{"id":"https://openalex.org/W2143236646","doi":"https://doi.org/10.1109/cec.2007.4424551","title":"Repository method to suit different investment strategies","display_name":"Repository method to suit different investment strategies","publication_year":2007,"publication_date":"2007-09-01","ids":{"openalex":"https://openalex.org/W2143236646","doi":"https://doi.org/10.1109/cec.2007.4424551","mag":"2143236646"},"language":"en","primary_location":{"id":"doi:10.1109/cec.2007.4424551","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec.2007.4424551","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2007 IEEE Congress on Evolutionary Computation","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/A5111916066","display_name":"Alma Lilia Garc\u00eda-Almanza","orcid":null},"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":"Alma Lilia Garcia-Almanza","raw_affiliation_strings":["Department of Computer Science, University of Essex, Colchester, UK","Univ.of Essex, Colchester"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science, University of Essex, Colchester, UK","institution_ids":["https://openalex.org/I110002522"]},{"raw_affiliation_string":"Univ.of Essex, Colchester","institution_ids":["https://openalex.org/I110002522"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5089959591","display_name":"Edward Tsang","orcid":"https://orcid.org/0000-0002-8380-3209"},"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":"Edward P.K. Tsang","raw_affiliation_strings":["Department of Computer Science, University of Essex, Colchester, UK","Univ.of Essex, Colchester"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science, University of Essex, Colchester, UK","institution_ids":["https://openalex.org/I110002522"]},{"raw_affiliation_string":"Univ.of Essex, Colchester","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":null,"apc_paid":null,"fwci":1.8866,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":{"value":0.8735012,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"50","issue":null,"first_page":"790","last_page":"797"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9995999932289124,"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":0.9995999932289124,"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":0.9922000169754028,"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/T11975","display_name":"Evolutionary Algorithms and Applications","score":0.9843999743461609,"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/stock","display_name":"Stock (firearms)","score":0.5689252614974976},{"id":"https://openalex.org/keywords/range","display_name":"Range (aeronautics)","score":0.4971967041492462},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.4949192404747009},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.49197956919670105},{"id":"https://openalex.org/keywords/evolutionary-algorithm","display_name":"Evolutionary algorithm","score":0.4776812195777893},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.47752323746681213},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.4639567732810974},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.45538854598999023},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.44858691096305847},{"id":"https://openalex.org/keywords/work","display_name":"Work (physics)","score":0.4362136721611023},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3312380313873291},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3218100070953369},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.29188305139541626},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2783068120479584},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.26379454135894775},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.1339646875858307},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.08455672860145569}],"concepts":[{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5689252614974976},{"id":"https://openalex.org/C204323151","wikidata":"https://www.wikidata.org/wiki/Q905424","display_name":"Range (aeronautics)","level":2,"score":0.4971967041492462},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4949192404747009},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.49197956919670105},{"id":"https://openalex.org/C159149176","wikidata":"https://www.wikidata.org/wiki/Q14489129","display_name":"Evolutionary algorithm","level":2,"score":0.4776812195777893},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.47752323746681213},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4639567732810974},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.45538854598999023},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.44858691096305847},{"id":"https://openalex.org/C18762648","wikidata":"https://www.wikidata.org/wiki/Q42213","display_name":"Work (physics)","level":2,"score":0.4362136721611023},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3312380313873291},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3218100070953369},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.29188305139541626},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2783068120479584},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.26379454135894775},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.1339646875858307},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.08455672860145569},{"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/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"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/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C146978453","wikidata":"https://www.wikidata.org/wiki/Q3798668","display_name":"Aerospace engineering","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cec.2007.4424551","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec.2007.4424551","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2007 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":25,"referenced_works":["https://openalex.org/W147708904","https://openalex.org/W167517725","https://openalex.org/W1493611775","https://openalex.org/W1521843029","https://openalex.org/W1547039882","https://openalex.org/W1576818901","https://openalex.org/W1744703711","https://openalex.org/W1965895350","https://openalex.org/W1993220166","https://openalex.org/W1997683821","https://openalex.org/W2022228098","https://openalex.org/W2096451472","https://openalex.org/W2101548729","https://openalex.org/W2120304003","https://openalex.org/W2121943809","https://openalex.org/W2124479173","https://openalex.org/W2125287803","https://openalex.org/W2129882004","https://openalex.org/W2131391645","https://openalex.org/W2133928392","https://openalex.org/W2170716495","https://openalex.org/W4250319612","https://openalex.org/W6606023591","https://openalex.org/W6606880433","https://openalex.org/W6629365653"],"related_works":["https://openalex.org/W4281699453","https://openalex.org/W4298148284","https://openalex.org/W2365011578","https://openalex.org/W2381327610","https://openalex.org/W2394392475","https://openalex.org/W1551457437","https://openalex.org/W1607697957","https://openalex.org/W1536754783","https://openalex.org/W2370669686","https://openalex.org/W2645942849"],"abstract_inverted_index":{"This":[0],"work":[1],"is":[2,20,37,45,63,202,213],"motivated":[3],"by":[4],"the":[5,32,40,54,78,100,104,125,132,135,171,188,192,196,199,206,224],"interest":[6],"in":[7,11,69,166],"finding":[8],"significant":[9],"movements":[10,19],"financial":[12,66],"stock":[13,173],"prices.":[14],"The":[15,58,106],"detection":[16],"of":[17,34,42,60,96,103,108,121,134,143,160,184,191,198,208,223],"such":[18],"important":[21],"because":[22],"these":[23,43],"could":[24],"represent":[25],"good":[26],"opportunities":[27,36,74],"for":[28],"invest.":[29],"However,":[30],"when":[31],"number":[33],"profitable":[35],"very":[38,46,203],"small":[39],"prediction":[41],"cases":[44],"difficult.":[47],"In":[48],"previous":[49],"works,":[50],"we":[51],"have":[52,157],"introduced":[53],"repository":[55],"method":[56],"(RM).":[57],"aim":[59],"this":[61,109],"approach":[62],"to":[64,98,113,123,130,138,186,205,215],"classify":[65],"data":[67,153,168],"sets":[68,154],"extreme":[70],"imbalanced":[71],"environments.":[72],"When":[73],"are":[75,111],"extremely":[76],"rare,":[77],"investor":[79,193],"needs":[80],"a":[81,94,119,167,182],"sharper":[82],"balance":[83],"between":[84],"not":[85,89],"making":[86],"mistakes":[87],"and":[88,128,194,210],"missing":[90],"opportunities.":[91],"RM":[92,116,147,163,180,209,212],"offers":[93,181],"range":[95,120,183],"solutions":[97,122,156,185],"suit":[99,124],"risk":[101,189],"guidelines":[102,190],"investor.":[105],"aims":[107],"paper":[110],"1)":[112,179],"show":[114,177],"that":[115],"can":[117],"produce":[118],"investor's":[126],"preferences":[127],"2)":[129,195],"analyze":[131],"impact":[133],"evolutionary":[136,200,225],"process":[137,201],"RM's":[139],"performance.":[140],"Three":[141],"series":[142],"experiments":[144],"were":[145],"performed,":[146],"was":[148,164],"tested":[149,165],"using":[150],"two":[151],"artificial":[152],"whose":[155],"different":[158],"level":[159],"complexity.":[161],"Finally":[162],"set":[169],"from":[170,220],"London":[172],"market.":[174],"Experimental":[175],"results":[176],"that:":[178],"fit":[187],"contribution":[197],"valuable":[204],"performance":[207],"3)":[211],"able":[214],"extract":[216],"predictive":[217],"rules":[218],"even":[219],"earliest":[221],"stages":[222],"process.":[226]},"counts_by_year":[{"year":2014,"cited_by_count":1}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}