{"id":"https://openalex.org/W4386824980","doi":"https://doi.org/10.1109/access.2023.3316690","title":"LSTM-DGMDH: High-Dimensional Index Tracking Based on LSTM and Adaptive Deep Evolutionary GMDH Neural Network","display_name":"LSTM-DGMDH: High-Dimensional Index Tracking Based on LSTM and Adaptive Deep Evolutionary GMDH Neural Network","publication_year":2023,"publication_date":"2023-01-01","ids":{"openalex":"https://openalex.org/W4386824980","doi":"https://doi.org/10.1109/access.2023.3316690"},"language":"en","primary_location":{"id":"doi:10.1109/access.2023.3316690","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2023.3316690","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/6514899/10254533.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":null,"license_id":null,"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/ielx7/6287639/6514899/10254533.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5091543199","display_name":"Tong He","orcid":"https://orcid.org/0000-0002-2388-8618"},"institutions":[{"id":"https://openalex.org/I4210148071","display_name":"Air Force Institute of Aviation Medicine Affiliated Hospital","ror":"https://ror.org/056c72797","country_code":"CN","type":"healthcare","lineage":["https://openalex.org/I4210148071"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"He Tong","raw_affiliation_strings":["Department of Basic, Chinese People&#x2019;s Liberation Army Aviation Institute, Beijing, China"],"affiliations":[{"raw_affiliation_string":"Department of Basic, Chinese People&#x2019;s Liberation Army Aviation Institute, Beijing, China","institution_ids":["https://openalex.org/I4210148071"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101871717","display_name":"Yusheng Liu","orcid":null},"institutions":[{"id":"https://openalex.org/I39774598","display_name":"Hefei University","ror":"https://ror.org/01f5rdf64","country_code":"CN","type":"education","lineage":["https://openalex.org/I39774598"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yusheng Liu","raw_affiliation_strings":["School of Artificial Intelligence and Big Data, Hefei University, Hefei, Anhui, China"],"affiliations":[{"raw_affiliation_string":"School of Artificial Intelligence and Big Data, Hefei University, Hefei, Anhui, China","institution_ids":["https://openalex.org/I39774598"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100383309","display_name":"Lin Liu","orcid":"https://orcid.org/0000-0002-6713-7074"},"institutions":[{"id":"https://openalex.org/I126520041","display_name":"University of Science and Technology of China","ror":"https://ror.org/04c4dkn09","country_code":"CN","type":"education","lineage":["https://openalex.org/I126520041","https://openalex.org/I19820366"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Lin Liu","raw_affiliation_strings":["School of Information Science and Technology, University of Science and Technology of China, Hefei, Anhui, China"],"affiliations":[{"raw_affiliation_string":"School of Information Science and Technology, University of Science and Technology of China, Hefei, Anhui, China","institution_ids":["https://openalex.org/I126520041"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100369012","display_name":"Ning Li","orcid":"https://orcid.org/0000-0002-2650-363X"},"institutions":[{"id":"https://openalex.org/I39774598","display_name":"Hefei University","ror":"https://ror.org/01f5rdf64","country_code":"CN","type":"education","lineage":["https://openalex.org/I39774598"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Ning Li","raw_affiliation_strings":["School of Artificial Intelligence and Big Data, Hefei University, Hefei, Anhui, China"],"affiliations":[{"raw_affiliation_string":"School of Artificial Intelligence and Big Data, Hefei University, Hefei, Anhui, China","institution_ids":["https://openalex.org/I39774598"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5102897927","display_name":"Si-Bao Chen","orcid":"https://orcid.org/0000-0003-1481-0162"},"institutions":[{"id":"https://openalex.org/I143868143","display_name":"Anhui University","ror":"https://ror.org/05th6yx34","country_code":"CN","type":"education","lineage":["https://openalex.org/I143868143"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Sibao Chen","raw_affiliation_strings":["School of Computer Science and Technology, Anhui University, Hefei, Anhui, China"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Technology, Anhui University, Hefei, Anhui, China","institution_ids":["https://openalex.org/I143868143"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5024645274","display_name":"Lixiang Xu","orcid":"https://orcid.org/0000-0001-8946-620X"},"institutions":[{"id":"https://openalex.org/I39774598","display_name":"Hefei University","ror":"https://ror.org/01f5rdf64","country_code":"CN","type":"education","lineage":["https://openalex.org/I39774598"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Lixiang Xu","raw_affiliation_strings":["School of Artificial Intelligence and Big Data, Hefei University, Hefei, Anhui, China"],"affiliations":[{"raw_affiliation_string":"School of Artificial Intelligence and Big Data, Hefei University, Hefei, Anhui, China","institution_ids":["https://openalex.org/I39774598"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100870129","display_name":"Yuanyan Tang","orcid":"https://orcid.org/0000-0001-7305-6695"},"institutions":[{"id":"https://openalex.org/I204512498","display_name":"University