{"id":"https://openalex.org/W4413277756","doi":"https://doi.org/10.1109/access.2025.3599677","title":"An In-Depth Investigation of Genetic Programming Under Physical Time and Directional Change Frameworks for Algorithmic Trading","display_name":"An In-Depth Investigation of Genetic Programming Under Physical Time and Directional Change Frameworks for Algorithmic Trading","publication_year":2025,"publication_date":"2025-01-01","ids":{"openalex":"https://openalex.org/W4413277756","doi":"https://doi.org/10.1109/access.2025.3599677"},"language":"en","primary_location":{"id":"doi:10.1109/access.2025.3599677","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2025.3599677","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.2025.3599677","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5066015286","display_name":"Xinpeng Long","orcid":"https://orcid.org/0000-0002-7506-8371"},"institutions":[{"id":"https://openalex.org/I110002522","display_name":"University of Essex","ror":"https://ror.org/02nkf1q06","country_code":"GB","type":"education","lineage":["https://openalex.org/I110002522"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Xinpeng Long","raw_affiliation_strings":["School of Computer Science and Electronic Engineering, University of Essex, Colchester, U.K","School of Computer Science and Electronic Engineering, University of Essex, Colchester, Essex, UK"],"raw_orcid":"https://orcid.org/0000-0002-7506-8371","affiliations":[{"raw_affiliation_string":"School of Computer Science and Electronic Engineering, University of Essex, Colchester, U.K","institution_ids":["https://openalex.org/I110002522"]},{"raw_affiliation_string":"School of Computer Science and Electronic Engineering, University of Essex, Colchester, Essex, UK","institution_ids":["https://openalex.org/I110002522"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5087235995","display_name":"Michael Kampouridis","orcid":"https://orcid.org/0000-0003-0047-7565"},"institutions":[{"id":"https://openalex.org/I110002522","display_name":"University of Essex","ror":"https://ror.org/02nkf1q06","country_code":"GB","type":"education","lineage":["https://openalex.org/I110002522"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Michael Kampouridis","raw_affiliation_strings":["School of Computer Science and Electronic Engineering, University of Essex, Colchester, U.K","School of Computer Science and Electronic Engineering, University of Essex, Colchester, Essex, UK"],"raw_orcid":"https://orcid.org/0000-0003-0047-7565","affiliations":[{"raw_affiliation_string":"School of Computer Science and Electronic Engineering, University of Essex, Colchester, U.K","institution_ids":["https://openalex.org/I110002522"]},{"raw_affiliation_string":"School of Computer Science and Electronic Engineering, University of Essex, Colchester, Essex, UK","institution_ids":["https://openalex.org/I110002522"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5045553465","display_name":"Panagiotis Kanellopoulos","orcid":"https://orcid.org/0000-0002-8093-1379"},"institutions":[{"id":"https://openalex.org/I110002522","display_name":"University of Essex","ror":"https://ror.org/02nkf1q06","country_code":"GB","type":"education","lineage":["https://openalex.org/I110002522"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Panagiotis Kanellopoulos","raw_affiliation_strings":["School of Computer Science and Electronic Engineering, University of Essex, Colchester, U.K","School of Computer Science and Electronic Engineering, University of Essex, Colchester, Essex, UK"],"raw_orcid":"https://orcid.org/0000-0002-8093-1379","affiliations":[{"raw_affiliation_string":"School of Computer Science and Electronic Engineering, University of Essex, Colchester, U.K","institution_ids":["https://openalex.org/I110002522"]},{"raw_affiliation_string":"School of Computer Science and Electronic Engineering, University of Essex, Colchester, Essex, UK","institution_ids":["https://openalex.org/I110002522"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I110002522"],"apc_list":{"value":1850,"currency":"USD","value_usd":1850},"apc_paid":{"value":1850,"currency":"USD","value_usd":1850},"fwci":2.6085,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.90859751,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":97,"max":98},"biblio":{"volume":"13","issue":null,"first_page":"151001","last_page":"151015"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11975","display_name":"Evolutionary Algorithms and Applications","score":0.9966999888420105,"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/T11975","display_name":"Evolutionary Algorithms and Applications","score":0.9966999888420105,"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/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.993399977684021,"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/T10462","display_name":"Reinforcement Learning in Robotics","score":0.949999988079071,"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":0.6725869178771973},{"id":"https://openalex.org/keywords/genetic-programming","display_name":"Genetic programming","score":0.6672734618186951},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"Genetic