{"id":"https://openalex.org/W1578778972","doi":"https://doi.org/10.1109/cec.2005.1554951","title":"Maximizing Winning Trades using a Rough Set based Other-Product (RSPOP) Fuzzy Neural Network Intelligent Stock Trading System","display_name":"Maximizing Winning Trades using a Rough Set based Other-Product (RSPOP) Fuzzy Neural Network Intelligent Stock Trading System","publication_year":2005,"publication_date":"2005-12-13","ids":{"openalex":"https://openalex.org/W1578778972","doi":"https://doi.org/10.1109/cec.2005.1554951","mag":"1578778972"},"language":"en","primary_location":{"id":"doi:10.1109/cec.2005.1554951","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec.2005.1554951","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2005 IEEE Congress on Evolutionary Computation","raw_type":"proceedings-article"},"type":"article","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/A5004167801","display_name":"Ah\u2010Hwee Tan","orcid":"https://orcid.org/0000-0003-0378-4069"},"institutions":[{"id":"https://openalex.org/I172675005","display_name":"Nanyang Technological University","ror":"https://ror.org/02e7b5302","country_code":"SG","type":"education","lineage":["https://openalex.org/I172675005"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"A. Tan","raw_affiliation_strings":["Centre of Computational Intelligence, formerly known as the Intelligent Systems Laboratory, School of Computer Engineering, Nanyang Technological University, Singapore","Centre of Comput. Intelligence, Nanyang Technol. Univ., Singapore"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre of Computational Intelligence, formerly known as the Intelligent Systems Laboratory, School of Computer Engineering, Nanyang Technological University, Singapore","institution_ids":["https://openalex.org/I172675005"]},{"raw_affiliation_string":"Centre of Comput. Intelligence, Nanyang Technol. Univ., Singapore","institution_ids":["https://openalex.org/I172675005"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5063229067","display_name":"Chai Quek","orcid":"https://orcid.org/0000-0002-7313-4339"},"institutions":[{"id":"https://openalex.org/I172675005","display_name":"Nanyang Technological University","ror":"https://ror.org/02e7b5302","country_code":"SG","type":"education","lineage":["https://openalex.org/I172675005"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"C. Quek","raw_affiliation_strings":["Centre of Computational Intelligence, formerly known as the Intelligent Systems Laboratory, School of Computer Engineering, Nanyang Technological University, Singapore","Centre of Comput. Intelligence, Nanyang Technol. Univ., Singapore"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre of Computational Intelligence, formerly known as the Intelligent Systems Laboratory, School of Computer Engineering, Nanyang Technological University, Singapore","institution_ids":["https://openalex.org/I172675005"]},{"raw_affiliation_string":"Centre of Comput. Intelligence, Nanyang Technol. Univ., Singapore","institution_ids":["https://openalex.org/I172675005"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I172675005"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.10906508,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"3","issue":null,"first_page":"2076","last_page":"2083"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9994999766349792,"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":0.9994999766349792,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9926999807357788,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9901000261306763,"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/trading-strategy","display_name":"Trading strategy","score":0.6652606129646301},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.6407504081726074},{"id":"https://openalex.org/keywords/stock-trading","display_name":"Stock trading","score":0.5777419805526733},{"id":"https://openalex.org/keywords/alternative-trading-system","display_name":"Alternative trading system","score":0.56037437915802},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.547010600566864},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5258349180221558},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.4938586354255676},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.4837532043457031},{"id":"https://openalex.org/keywords/pairs-trade","display_name":"Pairs trade","score":0.47634413838386536},{"id":"https://openalex.org/keywords/open-outcry","display_name":"Open outcry","score":0.423128604888916},{"id":"https://openalex.org/keywords/moving-average","display_name":"Moving average","score":0.41765090823173523},{"id":"https://openalex.org/keywords/rough-set","display_name":"Rough