{"id":"https://openalex.org/W4404739618","doi":"https://doi.org/10.1109/access.2024.3506658","title":"Permuted Temporal Kolmogorov-Arnold Networks for Stock Price Forecasting Using Generative Aspect-Based Sentiment Analysis","display_name":"Permuted Temporal Kolmogorov-Arnold Networks for Stock Price Forecasting Using Generative Aspect-Based Sentiment Analysis","publication_year":2024,"publication_date":"2024-01-01","ids":{"openalex":"https://openalex.org/W4404739618","doi":"https://doi.org/10.1109/access.2024.3506658"},"language":"en","primary_location":{"id":"doi:10.1109/access.2024.3506658","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2024.3506658","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.2024.3506658","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5059378546","display_name":"Agus Tri Haryono","orcid":"https://orcid.org/0000-0001-5137-8810"},"institutions":[{"id":"https://openalex.org/I166843116","display_name":"Sepuluh Nopember Institute of Technology","ror":"https://ror.org/05kbmmt89","country_code":"ID","type":"education","lineage":["https://openalex.org/I166843116"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Agus Tri Haryono","raw_affiliation_strings":["Department of Informatics, Institut Teknologi Sepuluh Nopember, Surabaya, Indonesia"],"raw_orcid":"https://orcid.org/0000-0001-5137-8810","affiliations":[{"raw_affiliation_string":"Department of Informatics, Institut Teknologi Sepuluh Nopember, Surabaya, Indonesia","institution_ids":["https://openalex.org/I166843116"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5000266116","display_name":"Riyanarto Sarno","orcid":"https://orcid.org/0000-0001-5373-660X"},"institutions":[{"id":"https://openalex.org/I166843116","display_name":"Sepuluh Nopember Institute of Technology","ror":"https://ror.org/05kbmmt89","country_code":"ID","type":"education","lineage":["https://openalex.org/I166843116"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Riyanarto Sarno","raw_affiliation_strings":["Department of Informatics, Institut Teknologi Sepuluh Nopember, Surabaya, Indonesia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Informatics, Institut Teknologi Sepuluh Nopember, Surabaya, Indonesia","institution_ids":["https://openalex.org/I166843116"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5077355229","display_name":"Ratih Anggraini","orcid":"https://orcid.org/0000-0002-8631-0979"},"institutions":[{"id":"https://openalex.org/I166843116","display_name":"Sepuluh Nopember Institute of Technology","ror":"https://ror.org/05kbmmt89","country_code":"ID","type":"education","lineage":["https://openalex.org/I166843116"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Ratih Nur Esti Anggraini","raw_affiliation_strings":["Department of Informatics, Institut Teknologi Sepuluh Nopember, Surabaya, Indonesia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Informatics, Institut Teknologi Sepuluh Nopember, Surabaya, Indonesia","institution_ids":["https://openalex.org/I166843116"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5027955524","display_name":"Kelly Rossa Sungkono","orcid":"https://orcid.org/0000-0003-3030-3566"},"institutions":[{"id":"https://openalex.org/I166843116","display_name":"Sepuluh Nopember Institute of Technology","ror":"https://ror.org/05kbmmt89","country_code":"ID","type":"education","lineage":["https://openalex.org/I166843116"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Kelly Rossa Sungkono","raw_affiliation_strings":["Department of Informatics, Institut Teknologi Sepuluh Nopember, Surabaya, Indonesia"],"raw_orcid":"https://orcid.org/0000-0003-3030-3566","affiliations":[{"raw_affiliation_string":"Department of Informatics, Institut Teknologi Sepuluh Nopember, Surabaya, Indonesia","institution_ids":["https://openalex.org/I166843116"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"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":4.8875,"has_fulltext":false,"cited_by_count":16,"citation_normalized_percentile":{"value":0.95784039,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":100},"biblio":{"volume":"12","issue":null,"first_page":"178672","last_page":"178689"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.9815000295639038,"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":0.9815000295639038,"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":0.9761999845504761,"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/T13650","display_name":"Computational