{"id":"https://openalex.org/W2131141229","doi":"https://doi.org/10.1109/cec.2006.1688615","title":"An Evolutionary Morphological Approach for Financial Time Series Forecasting","display_name":"An Evolutionary Morphological Approach for Financial Time Series Forecasting","publication_year":2006,"publication_date":"2006-09-22","ids":{"openalex":"https://openalex.org/W2131141229","doi":"https://doi.org/10.1109/cec.2006.1688615","mag":"2131141229"},"language":"en","primary_location":{"id":"doi:10.1109/cec.2006.1688615","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec.2006.1688615","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2006 IEEE International Conference 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/A5010756335","display_name":"Ricardo de A. Ara\u00fajo","orcid":"https://orcid.org/0000-0001-6175-4250"},"institutions":[{"id":"https://openalex.org/I221977067","display_name":"Universidade Cat\u00f3lica de Pernambuco","ror":"https://ror.org/02ktfmz27","country_code":"BR","type":"education","lineage":["https://openalex.org/I221977067"]}],"countries":["BR"],"is_corresponding":true,"raw_author_name":"R. de A. Araujo","raw_affiliation_strings":["Statistics and Computer Science Department, Catholic University of Pernambuco, Recife, Pernambuco, Brazil","Statistics and Computer Science Department, Catholic University of Pernambuco, Rua do Pr\u00edncipe, 526, Boa Vista, Recife-PE, 50050-900, Brazil, phone: +55 81 2119-4006, E-mail: randrade@dei.unicap.br"],"affiliations":[{"raw_affiliation_string":"Statistics and Computer Science Department, Catholic University of Pernambuco, Recife, Pernambuco, Brazil","institution_ids":["https://openalex.org/I221977067"]},{"raw_affiliation_string":"Statistics and Computer Science Department, Catholic University of Pernambuco, Rua do Pr\u00edncipe, 526, Boa Vista, Recife-PE, 50050-900, Brazil, phone: +55 81 2119-4006, E-mail: randrade@dei.unicap.br","institution_ids":["https://openalex.org/I221977067"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5082295021","display_name":"Francisco Madeiro","orcid":"https://orcid.org/0000-0002-6123-0390"},"institutions":[{"id":"https://openalex.org/I221977067","display_name":"Universidade Cat\u00f3lica de Pernambuco","ror":"https://ror.org/02ktfmz27","country_code":"BR","type":"education","lineage":["https://openalex.org/I221977067"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"F. Madeiro","raw_affiliation_strings":["Statistics and Computer Science Department, Catholic University of Pernambuco, Recife, Pernambuco, Brazil","Catholic Univ. of Pernambuco, Boa Vista"],"affiliations":[{"raw_affiliation_string":"Statistics and Computer Science Department, Catholic University of Pernambuco, Recife, Pernambuco, Brazil","institution_ids":["https://openalex.org/I221977067"]},{"raw_affiliation_string":"Catholic Univ. of Pernambuco, Boa Vista","institution_ids":["https://openalex.org/I221977067"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5023693922","display_name":"Robson Pequeno de Sousa","orcid":"https://orcid.org/0000-0001-8447-0699"},"institutions":[{"id":"https://openalex.org/I221977067","display_name":"Universidade Cat\u00f3lica de Pernambuco","ror":"https://ror.org/02ktfmz27","country_code":"BR","type":"education","lineage":["https://openalex.org/I221977067"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"R.P. de Sousa","raw_affiliation_strings":["Statistics and Computer Science Department, Catholic University of Pernambuco, Recife, Pernambuco, Brazil","Catholic Univ. of Pernambuco, Boa Vista"],"affiliations":[{"raw_affiliation_string":"Statistics and Computer Science Department, Catholic University of Pernambuco, Recife, Pernambuco, Brazil","institution_ids":["https://openalex.org/I221977067"]},{"raw_affiliation_string":"Catholic Univ. of Pernambuco, Boa Vista","institution_ids":["https://openalex.org/I221977067"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5020678726","display_name":"L.F.C. Pessoa","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"L.F.C. Pessoa","raw_affiliation_strings":["Freescale Semiconductor, Inc., Austin, TX, USA","[Freescale Semiconductor, Inc., Austin, TX, USA]"],"affiliations":[{"raw_affiliation_string":"Freescale Semiconductor, Inc., Austin, TX, USA","institution_ids":[]},{"raw_affiliation_string":"[Freescale Semiconductor, Inc., Austin, TX, USA]","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5035227367","display_name":"Tiago A. E. Ferreira","orcid":"https://orcid.org/0000-0002-2131-9825"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"T.A.E. Ferreira","raw_affiliation_strings":["Germany","[Germany]"],"affiliations":[{"raw_affiliation_string":"Germany","institution_ids":[]},{"raw_affiliation_string":"[Germany]","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5010756335"],"corresponding_institution_ids":["https://openalex.org/I221977067"],"apc_list":null,"apc_paid":null,"fwci":9.0364,"has_fulltext":false,"cited_by_count":42,"citation_normalized_percentile":{"value":0.97773169,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"2467","last_page":"2474"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.9923999905586243,"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":0.9923999905586243,"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":0.9887999892234802,"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":0.9632999897003174,"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/computer-science","display_name":"Computer