{"id":"https://openalex.org/W4404520576","doi":"https://doi.org/10.1109/access.2024.3502175","title":"Enhancing Stock Price Forecasting With a Hybrid SES-DA-BiLSTM-BO Model: Superior Accuracy in High-Frequency Financial Data Analysis","display_name":"Enhancing Stock Price Forecasting With a Hybrid SES-DA-BiLSTM-BO Model: Superior Accuracy in High-Frequency Financial Data Analysis","publication_year":2024,"publication_date":"2024-01-01","ids":{"openalex":"https://openalex.org/W4404520576","doi":"https://doi.org/10.1109/access.2024.3502175"},"language":"en","primary_location":{"id":"doi:10.1109/access.2024.3502175","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2024.3502175","pdf_url":null,"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://doi.org/10.1109/access.2024.3502175","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5022482962","display_name":"Talabathula Jayanth","orcid":null},"institutions":[{"id":"https://openalex.org/I4210131147","display_name":"SRM University","ror":"https://ror.org/037skf023","country_code":"IN","type":"education","lineage":["https://openalex.org/I145286018","https://openalex.org/I4210131147"]},{"id":"https://openalex.org/I4401726783","display_name":"VIT-AP University","ror":"https://ror.org/007v4hf75","country_code":null,"type":"education","lineage":["https://openalex.org/I4401726783"]}],"countries":["IN"],"is_corresponding":true,"raw_author_name":"Talabathula Jayanth","raw_affiliation_strings":["Department of Mathematics, School of Advanced Sciences, VIT-AP University, Amaravati, Andhra Pradesh, India"],"raw_orcid":"https://orcid.org/0009-0007-2054-4370","affiliations":[{"raw_affiliation_string":"Department of Mathematics, School of Advanced Sciences, VIT-AP University, Amaravati, Andhra Pradesh, India","institution_ids":["https://openalex.org/I4210131147","https://openalex.org/I4401726783"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101407837","display_name":"A Manimaran","orcid":"https://orcid.org/0000-0002-5671-9466"},"institutions":[{"id":"https://openalex.org/I4210131147","display_name":"SRM University","ror":"https://ror.org/037skf023","country_code":"IN","type":"education","lineage":["https://openalex.org/I145286018","https://openalex.org/I4210131147"]},{"id":"https://openalex.org/I4401726783","display_name":"VIT-AP University","ror":"https://ror.org/007v4hf75","country_code":null,"type":"education","lineage":["https://openalex.org/I4401726783"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"A. Manimaran","raw_affiliation_strings":["Department of Mathematics, School of Advanced Sciences, VIT-AP University, Amaravati, Andhra Pradesh, India"],"raw_orcid":"https://orcid.org/0000-0002-5671-9466","affiliations":[{"raw_affiliation_string":"Department of Mathematics, School of Advanced Sciences, VIT-AP University, Amaravati, Andhra Pradesh, India","institution_ids":["https://openalex.org/I4210131147","https://openalex.org/I4401726783"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5078075839","display_name":"G Siva","orcid":null},"institutions":[{"id":"https://openalex.org/I4210131147","display_name":"SRM University","ror":"https://ror.org/037skf023","country_code":"IN","type":"education","lineage":["https://openalex.org/I145286018","https://openalex.org/I4210131147"]},{"id":"https://openalex.org/I4401726783","display_name":"VIT-AP University","ror":"https://ror.org/007v4hf75","country_code":null,"type":"education","lineage":["https://openalex.org/I4401726783"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"G. Siva","raw_affiliation_strings":["Department of Mathematics, School of Advanced Sciences, VIT-AP University, Amaravati, Andhra Pradesh, India"],"raw_orcid":"https://orcid.org/0000-0001-8624-7052","affiliations":[{"raw_affiliation_string":"Department of Mathematics, School of Advanced Sciences, VIT-AP University, Amaravati, Andhra