of Macau","ror":"https://ror.org/01r4q9n85","country_code":"MO","type":"education","lineage":["https://openalex.org/I204512498"]}],"countries":["MO"],"is_corresponding":false,"raw_author_name":"Yuanyan Tang","raw_affiliation_strings":["Zhuhai UM Science and Technology Research Institute, FST, University of Macau, Taipa, Macau, China"],"affiliations":[{"raw_affiliation_string":"Zhuhai UM Science and Technology Research Institute, FST, University of Macau, Taipa, Macau, China","institution_ids":["https://openalex.org/I204512498"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":7,"corresponding_author_ids":["https://openalex.org/A5091543199"],"corresponding_institution_ids":["https://openalex.org/I4210148071"],"apc_list":{"value":1850,"currency":"USD","value_usd":1850},"apc_paid":{"value":1850,"currency":"USD","value_usd":1850},"fwci":0.345,"has_fulltext":true,"cited_by_count":2,"citation_normalized_percentile":{"value":0.66140527,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":95},"biblio":{"volume":"11","issue":null,"first_page":"115654","last_page":"115667"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.9904000163078308,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.9904000163078308,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T14351","display_name":"Statistical and Computational Modeling","score":0.9782000184059143,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9757999777793884,"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":0.7178381681442261},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.553218424320221},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.5404570698738098},{"id":"https://openalex.org/keywords/preprocessor","display_name":"Preprocessor","score":0.44407808780670166},{"id":"https://openalex.org/keywords/recurrent-neural-network","display_name":"Recurrent neural network","score":0.4321560859680176},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.4278477132320404},{"id":"https://openalex.org/keywords/group-method-of-data-handling","display_name":"Group method of data handling","score":0.4202342927455902},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3366391658782959}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7178381681442261},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.553218424320221},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.5404570698738098},{"id":"https://openalex.org/C34736171","wikidata":"https://www.wikidata.org/wiki/Q918333","display_name":"Preprocessor","level":2,"score":0.44407808780670166},{"id":"https://openalex.org/C147168706","wikidata":"https://www.wikidata.org/wiki/Q1457734","display_name":"Recurrent neural network","level":3,"score":0.4321560859680176},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.4278477132320404},{"id":"https://openalex.org/C13926793","wikidata":"https://www.wikidata.org/wiki/Q3507155","display_name":"Group method of data handling","level":2,"score":0.4202342927455902},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3366391658782959}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/access.2023.3316690","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2023.3316690","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/6514899/10254533.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":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:4a2c880a294f43979c6f1626218e534a","is_oa":true,"landing_page_url":"https://doaj.org/article/4a2c880a294f43979c6f1626218e534a","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":"IEEE Access, Vol 11, Pp 115654-115667 (2023)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1109/access.2023.3316690","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2023.3316690","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/6514899/10254533.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":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","score":0.4099999964237213,"display_name":"Industry, innovation and infrastructure"}],"awards":[{"id":"https://openalex.org/G2087396116","display_name":null,"funder_award_id":"China","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G2231845458","display_name":null,"funder_award_id":"61860206004","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G2255616654","display_name":null,"funder_award_id":"1908085","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G3317480652","display_name":null,"funder_award_id":"Science","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G3415805294","display_name":null,"funder_award_id":"61672114","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G3766869091","display_name":null,"funder_award_id":"62176085","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G5075991968","display_name":null,"funder_award_id":"2108085QA16","funder_id":"https://openalex.org/F4320334897","funder_display_name":"Natural Science Foundation of Anhui Province"},{"id":"https://openalex.org/G5760752404","display_name":null,"funder_award_id":"Projects","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G5994120800","display_name":null,"funder_award_id":"Natural","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G6895886253","display_name":null,"funder_award_id":"20RC25","funder_id":"https://openalex.org/F4320326536","funder_display_name":"Hefei