Physics and Python Applications","score":0.9663000106811523,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6591553688049316},{"id":"https://openalex.org/keywords/generative-grammar","display_name":"Generative grammar","score":0.5901830792427063},{"id":"https://openalex.org/keywords/sentiment-analysis","display_name":"Sentiment analysis","score":0.5842931866645813},{"id":"https://openalex.org/keywords/generative-model","display_name":"Generative model","score":0.5195274949073792},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5036446452140808},{"id":"https://openalex.org/keywords/stock-price","display_name":"Stock price","score":0.4664447009563446},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.425468385219574},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3564937114715576},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3303273320198059},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.1382157802581787},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.12602010369300842},{"id":"https://openalex.org/keywords/history","display_name":"History","score":0.06541198492050171}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6591553688049316},{"id":"https://openalex.org/C39890363","wikidata":"https://www.wikidata.org/wiki/Q36108","display_name":"Generative grammar","level":2,"score":0.5901830792427063},{"id":"https://openalex.org/C66402592","wikidata":"https://www.wikidata.org/wiki/Q2271421","display_name":"Sentiment analysis","level":2,"score":0.5842931866645813},{"id":"https://openalex.org/C167966045","wikidata":"https://www.wikidata.org/wiki/Q5532625","display_name":"Generative model","level":3,"score":0.5195274949073792},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5036446452140808},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.4664447009563446},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.425468385219574},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3564937114715576},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3303273320198059},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.1382157802581787},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.12602010369300842},{"id":"https://openalex.org/C95457728","wikidata":"https://www.wikidata.org/wiki/Q309","display_name":"History","level":0,"score":0.06541198492050171},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","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.2024.3506658","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2024.3506658","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:b81a206450b84020b0de2831d2b50301","is_oa":true,"landing_page_url":"https://doaj.org/article/b81a206450b84020b0de2831d2b50301","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 178672-178689 (2024)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1109/access.2024.3506658","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2024.3506658","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":[{"id":"https://openalex.org/F4320327937","display_name":"Institut Teknologi Sepuluh Nopember","ror":"https://ror.org/05kbmmt89"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":57,"referenced_works":["https://openalex.org/W2260992041","https://openalex.org/W2531254193","https://openalex.org/W2912036663","https://openalex.org/W2949202718","https://openalex.org/W2981990016","https://openalex.org/W3002756429","https://openalex.org/W3025573255","https://openalex.org/W3097382998","https://openalex.org/W3107642158","https://openalex.org/W3126774452","https://openalex.org/W3134824859","https://openalex.org/W3155398915","https://openalex.org/W3156510899","https://openalex.org/W3194721704","https://openalex.org/W4210330485","https://openalex.org/W4214582134","https://openalex.org/W4221036632","https://openalex.org/W4223569375","https://openalex.org/W4283168218","https://openalex.org/W4283260755","https://openalex.org/W4292242209","https://openalex.org/W4296708916","https://openalex.org/W4306741992","https://openalex.org/W4381620802","https://openalex.org/W4382051867","https://openalex.org/W4383501386","