algorithm","score":0.46711266040802},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2038249373435974},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.1297483742237091}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6725869178771973},{"id":"https://openalex.org/C110332635","wikidata":"https://www.wikidata.org/wiki/Q629498","display_name":"Genetic programming","level":2,"score":0.6672734618186951},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.46711266040802},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2038249373435974},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.1297483742237091}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1109/access.2025.3599677","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2025.3599677","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:repository.essex.ac.uk:41437","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ACCESS.2025.3599677","pdf_url":null,"source":{"id":"https://openalex.org/S4306401236","display_name":"Open Access at Essex (University of Essex)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I110002522","host_organization_name":"University of Essex","host_organization_lineage":["https://openalex.org/I110002522"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"Article"},{"id":"pmh:oai:doaj.org/article:72a023b3ce524bd89975d5cbfa144670","is_oa":true,"landing_page_url":"https://doaj.org/article/72a023b3ce524bd89975d5cbfa144670","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 13, Pp 151001-151015 (2025)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1109/access.2025.3599677","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2025.3599677","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":29,"referenced_works":["https://openalex.org/W1969306056","https://openalex.org/W2040492000","https://openalex.org/W2082409823","https://openalex.org/W2133336882","https://openalex.org/W2148734070","https://openalex.org/W2158408140","https://openalex.org/W2164092355","https://openalex.org/W2227929282","https://openalex.org/W2284803916","https://openalex.org/W2417272239","https://openalex.org/W2588955924","https://openalex.org/W2593299225","https://openalex.org/W2762679783","https://openalex.org/W2767517183","https://openalex.org/W2956307327","https://openalex.org/W2967131053","https://openalex.org/W3007346690","https://openalex.org/W3023384820","https://openalex.org/W3127150246","https://openalex.org/W3195402399","https://openalex.org/W4280516791","https://openalex.org/W4291418355","https://openalex.org/W4292064363","https://openalex.org/W4294811505","https://openalex.org/W4306354522","https://openalex.org/W4306962664","https://openalex.org/W4308381112","https://openalex.org/W4387005285","https://openalex.org/W4391216288"],"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/W4396696052"],"abstract_inverted_index":{"The":[0],"majority":[1],"of":[2,25,92,114,132,193],"algorithmic":[3,179],"trading":[4,83,94,116,145,180,204],"studies":[5],"rely":[6],"on":[7,57],"datasets":[8,37,98],"with":[9,75,147],"fixed":[10],"physical":[11,39,170],"time":[12,40,171],"intervals,":[13],"such":[14],"as":[15,67,126,128,186],"hourly":[16],"or":[17],"daily":[18],"data,":[19],"resulting":[20],"in":[21,96,178,203],"a":[22,119],"discontinuous":[23],"representation":[24],"time.":[26],"Directional":[27],"Changes":[28],"(DC)":[29],"is":[30,183],"an":[31,189],"alternative":[32],"method,":[33],"which":[34,62,71],"transforms":[35],"these":[36,115],"from":[38,78,99],"(PT)":[41],"intervals":[42],"into":[43],"event-driven":[44],"sequences,":[45],"allowing":[46],"for":[47,104],"unique":[48],"price":[49],"analysis.":[50],"We":[51,85,110,158],"introduce":[52],"two":[53],"novel":[54],"algorithms":[55,117],"based":[56],"Genetic":[58],"Programming":[59],"(GP):":[60],"GP-DC,":[61],"only":[63],"uses":[64],"DC-based":[65,73,93,140],"indicators":[66,74,77,172],"features,":[68],"and":[69,90,150,152,169,182,210],"GP-DC-PT,":[70],"combines":[72],"physical-time":[76],"technical":[79,122],"analysis":[80,123],"to":[81,107,175],"create":[82],"strategies.":[84],"extensively":[86],"evaluate":[87],"the":[88,112,129,138,155,162],"return":[89,192,209],"risk":[91,211],"strategies":[95,146,205],"220":[97],"10":[100,108],"international":[101],"financial":[102],"markets":[103],"periods":[105],"up":[106],"years.":[109],"compare":[111],"performance":[113,181],"against":[118],"non-DC-based":[120],"GP,":[121],"derived":[124],"strategies,":[125],"well":[127],"well-known":[130],"benchmark":[131],"buy-and-hold.":[133],"Our":[134],"results":[135],"demonstrate":[136],"that":[137,161,165,199],"proposed":[139],"algorithm":[141],"GP-DC":[142],"creates":[143],"profitable":[144],"low":[148],"risk,":[149],"statistically":[151],"significantly":[153,206],"outperforms":[154],"other":[156],"benchmarks.":[157],"also":[159],"find":[160],"feature":[163],"set":[164],"includes":[166],"both":[167],"DC":[168],"(GP-DC-PT)":[173],"leads":[174],"further":[176],"improvements":[177],"very":[184],"competitive,":[185],"it":[187],"achieves":[188],"average":[190],"total":[191],"over":[194],"18%.":[195],"These":[196],"findings":[197],"suggest":[198],"including":[200],"directional":[201],"changes":[202],"enhances":[207],"their":[208],"performance.":[212]},"counts_by_year":[{"year":2026,"cited_by_count":2}],"updated_date":"2026-07-15T18:14:33.161393","created_date":"2025-10-10T00:00:00"}