University"},{"id":"https://openalex.org/G7494446569","display_name":null,"funder_award_id":"62172458","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G7608752429","display_name":null,"funder_award_id":"Talent","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G8955107213","display_name":null,"funder_award_id":"Major","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/F4320326536","display_name":"Hefei University","ror":"https://ror.org/01f5rdf64"},{"id":"https://openalex.org/F4320334897","display_name":"Natural Science Foundation of Anhui Province","ror":null}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4386824980.pdf","grobid_xml":"https://content.openalex.org/works/W4386824980.grobid-xml"},"referenced_works_count":31,"referenced_works":["https://openalex.org/W1967123787","https://openalex.org/W1973952674","https://openalex.org/W2044861704","https://openalex.org/W2055823751","https://openalex.org/W2071458777","https://openalex.org/W2082851136","https://openalex.org/W2091770693","https://openalex.org/W2141188346","https://openalex.org/W2276809835","https://openalex.org/W2402395425","https://openalex.org/W2466854657","https://openalex.org/W2626395746","https://openalex.org/W2765511333","https://openalex.org/W2888109343","https://openalex.org/W2890693049","https://openalex.org/W2901769706","https://openalex.org/W2937595992","https://openalex.org/W2940272946","https://openalex.org/W2963122061","https://openalex.org/W2963479420","https://openalex.org/W2963522909","https://openalex.org/W2963614308","https://openalex.org/W2963714521","https://openalex.org/W2970069624","https://openalex.org/W2979316730","https://openalex.org/W2994876556","https://openalex.org/W2997084958","https://openalex.org/W3007488608","https://openalex.org/W3019142787","https://openalex.org/W3024731928","https://openalex.org/W6607095758"],"related_works":["https://openalex.org/W4225394202","https://openalex.org/W4298287631","https://openalex.org/W2953061907","https://openalex.org/W1847088711","https://openalex.org/W3036642985","https://openalex.org/W3032952384","https://openalex.org/W3017902212","https://openalex.org/W2964335273","https://openalex.org/W2982145560","https://openalex.org/W2323770843"],"abstract_inverted_index":{"Stock":[0],"index":[1,46,58,72,123,209,216],"is":[2,20,146,153,243],"an":[3,91],"indicator":[4],"that":[5,94],"describes":[6],"the":[7,10,15,56,69,74,77,85,101,105,128,132,136,177,180,187,218,226,246,261,270],"changes":[8,80],"in":[9,39,44],"total":[11],"price":[12],"level":[13],"of":[14,55,81,104,127,139,166,176,183,228,272],"stock":[16,45,57,71,122,208,215,240],"market,":[17],"and":[18,41,83,115,192,251],"it":[19],"susceptible":[21],"to":[22,51,63,96,100,185,206],"many":[23],"dynamic":[24,79],"factors,":[25],"with":[26],"such":[27],"characteristics":[28],"as":[29,73,179],"high":[30],"dimension,":[31],"uncertainty,":[32],"non-linearity,":[33],"time":[34],"delay,":[35],"complexity,":[36],"etc.,":[37],"resulting":[38],"abnormal":[40],"missing":[42],"values":[43],"data,":[47],"which":[48,152,242],"will":[49],"lead":[50],"instability":[52],"or":[53],"unreliability":[54],"tracking":[59,234],"model.":[60,265],"In":[61],"order":[62],"solve":[64],"these":[65],"problems,":[66],"we":[67,89,161,231],"take":[68],"historical":[70],"input,":[75],"model":[76,126],"internal":[78],"features,":[82],"learn":[84],"change":[86],"rule.":[87],"Firstly,":[88],"introduce":[90],"attention":[92,133],"mechanism,":[93],"is,":[95],"assign":[97],"different":[98],"weights":[99,114],"implicit":[102],"state":[103],"long":[106],"short":[107],"term":[108],"memory":[109],"network":[110,204],"(LSTM)":[111],"through":[112],"mapping":[113],"learning":[116],"parameters.":[117],"We":[118,195],"further":[119,196],"propose":[120,232],"a":[121,147,163,198,213,233],"data":[124,140,149],"preprocessing":[125],"LSTM":[129],"based":[130,244],"on":[131,245],"mechanism.":[134],"Secondly,":[135],"group":[137],"method":[138],"handling":[141],"type":[142],"neural":[143,203],"networks":[144],"(GMDH-NN)":[145],"self-organizing":[148],"mining":[150],"technology,":[151],"especially":[154],"suitable":[155],"for":[156,212,239,259],"modeling":[157],"complex":[158,263],"systems.":[159],"So":[160],"choose":[162],"discrete":[164],"form":[165],"Kolmogorov-Gabor":[167],"(":[168],"<italic":[169],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[170],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">K":[171],"-":[172],"G</i>":[173],")":[174],"polynomial":[175,202],"first-order":[178],"reference":[181],"function":[182],"GMDH-NN":[184],"establish":[186],"general":[188],"relationship":[189],"between":[190,248],"input":[191],"output":[193],"variables.":[194],"present":[197],"deep":[199],"evolutionary":[200],"GMDH":[201],"(DGMDH)":[205],"perform":[207],"tracking.":[210],"Moreover,":[211],"high-dimensional":[214],"dataset,":[217],"traditional":[219],"external":[220,236],"criterion":[221,237],"can":[222],"no":[223],"longer":[224],"meet":[225],"needs":[227],"reality,":[229],"so":[230],"error":[235],"(TEEC)":[238],"indices,":[241],"difference":[247],"allocation":[249],"yield":[250],"target":[252],"yield.":[253],"The":[254],"TEEC":[255],"provides":[256],"better":[257],"information":[258],"selecting":[260],"optimal":[262],"DGMDH":[264],"Our":[266],"experiments":[267],"clearly":[268],"show":[269],"effectiveness":[271],"our":[273],"methodology.":[274]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1}],"updated_date":"2026-04-13T07:58:08.660418","created_date":"2025-10-10T00:00:00"}