https://openalex.org/W4385196516","https://openalex.org/W4385337321","https://openalex.org/W4385597361","https://openalex.org/W4385687747","https://openalex.org/W4386008205","https://openalex.org/W4386156324","https://openalex.org/W4388291061","https://openalex.org/W4388656597","https://openalex.org/W4396878152","https://openalex.org/W4400159369","https://openalex.org/W4400531953","https://openalex.org/W6728698659","https://openalex.org/W6734194636","https://openalex.org/W6755207826","https://openalex.org/W6767401011","https://openalex.org/W6767552790","https://openalex.org/W6769311223","https://openalex.org/W6769627184","https://openalex.org/W6783213970","https://openalex.org/W6786310446","https://openalex.org/W6797574302","https://openalex.org/W6801894950","https://openalex.org/W6803143436","https://openalex.org/W6811125729","https://openalex.org/W6846500671","https://openalex.org/W6847076894","https://openalex.org/W6861418584","https://openalex.org/W6866474364","https://openalex.org/W6867176674","https://openalex.org/W6869299805","https://openalex.org/W6872518771"],"related_works":["https://openalex.org/W4365211920","https://openalex.org/W3014948380","https://openalex.org/W4380551139","https://openalex.org/W4317695495","https://openalex.org/W4395044357","https://openalex.org/W4287117424","https://openalex.org/W4387506531","https://openalex.org/W2087346071","https://openalex.org/W2967848559","https://openalex.org/W4299831724"],"abstract_inverted_index":{"Stock":[0],"prices":[1],"are":[2,128],"experiencing":[3],"fluctuation":[4],"daily.":[5],"While":[6],"stock":[7,48,57,63,120,132,171,198,216,233],"price":[8,49,64,133,172,199],"predictions":[9],"typically":[10,33],"rely":[11],"on":[12,231],"historical":[13],"transaction":[14,121,234],"data,":[15],"other":[16],"factors,":[17],"such":[18],"as":[19,35,44,51],"news":[20,67],"sentiment,":[21,32],"also":[22],"play":[23],"an":[24,45,88],"indirect":[25],"role":[26],"in":[27,47,62,212],"influencing":[28],"these":[29],"changes.":[30],"News":[31],"expressed":[34],"a":[36,143],"qualitative":[37],"sentiment":[38,74,95,106,126,190],"label,":[39],"cannot":[40],"be":[41],"directly":[42],"used":[43,129],"indicator":[46],"analysis,":[50],"it":[52],"differs":[53],"from":[54,73],"the":[55,70,109,146,151,167,187,194,202,232],"quantitative":[56],"transaction.":[58],"The":[59,100,119,156,182,207],"vital":[60],"issue":[61],"forecasting":[65,134,173,200],"using":[66,108,135,201],"data":[68],"is":[69,142,163],"quantification":[71],"process":[72],"label":[75],"to":[76,86,116,130,165],"score.":[77],"This":[78],"research":[79],"proposed":[80,164],"generative":[81],"Aspect-Based":[82],"Sentiment":[83,113],"Analysis":[84],"(ABSA)":[85],"produce":[87],"aspect-sentiment":[89,101],"quadruplet:":[90],"aspect":[91,93],"category,":[92],"term,":[94],"polarity,":[96],"and":[97,111,123,179,226],"opinion":[98],"term.":[99],"quadruplet":[102],"produces":[103],"daily":[104,124,188],"ABSA":[105,125,189],"scores":[107],"Loughran":[110],"McDonald":[112],"Lexicon":[114],"(LMSL)":[115],"handle":[117],"out-of-vocabulary.":[118],"history":[122],"score":[127,191],"unify":[131],"permuted":[136],"Temporal":[137,203],"Kolmogorov-Arnold":[138,204],"Network":[139,205],"(pTKAN),":[140],"which":[141,221],"rearrangement":[144],"of":[145,153,169,196,214],"position":[147],"dimension":[148],"for":[149],"isolating":[150],"sequence":[152],"time":[154],"series.":[155],"Movement-Weighted":[157],"Regression":[158],"Error":[159],"(MWRE)":[160],"evaluation":[161],"method":[162],"measure":[166],"performance":[168,195],"unified":[170,197],"with":[174],"representation":[175],"movement":[176],"direction":[177],"error":[178],"regression":[180],"error.":[181],"experimental":[183],"results":[184],"show":[185],"that":[186],"positively":[192],"influences":[193],"(TKAN).":[206],"pTKAN":[208],"architecture":[209],"best":[210],"performed":[211],"25":[213],"27":[215],"issuers":[217],"among":[218],"19":[219],"architectures,":[220],"includes":[222],"traditional-,":[223],"machine":[224],"learning-,":[225],"deep":[227],"learning-based":[228],"architectures":[229],"tested":[230],"dataset.":[235]},"counts_by_year":[{"year":2026,"cited_by_count":5},{"year":2025,"cited_by_count":10},{"year":2024,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}