Pradesh, India","institution_ids":["https://openalex.org/I4210131147","https://openalex.org/I4401726783"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5022482962"],"corresponding_institution_ids":["https://openalex.org/I4210131147","https://openalex.org/I4401726783"],"apc_list":{"value":1850,"currency":"USD","value_usd":1850},"apc_paid":{"value":1850,"currency":"USD","value_usd":1850},"fwci":5.5319,"has_fulltext":false,"cited_by_count":12,"citation_normalized_percentile":{"value":0.96109336,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":98,"max":99},"biblio":{"volume":"12","issue":null,"first_page":"173618","last_page":"173637"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9896000027656555,"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":0.9896000027656555,"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":0.9449999928474426,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9140999913215637,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/data-modeling","display_name":"Data modeling","score":0.4918818473815918},{"id":"https://openalex.org/keywords/economic-forecasting","display_name":"Economic forecasting","score":0.4779643714427948},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4568427801132202},{"id":"https://openalex.org/keywords/stock-price","display_name":"Stock price","score":0.44433802366256714},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.43036267161369324},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.4275510013103485},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.33635658025741577},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.31953781843185425},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.22776257991790771},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.11238917708396912},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.08585652709007263}],"concepts":[{"id":"https://openalex.org/C67186912","wikidata":"https://www.wikidata.org/wiki/Q367664","display_name":"Data modeling","level":2,"score":0.4918818473815918},{"id":"https://openalex.org/C163068380","wikidata":"https://www.wikidata.org/wiki/Q3409313","display_name":"Economic forecasting","level":2,"score":0.4779643714427948},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4568427801132202},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.44433802366256714},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.43036267161369324},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4275510013103485},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.33635658025741577},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.31953781843185425},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.22776257991790771},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.11238917708396912},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.08585652709007263},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"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/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","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}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/access.2024.3502175","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2024.3502175","pdf_url":null,"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:593f7aefc4234235a161966fe50f37dd","is_oa":true,"landing_page_url":"https://doaj.org/article/593f7aefc4234235a161966fe50f37dd","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 12, Pp 173618-173637 (2024)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1109/access.2024.3502175","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2024.3502175","pdf_url":null,"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":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":37,"referenced_works":["https://openalex.org/W2105755807","https://openalex.org/W2550552207","https://openalex.org/W2783323081","https://openalex.org/W2890096158","https://openalex.org/W2946084162","https://openalex.org/W2963311488","https://openalex.org/W2966153025","https://openalex.org/W2975813758","https://openalex.org/W2986815055","https://openalex.org/W2993122943","https://openalex.org/W2993346500","https://openalex.org/W2995015263","https://openalex.org/W3000499162","https://openalex.org/W3000500483","https://openalex.org/W3005619092","https://openalex.org/W3006121414","https://openalex.org/W3012362112","https://openalex.org/W3017116930","https://openalex.org/W3017118952","https://openalex.org/W3044720376","https://openalex.org/W3087070249","https://openalex.org/W3089905360","https://openalex.org/W3108866920","https://