{"id":"https://openalex.org/W2152359564","doi":"https://doi.org/10.1109/cec.2011.5949846","title":"Trading with optimized uptrend and downtrend pattern templates using a genetic algorithm kernel","display_name":"Trading with optimized uptrend and downtrend pattern templates using a genetic algorithm kernel","publication_year":2011,"publication_date":"2011-06-01","ids":{"openalex":"https://openalex.org/W2152359564","doi":"https://doi.org/10.1109/cec.2011.5949846","mag":"2152359564"},"language":"en","primary_location":{"id":"doi:10.1109/cec.2011.5949846","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec.2011.5949846","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2011 IEEE Congress of Evolutionary Computation (CEC)","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/A5082043382","display_name":"Paulo Parracho","orcid":null},"institutions":[{"id":"https://openalex.org/I4387152517","display_name":"Instituto Superior T\u00e9cnico","ror":"https://ror.org/03db2by73","country_code":null,"type":"education","lineage":["https://openalex.org/I141596103","https://openalex.org/I4387152517"]},{"id":"https://openalex.org/I4210120471","display_name":"Instituto de Telecomunica\u00e7\u00f5es","ror":"https://ror.org/02ht4fk33","country_code":"PT","type":"nonprofit","lineage":["https://openalex.org/I4210120471"]}],"countries":["PT"],"is_corresponding":true,"raw_author_name":"Paulo Parracho","raw_affiliation_strings":["Instituto de Telecomunica\u00e7\u00f5es, Instituto Superior T\u00e9cnico, Portugal"],"affiliations":[{"raw_affiliation_string":"Instituto de Telecomunica\u00e7\u00f5es, Instituto Superior T\u00e9cnico, Portugal","institution_ids":["https://openalex.org/I4210120471","https://openalex.org/I4387152517"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5053601068","display_name":"Rui Neves","orcid":"https://orcid.org/0000-0001-5482-9883"},"institutions":[{"id":"https://openalex.org/I4210120471","display_name":"Instituto de Telecomunica\u00e7\u00f5es","ror":"https://ror.org/02ht4fk33","country_code":"PT","type":"nonprofit","lineage":["https://openalex.org/I4210120471"]},{"id":"https://openalex.org/I4387152517","display_name":"Instituto Superior T\u00e9cnico","ror":"https://ror.org/03db2by73","country_code":null,"type":"education","lineage":["https://openalex.org/I141596103","https://openalex.org/I4387152517"]}],"countries":["PT"],"is_corresponding":false,"raw_author_name":"Rui Neves","raw_affiliation_strings":["Instituto de Telecomunica\u00e7\u00f5es, Instituto Superior T\u00e9cnico, Portugal"],"affiliations":[{"raw_affiliation_string":"Instituto de Telecomunica\u00e7\u00f5es, Instituto Superior T\u00e9cnico, Portugal","institution_ids":["https://openalex.org/I4210120471","https://openalex.org/I4387152517"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5056512471","display_name":"Nuno Horta","orcid":"https://orcid.org/0000-0002-1687-1447"},"institutions":[{"id":"https://openalex.org/I4387152517","display_name":"Instituto Superior T\u00e9cnico","ror":"https://ror.org/03db2by73","country_code":null,"type":"education","lineage":["https://openalex.org/I141596103","https://openalex.org/I4387152517"]},{"id":"https://openalex.org/I4210120471","display_name":"Instituto de Telecomunica\u00e7\u00f5es","ror":"https://ror.org/02ht4fk33","country_code":"PT","type":"nonprofit","lineage":["https://openalex.org/I4210120471"]}],"countries":["PT"],"is_corresponding":false,"raw_author_name":"Nuno Horta","raw_affiliation_strings":["Instituto de Telecomunica\u00e7\u00f5es, Instituto Superior T\u00e9cnico, Portugal"],"affiliations":[{"raw_affiliation_string":"Instituto de Telecomunica\u00e7\u00f5es, Instituto Superior