{"id":"https://openalex.org/W3126479554","doi":"https://doi.org/10.1109/access.2021.3056713","title":"A Novel Improved Particle Swarm Optimization With Long-Short Term Memory Hybrid Model for Stock Indices Forecast","display_name":"A Novel Improved Particle Swarm Optimization With Long-Short Term Memory Hybrid Model for Stock Indices Forecast","publication_year":2021,"publication_date":"2021-01-01","ids":{"openalex":"https://openalex.org/W3126479554","doi":"https://doi.org/10.1109/access.2021.3056713","mag":"3126479554"},"language":"en","primary_location":{"id":"doi:10.1109/access.2021.3056713","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2021.3056713","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/9312710/09345681.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/ielx7/6287639/9312710/09345681.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5057970006","display_name":"Y. Y. Ji","orcid":"https://orcid.org/0000-0003-1169-5250"},"institutions":[{"id":"https://openalex.org/I115592961","display_name":"Jiangsu University","ror":"https://ror.org/03jc41j30","country_code":"CN","type":"education","lineage":["https://openalex.org/I115592961"]},{"id":"https://openalex.org/I11701301","display_name":"Griffith University","ror":"https://ror.org/02sc3r913","country_code":"AU","type":"education","lineage":["https://openalex.org/I11701301"]}],"countries":["AU","CN"],"is_corresponding":false,"raw_author_name":"Yi Ji","raw_affiliation_strings":["School of Computer Science and Communication Engineering, Jiangsu University, Jiangsu, Zhenjiang, China","School of Electrical and Information Engineering, Jiangsu University, Jiangsu, Zhenjiang, China","School of Information and Communication Technology, Griffith University, Gold Coast, QLD, Australia"],"raw_orcid":"https://orcid.org/0000-0003-1169-5250","affiliations":[{"raw_affiliation_string":"School of Computer Science and Communication Engineering, Jiangsu University, Jiangsu, Zhenjiang, China","institution_ids":["https://openalex.org/I115592961"]},{"raw_affiliation_string":"School of Electrical and Information Engineering, Jiangsu University, Jiangsu, Zhenjiang, China","institution_ids":["https://openalex.org/I115592961"]},{"raw_affiliation_string":"School of Information and Communication Technology, Griffith University, Gold Coast, QLD, Australia","institution_ids":["https://openalex.org/I11701301"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5091254555","display_name":"Alan Wee\u2010Chung Liew","orcid":"https://orcid.org/0000-0001-6718-7584"},"institutions":[{"id":"https://openalex.org/I11701301","display_name":"Griffith University","ror":"https://ror.org/02sc3r913","country_code":"AU","type":"education","lineage":["https://openalex.org/I11701301"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Alan Wee-Chung Liew","raw_affiliation_strings":["School of Information and Communication Technology, Griffith University, Gold Coast, QLD, Australia"],"raw_orcid":"https://orcid.org/0000-0001-6718-7584","affiliations":[{"raw_affiliation_string":"School of Information and Communication Technology, Griffith University, Gold Coast, QLD, Australia","institution_ids":["https://openalex.org/I11701301"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5014803725","display_name":"Lixia Yang","orcid":"https://orcid.org/0000-0002-7943-9846"},"institutions":[{"id":"https://openalex.org/I115592961","display_name":"Jiangsu University","ror":"https://ror.org/03jc41j30","country_code":"CN","type":"education","lineage":["https://openalex.org/I115592961"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Lixia Yang","raw_affiliation_strings":["School of Computer Science and Communication Engineering, Jiangsu University, Jiangsu, Zhenjiang, China"],"raw_orcid":"https://orcid.org/0000-0002-7943-9846","affiliations":[{"raw_affiliation_string":"School of Computer Science and Communication Engineering, Jiangsu University, Jiangsu, Zhenjiang, China","institution_ids":["https://openalex.org/I115592961"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"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":10.2839,"has_fulltext":true,"cited_by_count":94,"citation_normalized_percentile":{"value":0.98732723,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":97,"max":100},"biblio":{"volume":"9","issue":null,"first_page":"23660","last_page":"23671"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9995999932289124,"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":0.9995999932289124,"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":0.9951000213623047,"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/T13717","display_name":"Advanced Algorithms and Applications","score":0.9746999740600586,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/particle-swarm-optimization","display_name":"Particle swarm optimization","score":0.6977607607841492},{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.6377317309379578},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5821345448493958},{"id":"https://openalex.org/keywords/long-short-term-memory","display_name":"Long short term memory","score":0.49659472703933716},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3239634037017822},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1878921091556549},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.18557244539260864},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.18332844972610474},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.14436215162277222}],"concepts":[{"id":"https://openalex.org/C85617194","wikidata":"https://www.wikidata.org/wiki/Q2072794","display_name":"Particle swarm optimization","level":2,"score":0.6977607607841492},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.6377317309379578},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5821345448493958},{"id":"https://openalex.org/C133488467","wikidata":"https://www.wikidata.org/wiki/Q6673524","display_name":"Long short term memory","level":4,"score":0.49659472703933716},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3239634037017822},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1878921091556549},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.18557244539260864},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.18332844972610474},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.14436215162277222},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"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/C147168706","wikidata":"https://www.wikidata.org/wiki/Q1457734","display_name":"Recurrent neural network","level":3,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1109/access.2021.3056713","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2021.3056713","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/9312710/09345681.