openalex.org/W3120019038","https://openalex.org/W3179175769","https://openalex.org/W3193780099","https://openalex.org/W3211333123","https://openalex.org/W4200410702","https://openalex.org/W4235214692","https://openalex.org/W4283693233","https://openalex.org/W4285751471","https://openalex.org/W4291280485","https://openalex.org/W4312981348","https://openalex.org/W4360829910","https://openalex.org/W4365129846","https://openalex.org/W4366448064","https://openalex.org/W4392697897"],"related_works":["https://openalex.org/W2370669686","https://openalex.org/W247222457","https://openalex.org/W1488120909","https://openalex.org/W3124131549","https://openalex.org/W2152348935","https://openalex.org/W2887069341","https://openalex.org/W2554106722","https://openalex.org/W1797892342","https://openalex.org/W4240248738","https://openalex.org/W3008476150"],"abstract_inverted_index":{"Stock":[0],"price":[1,103],"forecasting":[2,213],"is":[3],"a":[4,13,21,71,233],"critical":[5],"component":[6],"of":[7,24,99,129,222,254],"financial":[8],"market":[9,119,218,243,255],"analysis":[10],"and":[11,31,51,108,121,150,184,204,235,245],"plays":[12],"key":[14,137],"role":[15],"in":[16,34,61,228],"formulating":[17],"investment":[18,240],"strategies,":[19,241],"affecting":[20],"wide":[22],"range":[23],"stakeholders.":[25],"To":[26],"address":[27],"the":[28,130,195,252],"inherent":[29],"complexities":[30],"dynamic":[32],"fluctuations":[33],"stock":[35,66,92,102,116,214],"prices,":[36,117],"innovative":[37],"modeling":[38],"techniques":[39],"are":[40],"required.":[41],"Deep":[42],"Learning":[43],"(DL)":[44],"approaches,":[45],"particularly":[46],"Recurrent":[47],"Neural":[48],"Networks":[49],"(RNNs)":[50],"Long":[52],"Short-Term":[53],"Memory":[54],"(LSTM)":[55],"networks,":[56],"have":[57],"shown":[58],"notable":[59],"promise":[60],"enhancing":[62,242],"prediction":[63],"accuracy":[64],"for":[65,212,238],"prices.":[67],"This":[68],"study":[69],"introduces":[70],"novel":[72],"hybrid":[73,198,230],"Single":[74,180],"Exponential":[75,181],"Smoothing":[76,182],"with":[77,84,105,225],"Dual":[78],"Attention":[79],"based":[80],"Bi-directional":[81],"LSTM":[82,185],"optimize":[83],"Bayesian":[85],"Optimization":[86],"(SES-DA-BiLSTM-BO)":[87],"designed":[88],"to":[89,114,161,247],"predict":[90],"future":[91],"prices":[93,215],"accurately":[94],"using":[95,136],"Life":[96],"Insurance":[97],"Corporation":[98],"India":[100],"(LIC)":[101],"dataset":[104],"1-minute,":[106],"3-minute,":[107],"10-minute":[109],"intervals.":[110],"The":[111,127,220],"model":[112,133,190,199],"aims":[113],"forecast":[115],"identify":[118],"trends,":[120],"reveal":[122],"influential":[123],"factors":[124],"more":[125],"effectively.":[126],"performance":[128,159],"proposed":[131,196],"SES-DA-BiLSTM-BO":[132,197],"was":[134],"evaluated":[135],"metrics:":[138],"Directional":[139],"Accuracy":[140],"(DA=0.4816),":[141],"Mean":[142],"Absolute":[143],"Percentage":[144],"Error":[145],"(MAPE=0.0006),":[146],"Win/Loss":[147],"Ratio":[148],"(WLR=0.7517),":[149],"Theil\u2019s":[151],"U-Statistic":[152],"(TUS=0.0006).":[153],"These":[154],"results":[155],"demonstrate":[156],"its":[157,209],"superior":[158],"compared":[160],"traditional":[162],"models":[163],"such":[164],"as":[165],"Moving":[166,172,177],"Average":[167,173,178],"(MA),":[168],"Auto-Regressive":[169,171,175],"(AR),":[170],"(ARMA),":[174],"Integrated":[176],"(ARIMA),":[179],"(SES)":[183],"models.":[186],"By":[187],"outperforming":[188],"baseline":[189],"on":[191],"various":[192],"error":[193],"metrics,":[194],"exhibits":[200],"improved":[201],"predictive":[202],"capabilities":[203],"lower":[205],"loss":[206],"functions,":[207],"making":[208],"highly":[210],"reliable":[211],"under":[216],"diverse":[217],"conditions.":[219],"integration":[221],"statistical":[223],"methods":[224],"deep":[226],"learning":[227],"this":[229],"approach":[231],"offers":[232],"scalable":[234],"efficient":[236],"solution":[237],"optimizing":[239],"efficiency,":[244],"contributing":[246],"economic":[248],"stability":[249],"by":[250],"reducing":[251],"impact":[253],"volatility.":[256]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":10}],"updated_date":"2026-05-06T08:25:59.206177","created_date":"2025-10-10T00:00:00"}
