{"id":"https://openalex.org/W1801862976","doi":"https://doi.org/10.1109/cifer.2003.1196290","title":"Trend detection using auto-associative neural networks: Intraday KOSPI 200 futures","display_name":"Trend detection using auto-associative neural networks: Intraday KOSPI 200 futures","publication_year":2003,"publication_date":"2003-12-22","ids":{"openalex":"https://openalex.org/W1801862976","doi":"https://doi.org/10.1109/cifer.2003.1196290","mag":"1801862976"},"language":"en","primary_location":{"id":"doi:10.1109/cifer.2003.1196290","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cifer.2003.1196290","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings.","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/A5013840985","display_name":"Junmyung Lee","orcid":"https://orcid.org/0000-0002-5671-5510"},"institutions":[{"id":"https://openalex.org/I139264467","display_name":"Seoul National University","ror":"https://ror.org/04h9pn542","country_code":"KR","type":"education","lineage":["https://openalex.org/I139264467"]}],"countries":["KR"],"is_corresponding":true,"raw_author_name":"Junmyung Lee","raw_affiliation_strings":["Department of Industrial Engineering, Seoul National University, Seoul, South Korea","Dept. of Ind. Eng., Seoul Nat. Univ., South Korea"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering, Seoul National University, Seoul, South Korea","institution_ids":["https://openalex.org/I139264467"]},{"raw_affiliation_string":"Dept. of Ind. Eng., Seoul Nat. Univ., South Korea","institution_ids":["https://openalex.org/I139264467"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5017305201","display_name":"Sungzoon Cho","orcid":"https://orcid.org/0000-0002-1695-1973"},"institutions":[{"id":"https://openalex.org/I139264467","display_name":"Seoul National University","ror":"https://ror.org/04h9pn542","country_code":"KR","type":"education","lineage":["https://openalex.org/I139264467"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Sungzoon Cho","raw_affiliation_strings":["Department of Industrial Engineering, Seoul National University, Seoul, South Korea","Dept. of Ind. Eng., Seoul Nat. Univ., South Korea"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering, Seoul National University, Seoul, South Korea","institution_ids":["https://openalex.org/I139264467"]},{"raw_affiliation_string":"Dept. of Ind. Eng., Seoul Nat. Univ., South Korea","institution_ids":["https://openalex.org/I139264467"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5038289561","display_name":"Jinwoo Baek","orcid":null},"institutions":[{"id":"https://openalex.org/I139264467","display_name":"Seoul National University","ror":"https://ror.org/04h9pn542","country_code":"KR","type":"education","lineage":["https://openalex.org/I139264467"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Jinwoo Baek","raw_affiliation_strings":["Department of Industrial Engineering, Seoul National University, Seoul, South Korea","Dept. of Ind. Eng., Seoul Nat. Univ., South Korea"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering, Seoul National University, Seoul, South Korea","institution_ids":["https://openalex.org/I139264467"]},{"raw_affiliation_string":"Dept. of Ind. Eng., Seoul Nat. Univ., South Korea","institution_ids":["https://openalex.org/I139264467"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5013840985"],"corresponding_institution_ids":["https://openalex.org/I139264467"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.12030232,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"lv","issue":null,"first_page":"417","last_page":"420"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.994700014591217,"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":0.994700014591217,"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/T10320","display_name":"Neural Networks and Applications","score":0.9854000210762024,"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/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9207000136375427,"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/computer-science","display_name":"Computer science","score":0.5289181470870972},{"id":"https://openalex.org/keywords/futures-contract","display_name":"Futures contract","score":0.4961908459663391},{"id":"https://openalex.org/keywords/associative-property","display_name":"Associative property","score":0.4828494191169739},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.45457667112350464},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.410581111907959},{"id":"https://openalex.org/keywords/pattern-recognition","display_name":"Pattern recognition (psychology)","score":0.36083054542541504},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3437260687351227},{"id":"https://openalex.org/keywords/speech-recognition","display_name":"Speech recognition","score":0.34011995792388916},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2828749418258667},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.16438224911689758},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.11116039752960205}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5289181470870972},{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.4961908459663391},{"id":"https://openalex.org/C159423971","wikidata":"https://www.wikidata.org/wiki/Q177251","display_name":"Associative property","level":2,"score":0.4828494191169739},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.45457667112350464},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.410581111907959},{"id":"https://openalex.org/C153180895","wikidata":"https://www.wikidata.org/wiki/Q7148389","display_name":"Pattern recognition (psychology)","level":2,"score":0.36083054542541504},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3437260687351227},{"id":"https://openalex.org/C28490314","wikidata":"https://www.wikidata.org/wiki/Q189436","display_name":"Speech recognition","level":1,"score":0.34011995792388916},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2828749418258667},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.16438224911689758},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.11116039752960205},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cifer.2003.1196290","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cifer.2003.1196290","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings.","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","score":0.4300000071525574,"display_name":"Industry, innovation and infrastructure"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W1520772490","https://openalex.org/W1554663460","https://openalex.org/W1898724844","https://openalex.org/W2056857986","https://openalex.org/W2122538988","https://openalex.org/W2605882360","https://openalex.org/W2912934387","https://openalex.org/W3124979809","https://openalex.org/W4212883601","https://openalex.org/W4388297464","https://openalex.org/W6630980587","https://openalex.org/W6633075811"],"related_works":["https://openalex.org/W2386387936","https://openalex.org/W2512677862","https://openalex.org/W2501518689","https://openalex.org/W3107474891","https://openalex.org/W1889934247","https://openalex.org/W2033914206","https://openalex.org/W2146076056","https://openalex.org/W3003836766","https://openalex.org/W2893763841","https://openalex.org/W2163831990"],"abstract_inverted_index":{"This":[0],"paper":[1],"reports":[2],"the":[3,20,25,44],"results":[4],"of":[5,50],"a":[6,37,47],"new":[7],"neural":[8,15],"network":[9,16],"based":[10,42],"trend":[11],"detector.":[12],"An":[13],"auto-associative":[14],"was":[17,32],"trained":[18],"with":[19,53],"\"trend\"":[21],"data":[22],"obtained":[23],"from":[24],"intra-day":[26],"KOSPI":[27],"200":[28],"future":[29],"price.":[30],"It":[31],"then":[33],"used":[34],"to":[35],"predict":[36],"trend.":[38],"Simple":[39],"investment":[40],"strategies":[41],"on":[43],"detector":[45],"achieved":[46],"one-year":[48],"return":[49],"31.2":[51],"points":[52],"no":[54],"leverage.":[55]},"counts_by_year":[{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}