T\u00e9cnico, Portugal","institution_ids":["https://openalex.org/I4210120471","https://openalex.org/I4387152517"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5082043382"],"corresponding_institution_ids":["https://openalex.org/I4210120471","https://openalex.org/I4387152517"],"apc_list":null,"apc_paid":null,"fwci":3.6875,"has_fulltext":false,"cited_by_count":22,"citation_normalized_percentile":{"value":0.93048845,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"32","issue":null,"first_page":"1895","last_page":"1901"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9883000254631042,"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":0.9883000254631042,"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":0.9804999828338623,"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/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9700999855995178,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"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/template","display_name":"Template","score":0.7303253412246704},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6812071800231934},{"id":"https://openalex.org/keywords/kernel","display_name":"Kernel (algebra)","score":0.5608547329902649},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.5232968926429749},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"Genetic algorithm","score":0.47842222452163696},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.14842432737350464},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.10098478198051453},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.07602518796920776}],"concepts":[{"id":"https://openalex.org/C82714645","wikidata":"https://www.wikidata.org/wiki/Q438331","display_name":"Template","level":2,"score":0.7303253412246704},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6812071800231934},{"id":"https://openalex.org/C74193536","wikidata":"https://www.wikidata.org/wiki/Q574844","display_name":"Kernel (algebra)","level":2,"score":0.5608547329902649},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.5232968926429749},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.47842222452163696},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.14842432737350464},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.10098478198051453},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.07602518796920776},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cec.2011.5949846","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec.2011.5949846","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2011 IEEE Congress of Evolutionary Computation (CEC)","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":14,"referenced_works":["https://openalex.org/W1581358077","https://openalex.org/W1979611805","https://openalex.org/W1992870730","https://openalex.org/W2001751530","https://openalex.org/W2004463884","https://openalex.org/W2037912615","https://openalex.org/W2038221107","https://openalex.org/W2040148652","https://openalex.org/W2069042070","https://openalex.org/W2088368893","https://openalex.org/W2092885781","https://openalex.org/W2095484357","https://openalex.org/W2106595237","https://openalex.org/W2112880279"],"related_works":["https://openalex.org/W2748952813","https://openalex.org/W2121300814","https://openalex.org/W1886613375","https://openalex.org/W4236081792","https://openalex.org/W4250583430","https://openalex.org/W4234406076","https://openalex.org/W2010731026","https://openalex.org/W4311328601","https://openalex.org/W2360893094","https://openalex.org/W4390787808"],"abstract_inverted_index":{"This":[0,8],"paper":[1],"describes":[2],"a":[3,35,65,79],"new":[4],"computational":[5],"finance":[6],"approach.":[7],"approach":[9,37,70],"combines":[10],"pattern":[11,33,52],"recognition":[12],"techniques":[13],"with":[14],"an":[15],"evolutionary":[16],"computation":[17],"kernel":[18],"applied":[19],"to":[20,27,42],"financial":[21],"markets":[22],"time":[23],"series":[24,76],"in":[25,40],"order":[26,41],"optimize":[28],"trading":[29,46,82],"strategies.":[30],"Moreover,":[31],"for":[32,50,57],"matching":[34],"template-based":[36],"is":[38],"used":[39],"describe":[43],"the":[44,51,58,87,93],"desired":[45],"patterns.":[47],"The":[48,69],"parameters":[49],"templates,":[53],"as":[54],"well":[55],"as,":[56],"decision":[59],"making":[60],"rules":[61],"are":[62],"optimized":[63],"using":[64],"genetic":[66],"algorithm":[67],"kernel.":[68],"was":[71],"tested":[72],"considering":[73],"actual":[74],"data":[75],"and":[77],"presents":[78],"robust":[80],"profitable":[81],"strategy":[83],"which":[84],"clearly":[85],"beats":[86],"market,":[88],"S&P":[89],"500":[90],"index,":[91],"reducing":[92],"investment":[94],"risk":[95],"significantly.":[96]},"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":5}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}