science","score":0.6672126650810242},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.6576758623123169},{"id":"https://openalex.org/keywords/modular-design","display_name":"Modular design","score":0.6406595706939697},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.5921705961227417},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.5555739402770996},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"Genetic algorithm","score":0.5442826747894287},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.5408623218536377},{"id":"https://openalex.org/keywords/evolutionary-algorithm","display_name":"Evolutionary algorithm","score":0.4827496409416199},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.45577549934387207},{"id":"https://openalex.org/keywords/invariant","display_name":"Invariant (physics)","score":0.4176979959011078},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.38355541229248047},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3166971206665039},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.18573647737503052}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6672126650810242},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6576758623123169},{"id":"https://openalex.org/C101468663","wikidata":"https://www.wikidata.org/wiki/Q1620158","display_name":"Modular design","level":2,"score":0.6406595706939697},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5921705961227417},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.5555739402770996},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.5442826747894287},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5408623218536377},{"id":"https://openalex.org/C159149176","wikidata":"https://www.wikidata.org/wiki/Q14489129","display_name":"Evolutionary algorithm","level":2,"score":0.4827496409416199},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.45577549934387207},{"id":"https://openalex.org/C190470478","wikidata":"https://www.wikidata.org/wiki/Q2370229","display_name":"Invariant (physics)","level":2,"score":0.4176979959011078},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.38355541229248047},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3166971206665039},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.18573647737503052},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C37914503","wikidata":"https://www.wikidata.org/wiki/Q156495","display_name":"Mathematical physics","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","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/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cec.2006.1688615","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec.2006.1688615","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2006 IEEE International Conference 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/W47965701","https://openalex.org/W642509312","https://openalex.org/W965643862","https://openalex.org/W1515727070","https://openalex.org/W1549386224","https://openalex.org/W1586335931","https://openalex.org/W1590006905","https://openalex.org/W1593939129","https://openalex.org/W2047175362","https://openalex.org/W2073265346","https://openalex.org/W2107031175","https://openalex.org/W2108604074","https://openalex.org/W2122776051","https://openalex.org/W2144833703","https://openalex.org/W2153720810","https://openalex.org/W2163910600","https://openalex.org/W3176826459","https://openalex.org/W4299506275","https://openalex.org/W6621052251"],"related_works":["https://openalex.org/W2378076731","https://openalex.org/W4286888643","https://openalex.org/W3210795196","https://openalex.org/W2088988140","https://openalex.org/W3171015545","https://openalex.org/W2103019253","https://openalex.org/W2951529875","https://openalex.org/W2391453316","https://openalex.org/W4396648495","https://openalex.org/W2297768894"],"abstract_inverted_index":{"This":[0],"paper":[1],"presents":[2],"an":[3,19,33],"evolutionary":[4,21],"morphological":[5,27],"approach":[6],"for":[7,12,54,106],"designing":[8],"translation":[9],"invariant":[10],"operators":[11,41],"time":[13,59,64,93,108],"series":[14,94,109],"forecasting.":[15,110],"It":[16],"consists":[17],"of":[18,24,45,58,74,76,103],"intelligent":[20],"model":[22],"composed":[23],"a":[25],"modular":[26],"neural":[28],"network":[29],"(MMNN)":[30],"trained":[31],"via":[32],"improved":[34],"genetic":[35,40,47],"algorithm":[36],"(IGA)":[37],"having":[38],"optimal":[39],"to":[42,61],"accelerate":[43],"convergence":[44],"the":[46,55,63,69,77,85],"algorithm.":[48],"The":[49],"proposed":[50,86],"design":[51],"strategy":[52],"searches":[53],"minimum":[56],"number":[57,73],"lags":[60],"represent":[62],"series,":[65],"as":[66,68],"well":[67],"weights,":[70],"architecture":[71],"and":[72,95],"modules":[75],"MMNN.":[78],"An":[79],"experimental":[80],"analysis":[81],"is":[82],"conducted":[83],"with":[84],"method":[87],"using":[88],"six":[89],"real":[90],"world":[91],"financial":[92,107],"five":[96],"well-known":[97],"performance":[98,102],"measurements,":[99],"demonstrating":[100],"good":[101],"MMNN":[104],"systems":[105]},"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}