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:research-repository.griffith.edu.au:10072/402483","is_oa":true,"landing_page_url":"http://hdl.handle.net/10072/402483","pdf_url":"http://hdl.handle.net/10072/402483","source":null,"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Journal article"},{"id":"pmh:oai:doaj.org/article:9f4e991aeb174a418e5d833a51c43db5","is_oa":true,"landing_page_url":"https://doaj.org/article/9f4e991aeb174a418e5d833a51c43db5","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 9, Pp 23660-23671 (2021)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1109/access.2021.3056713","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2021.3056713","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/9312710/09345681.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":[],"awards":[{"id":"https://openalex.org/G104852324","display_name":"\u9876\u90e8\u7535\u79bb\u5c42ELF/VLF\u7535\u78c1\u6ce2\u52a8\u4ea7\u751f\u673a\u7406\u53ca\u4f20\u64ad\u7279\u5f81\u7814\u7a76","funder_award_id":"41874174","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320321605","display_name":"Government of Jiangsu Province","ror":"https://ror.org/004svx814"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3126479554.pdf","grobid_xml":"https://content.openalex.org/works/W3126479554.grobid-xml"},"referenced_works_count":36,"referenced_works":["https://openalex.org/W108854555","https://openalex.org/W1418108976","https://openalex.org/W1968380673","https://openalex.org/W1986834168","https://openalex.org/W1988518729","https://openalex.org/W2000681202","https://openalex.org/W2012079387","https://openalex.org/W2032170121","https://openalex.org/W2045001586","https://openalex.org/W2064675550","https://openalex.org/W2066995518","https://openalex.org/W2089809028","https://openalex.org/W2137226992","https://openalex.org/W2152195021","https://openalex.org/W2156909104","https://openalex.org/W2158994553","https://openalex.org/W2209610041","https://openalex.org/W2292052972","https://openalex.org/W2338061092","https://openalex.org/W2496619190","https://openalex.org/W2543580944","https://openalex.org/W2624385633","https://openalex.org/W2734777338","https://openalex.org/W2734986640","https://openalex.org/W2761828615","https://openalex.org/W2789605973","https://openalex.org/W2903635131","https://openalex.org/W2905193157","https://openalex.org/W2921804673","https://openalex.org/W2970404044","https://openalex.org/W2971907746","https://openalex.org/W2979736100","https://openalex.org/W3021279605","https://openalex.org/W6680532697","https://openalex.org/W6757310995","https://openalex.org/W6960149718"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2899084033","https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W4391913857","https://openalex.org/W2358668433","https://openalex.org/W4396701345","https://openalex.org/W2376932109","https://openalex.org/W2001405890","https://openalex.org/W4401807425"],"abstract_inverted_index":{"Stock":[0],"market":[1,149],"volatility":[2],"has":[3],"a":[4,60,85,95,101],"significant":[5],"impact":[6],"on":[7,55,145],"many":[8],"economic":[9],"and":[10,43,67,114,143,160],"financial":[11],"activities":[12],"in":[13,24],"the":[14,31,106,110,117,122,131,135,146,154],"world.":[15],"Forecasting":[16],"stock":[17,37,50,75,148],"price":[18,38,76],"movement":[19],"plays":[20],"an":[21,26],"important":[22],"role":[23],"setting":[25],"investment":[27],"strategy":[28],"or":[29],"determining":[30],"right":[32],"timing":[33],"for":[34,52,74,87],"trading.":[35],"However,":[36],"movements":[39],"are":[40],"noisy,":[41],"nonlinear,":[42],"chaotic.":[44],"It":[45],"is":[46],"difficult":[47],"to":[48,90,94,104,120],"forecast":[49],"trends":[51],"improving":[53],"return":[54],"investment.":[56],"Here,":[57],"we":[58,99],"proposed":[59,132,155],"novel":[61],"improved":[62],"particle":[63,111],"swarm":[64,112],"optimization":[65,89,113],"(IPSO)":[66],"long-short":[68],"term":[69],"memory":[70],"(LSTM)":[71],"hybrid":[72],"model":[73,88,119,133,156],"forecasting.":[77],"An":[78],"adaptive":[79],"mutation":[80],"factor":[81],"was":[82],"used":[83,116],"as":[84],"parameter":[86],"avoid":[91],"premature":[92],"convergence":[93],"local":[96],"optimum.":[97],"Furthermore,":[98],"presented":[100],"nonlinear":[102],"approach":[103],"improve":[105],"inertia":[107],"weight":[108],"of":[109,124],"then":[115],"IPSO":[118],"optimize":[121],"hyperparameters":[123],"LSTM.":[125],"The":[126],"experimental":[127],"results":[128,152],"showed":[129],"that":[130],"outperformed":[134],"other":[136],"related":[137],"baseline":[138],"models:":[139],"support-vector":[140],"regression,":[141],"LSTM":[142],"PSO-LSTM":[144],"Australian":[147],"index.":[150],"These":[151],"indicated":[153],"possesses":[157],"high":[158],"reliability":[159],"good":[161],"forecasting":[162],"capability.":[163]},"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":25},{"year":2024,"cited_by_count":23},{"year":2023,"cited_by_count":20},{"year":2022,"cited_by_count":18},{"year":2021,"cited_by_count":4}],"updated_date":"2026-07-25T09:21:30.201066","created_date":"2025-10-10T00:00:00"}