{"id":"https://openalex.org/W2218779122","doi":"https://doi.org/10.1109/besc.2015.7365968","title":"A survival analysis method for stock market prediction","display_name":"A survival analysis method for stock market prediction","publication_year":2015,"publication_date":"2015-10-01","ids":{"openalex":"https://openalex.org/W2218779122","doi":"https://doi.org/10.1109/besc.2015.7365968","mag":"2218779122"},"language":"en","primary_location":{"id":"doi:10.1109/besc.2015.7365968","is_oa":false,"landing_page_url":"https://doi.org/10.1109/besc.2015.7365968","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2015 International Conference on Behavioral, Economic and Socio-cultural Computing (BESC)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5110293092","display_name":"Guangliang Gao","orcid":null},"institutions":[{"id":"https://openalex.org/I36399199","display_name":"Nanjing University of Science and Technology","ror":"https://ror.org/00xp9wg62","country_code":"CN","type":"education","lineage":["https://openalex.org/I36399199"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Guangliang Gao","raw_affiliation_strings":["School of Computer Science and Engineering, Nanjing University of Science and Technology, Nanjing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computer Science and Engineering, Nanjing University of Science and Technology, Nanjing, China","institution_ids":["https://openalex.org/I36399199"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5038173672","display_name":"Zhan Bu","orcid":"https://orcid.org/0000-0002-7582-8203"},"institutions":[{"id":"https://openalex.org/I137056471","display_name":"Nanjing University of Finance and Economics","ror":"https://ror.org/031y8am81","country_code":"CN","type":"education","lineage":["https://openalex.org/I137056471"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhan Bu","raw_affiliation_strings":["Jiangsu Provincial Key Lab. of E-Business, Nanjing University of Finance and Economics, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Jiangsu Provincial Key Lab. of E-Business, Nanjing University of Finance and Economics, China","institution_ids":["https://openalex.org/I137056471"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5090099496","display_name":"Lingbo Liu","orcid":"https://orcid.org/0000-0002-9876-8506"},"institutions":[{"id":"https://openalex.org/I137056471","display_name":"Nanjing University of Finance and Economics","ror":"https://ror.org/031y8am81","country_code":"CN","type":"education","lineage":["https://openalex.org/I137056471"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Lingbo Liu","raw_affiliation_strings":["Jiangsu Provincial Key Lab. of E-Business, Nanjing University of Finance and Economics, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Jiangsu Provincial Key Lab. of E-Business, Nanjing University of Finance and Economics, China","institution_ids":["https://openalex.org/I137056471"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5060815634","display_name":"Jie Cao","orcid":"https://orcid.org/0000-0002-9942-3243"},"institutions":[{"id":"https://openalex.org/I137056471","display_name":"Nanjing University of Finance and Economics","ror":"https://ror.org/031y8am81","country_code":"CN","type":"education","lineage":["https://openalex.org/I137056471"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jie Cao","raw_affiliation_strings":["Jiangsu Provincial Key Lab. of E-Business, Nanjing University of Finance and Economics, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Jiangsu Provincial Key Lab. of E-Business, Nanjing University of Finance and Economics, China","institution_ids":["https://openalex.org/I137056471"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100905552","display_name":"Zhiang Wu","orcid":null},"institutions":[{"id":"https://openalex.org/I137056471","display_name":"Nanjing University of Finance and Economics","ror":"https://ror.org/031y8am81","country_code":"CN","type":"education","lineage":["https://openalex.org/I137056471"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhiang Wu","raw_affiliation_strings":["Jiangsu Provincial Key Lab. of E-Business, Nanjing University of Finance and Economics, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Jiangsu Provincial Key Lab. of E-Business, Nanjing University of Finance and Economics, China","institution_ids":["https://openalex.org/I137056471"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":11,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":"13","issue":null,"first_page":"116","last_page":"122"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998000264167786,"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":0.9998000264167786,"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":0.9973999857902527,"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"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9851999878883362,"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/stock-market","display_name":"Stock