set","score":0.41553056240081787},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.34453949332237244},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.34188759326934814},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.296104371547699},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.28371262550354004},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.19968312978744507},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.09728807210922241}],"concepts":[{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.6652606129646301},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.6407504081726074},{"id":"https://openalex.org/C2989233474","wikidata":"https://www.wikidata.org/wiki/Q7831917","display_name":"Stock trading","level":4,"score":0.5777419805526733},{"id":"https://openalex.org/C172428447","wikidata":"https://www.wikidata.org/wiki/Q438711","display_name":"Alternative trading system","level":3,"score":0.56037437915802},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.547010600566864},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5258349180221558},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.4938586354255676},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.4837532043457031},{"id":"https://openalex.org/C158876240","wikidata":"https://www.wikidata.org/wiki/Q17105131","display_name":"Pairs trade","level":4,"score":0.47634413838386536},{"id":"https://openalex.org/C39570901","wikidata":"https://www.wikidata.org/wiki/Q1936122","display_name":"Open outcry","level":4,"score":0.423128604888916},{"id":"https://openalex.org/C175706884","wikidata":"https://www.wikidata.org/wiki/Q1130194","display_name":"Moving average","level":2,"score":0.41765090823173523},{"id":"https://openalex.org/C111012933","wikidata":"https://www.wikidata.org/wiki/Q3137210","display_name":"Rough set","level":2,"score":0.41553056240081787},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.34453949332237244},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.34188759326934814},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.296104371547699},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.28371262550354004},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.19968312978744507},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.09728807210922241},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"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/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","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}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cec.2005.1554951","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec.2005.1554951","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2005 IEEE Congress on Evolutionary Computation","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":19,"referenced_works":["https://openalex.org/W1481230657","https://openalex.org/W1515719066","https://openalex.org/W1598997493","https://openalex.org/W2015393497","https://openalex.org/W2035545706","https://openalex.org/W2062100414","https://openalex.org/W2101544483","https://openalex.org/W2110450942","https://openalex.org/W2112549957","https://openalex.org/W2116841002","https://openalex.org/W2120224355","https://openalex.org/W2131054889","https://openalex.org/W2158663270","https://openalex.org/W2169015875","https://openalex.org/W2798058877","https://openalex.org/W3122961394","https://openalex.org/W3125462345","https://openalex.org/W4237889314","https://openalex.org/W4251995171"],"related_works":["https://openalex.org/W2248263857","https://openalex.org/W3140154143","https://openalex.org/W1990255601","https://openalex.org/W4311922785","https://openalex.org/W2144176215","https://openalex.org/W2347562697","https://openalex.org/W2503282159","https://openalex.org/W1862198511","https://openalex.org/W2271367916","https://openalex.org/W2039820836"],"abstract_inverted_index":{"Trading":[0],"systems":[1],"have":[2],"been":[3],"relying":[4],"more":[5,7,88],"and":[6,49],"on":[8,45,110],"the":[9,17,60,75,105,111],"use":[10],"of":[11,19,77,91,98,100],"novel":[12,23],"computational":[13],"intelligence":[14],"techniques":[15],"in":[16,31],"formulation":[18],"trading":[20,27,35,56,63,81,107,114],"decisions.":[21],"A":[22],"RSPOP":[24],"intelligent":[25],"stock":[26,47],"system":[28,36,82,108],"is":[29,37,50,72,83],"proposed":[30],"this":[32],"paper.":[33],"This":[34,65],"demonstrated":[38,84,103],"empirically":[39,85],"to":[40,52,67,86,95],"achieve":[41,87],"significantly":[42],"superior":[43],"returns":[44],"live":[46],"data,":[48],"able":[51],"filter":[53,68],"out":[54,69],"erroneous":[55,70],"signals":[57,71],"generated":[58],"by":[59,74,104],"moving":[61,112],"average":[62,97,113],"rule.":[64,115],"ability":[66],"measured":[73],"percentage":[76],"winning":[78,92,101],"trades.":[79],"The":[80],"than":[89],"92%":[90],"trades":[93,102],"compared":[94],"an":[96],"70%":[99],"conventional":[106],"based":[109]},"counts_by_year":[],"updated_date":"2026-06-26T08:34:08.712188","created_date":"2025-10-10T00:00:00"}