001-6509-988X"},"institutions":[{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jin Yuan","raw_affiliation_strings":["School of Economics and Finance, Xi\u2019an Jiaotong University, Xi\u2019an, China"],"raw_orcid":"https://orcid.org/0000-0001-6509-988X","affiliations":[{"raw_affiliation_string":"School of Economics and Finance, Xi\u2019an Jiaotong University, Xi\u2019an, China","institution_ids":["https://openalex.org/I87445476"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5039676782","display_name":"Tianzhao Jiang","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Tianzhao Jiang","raw_affiliation_strings":["Shanghai Foresee Investment Ltd., Liability Company, Shanghai, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Shanghai Foresee Investment Ltd., Liability Company, Shanghai, China","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5068497484","display_name":"Qurat Ul Ain","orcid":"https://orcid.org/0000-0002-8053-4613"},"institutions":[{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Qurat Ul Ain","raw_affiliation_strings":["School of Economics and Finance, Xi\u2019an Jiaotong University, Xi\u2019an, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics and Finance, Xi\u2019an Jiaotong University, Xi\u2019an, China","institution_ids":["https://openalex.org/I87445476"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":1850,"currency":"USD","value_usd":1850},"apc_paid":{"value":1850,"currency":"USD","value_usd":1850},"fwci":14.7764,"has_fulltext":true,"cited_by_count":156,"citation_normalized_percentile":{"value":0.9924632,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":97,"max":100},"biblio":{"volume":"8","issue":null,"first_page":"22672","last_page":"22685"},"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9976999759674072,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9914000034332275,"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/feature-selection","display_name":"Feature selection","score":0.6774948835372925},{"id":"https://openalex.org/keywords/random-forest","display_name":"Random forest","score":0.6487299799919128},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6461615562438965},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.604941725730896},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5584989190101624},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5056383609771729},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.47543764114379883},{"id":"https://openalex.org/keywords/model-selection","display_name":"Model selection","score":0.46502089500427246},{"id":"https://openalex.org/keywords/sliding-window-protocol","display_name":"Sliding window protocol","score":0.4208320379257202},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.4040868878364563},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3795362710952759},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1701224148273468},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.14205431938171387},{"id":"https://openalex.org/keywords/window","display_name":"Window (computing)","score":0.09261375665664673}],"concepts":[{"id":"https://openalex.org/C148483581","wikidata":"https://www.wikidata.org/wiki/Q446488","display_name":"Feature selection","level":2,"score":0.6774948835372925},{"id":"https://openalex.org/C169258074","wikidata":"https://www.wikidata.org/wiki/Q245748","display_name":"Random forest","level":2,"score":0.6487299799919128},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6461615562438965},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.604941725730896},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5584989190101624},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5056383609771729},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.47543764114379883},{"id":"https://openalex.org/C93959086","wikidata":"https://www.wikidata.org/wiki/Q6888345","display_name":"Model selection","level":2,"score":0.46502089500427246},{"id":"https://openalex.org/C102392041","wikidata":"https://www.wikidata.org/wiki/Q592860","display_name":"Sliding window protocol","level":3,"score":0.4208320379257202},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.4040868878364563},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3795362710952759},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1701224148273468},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.14205431938171387},{"id":"https://openalex.org/C2778751112","wikidata":"https://www.wikidata.org/wiki/Q835016","display_name":"Window (computing)","level":2,"score":0.09261375665664673},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"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/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","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/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","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}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/access.2020.2969293","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2020.2969293","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/8948470/08968561.pdf","source":{"id":"https://openalex.org/S2485537415","display_name":"IEEE Access","issn_l":"2169-3536","issn":["2169-3536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:dee93c49929948a5ace64fee9c7679ee","is_oa":true,"landing_page_url":"https://doaj.org/article/dee93c49929948a5ace64fee9c7679ee","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":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IEEE Access, Vol 8, Pp 22672-22685 (2020)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1109/access.2020.2969293","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2020.2969293","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/8948470/08968561.pdf","source":{"id":"https://openalex.org/S2485537415","display_name":"IEEE Access","issn_l":"2169-3536","issn":["2169-3536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},"sustainable_development_goals":[{"score":0.49000000953674316,"display_name":"Life in Land","id":"https://metadata.un.org/sdg/15"}],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3002756429.pdf","grobid_xml":"https://content.openalex.org/works/W3002756429.grobid-xml"},"referenced_works_count":31,"referenced_works":["https://openalex.org/W333233685","https://openalex.org/W1920661432","https://openalex.org/W1965805826","https://openalex.org/W1972675532","https://openalex.org/W1980836123","https://openalex.org/W1988195734","https://openalex.org/W1988518729","https://openalex.org/W1990960780","https://openalex.org/W1995834279","https://openalex.org/W2005346797","https://openalex.org/W2011368107","https://openalex.org/W2012079387","https://openalex.org/W2022356511","https://openalex.org/W2025053102","https://openalex.org/W2026091747","https://openalex.org/W2031505816","https://openalex.org/W2032170121","https://openalex.org/W2036225416","https://openalex.org/W2063341363","https://openalex.org/W2074250525","https://openalex.org/W2074730454","https://openalex.org/W2091621250","https://openalex.org/W2123513648","https://openalex.org/W2125283600","https://openalex.org/W2140301981","https://openalex.org/W2149298154","https://openalex.org/W2304517173","https://openalex.org/W2414102748","https://openalex.org/W2607162077","https://openalex.org/W2789364533","https://openalex.org/W2808626748"],"related_works":["https://openalex.org/W3193043704","https://openalex.org/W4386259002","https://openalex.org/W1546989560","https://openalex.org/W3171520305","https://openalex.org/W4388745254","https://openalex.org/W2980082554","https://openalex.org/W1517228774","https://openalex.org/W2767419625","https://openalex.org/W2389704471","https://openalex.org/W2117019857"],"abstract_inverted_index":{"The":[0],"classical":[1],"linear":[2,29],"multi-factor":[3],"stock":[4,12,18,44,54,78,120],"selection":[5,45,51,69,118],"model":[6,30,46,105],"is":[7,20,37,113,133],"widely":[8],"used":[9,114],"for":[10,25,115],"long-term":[11],"price":[13,55,79,121],"trend":[14,56,80,122],"prediction.":[15,123],"However,":[16],"the":[17,28,62,72,75,98,104,109,126,137,140],"market":[19],"chaotic,":[21],"complex,":[22],"and":[23,35,52,71,119],"dynamic,":[24],"which":[26],"reasons":[27],"assumption":[31],"may":[32],"be":[33],"unreasonable,":[34],"it":[36],"more":[38],"meaningful":[39],"to":[40,135],"construct":[41],"a":[42,130],"better-integrated":[43],"based":[47,89],"on":[48,90,125],"different":[49,101],"feature":[50,68,117],"nonlinear":[53],"prediction":[57,81],"methods.":[58],"In":[59],"this":[60],"paper,":[61],"features":[63],"are":[64,83],"selected":[65],"by":[66],"various":[67],"algorithms,":[70],"parameters":[73],"of":[74,93,100,139],"machine":[76],"learning-based":[77],"models":[82],"set":[84],"through":[85],"time-sliding":[86],"window":[87],"cross-validation":[88],"8-year":[91],"data":[92],"Chinese":[94],"A-share":[95],"market.":[96],"Through":[97],"analysis":[99],"integrated":[102],"models,":[103],"performs":[106],"best":[107,141],"when":[108],"random":[110,127],"forest":[111,128],"algorithm":[112],"both":[116],"Based":[124],"algorithm,":[129],"long-short":[131],"portfolio":[132],"constructed":[134],"validate":[136],"effectiveness":[138],"model.":[142]},"counts_by_year":[{"year":2026,"cited_by_count":5},{"year":2025,"cited_by_count":37},{"year":2024,"cited_by_count":32},{"year":2023,"cited_by_count":39},{"year":2022,"cited_by_count":21},{"year":2021,"cited_by_count":18},{"year":2020,"cited_by_count":4}],"updated_date":"2026-03-27T05:58:40.876381","created_date":"2025-10-10T00:00:00"}