market","score":0.6701136827468872},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6145593523979187},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.6112409830093384},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.5115669369697571},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5000967979431152},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.4157297611236572},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.34194207191467285},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.17415225505828857},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.10553184151649475}],"concepts":[{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.6701136827468872},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6145593523979187},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6112409830093384},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.5115669369697571},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5000967979431152},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.4157297611236572},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.34194207191467285},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.17415225505828857},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.10553184151649475},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","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/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}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/besc.2015.7365968","is_oa":false,"landing_page_url":"https://doi.org/10.1109/besc.2015.7365968","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2015 International Conference on Behavioral, Economic and Socio-cultural Computing (BESC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","score":0.4399999976158142,"display_name":"Partnerships for the goals"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W746481651","https://openalex.org/W1580788756","https://openalex.org/W1886894250","https://openalex.org/W1978463863","https://openalex.org/W1978587881","https://openalex.org/W1994496890","https://openalex.org/W2004463884","https://openalex.org/W2008489336","https://openalex.org/W2013885224","https://openalex.org/W2080210651","https://openalex.org/W2084727187","https://openalex.org/W2094304287","https://openalex.org/W2108591703","https://openalex.org/W2110374348","https://openalex.org/W2119259871","https://openalex.org/W2121224351","https://openalex.org/W2132304432","https://openalex.org/W2137983211","https://openalex.org/W2149159862","https://openalex.org/W2163383924","https://openalex.org/W2172073485","https://openalex.org/W3124979809","https://openalex.org/W3125696988","https://openalex.org/W3146803896","https://openalex.org/W3147894994","https://openalex.org/W4292671038","https://openalex.org/W6660794422","https://openalex.org/W6684272082"],"related_works":["https://openalex.org/W2291973775","https://openalex.org/W2172176281","https://openalex.org/W2326995271","https://openalex.org/W2588804347","https://openalex.org/W4389272353","https://openalex.org/W2946797133","https://openalex.org/W4387424497","https://openalex.org/W3131911346","https://openalex.org/W2753588648","https://openalex.org/W2370669686"],"abstract_inverted_index":{"Stock":[0,152],"market":[1,24,145],"prediction":[2,25,106],"focus":[3],"on":[4,147],"developing":[5],"approaches":[6],"to":[7,27,44,71,109,115,124,163],"determine":[8,28],"the":[9,29,32,45,67,83,89,100,113,117,120,135,139,143,158,172,179,183],"future":[10,75],"price":[11],"of":[12,22,36,85,102,129,169],"a":[13,73],"stock":[14,23,121,144,173],"or":[15,34,77],"other":[16],"financial":[17],"product.":[18],"The":[19,93,154],"key":[20],"task":[21],"is":[26,40,97,161],"timing":[30],"for":[31,104,142],"buying":[33],"selling":[35],"stock,":[37],"undoubtedly,":[38],"it":[39],"very":[41],"difficult":[42],"due":[43,108],"high":[46],"volatility":[47],"and":[48,123,171],"nonlinear":[49],"relationships":[50],"driven":[51],"by":[52,65,182],"short-term":[53],"fluctuations":[54],"in":[55,119,150,167],"investment":[56],"demand.":[57],"In":[58,134],"this":[59,63,105],"work,":[60],"we":[61,81,137],"address":[62],"problem":[64,84,107],"adopting":[66],"Cox's":[68,94],"hazard":[69,95],"model":[70,96,101,116,141,160,185],"predict":[72],"stock's":[74],"rising":[76],"dropping":[78],"probabilities.":[79],"Specifically,":[80],"define":[82],"Buy-and-Sell-Point":[86],"Prediction":[87],"from":[88],"survival":[90],"analysis":[91],"perspective.":[92],"proposed":[98,159,184],"as":[99,132],"choice":[103],"several":[110,164],"reasons":[111],"including":[112],"ability":[114],"dynamics":[118],"movement,":[122],"easily":[125],"incorporate":[126],"different":[127],"types":[128],"technical":[130],"indexes":[131],"covariates.":[133],"experiment,":[136],"apply":[138],"trained":[140],"forecasting":[146],"six":[148],"stocks":[149],"Shanghai":[151],"Exchange.":[153],"results":[155],"show":[156],"that":[157,178],"superior":[162],"baseline":[165],"models":[166],"terms":[168],"accuracy,":[170],"return":[174],"evaluations":[175],"have":[176],"revealed":[177],"profits":[180],"produced":[181],"are":[186],"higher.":[187]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1}],"updated_date":"2026-07-19T07:52:34.831488","created_date":"2025-10-10T00:00:00"}