{"id":"https://openalex.org/W1922314705","doi":"https://doi.org/10.1109/cifer.2003.1196291","title":"Incremental genetic fuzzy expert trading system for derivatives market timing","display_name":"Incremental genetic fuzzy expert trading system for derivatives market timing","publication_year":2003,"publication_date":"2003-12-22","ids":{"openalex":"https://openalex.org/W1922314705","doi":"https://doi.org/10.1109/cifer.2003.1196291","mag":"1922314705"},"language":"en","primary_location":{"id":"doi:10.1109/cifer.2003.1196291","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cifer.2003.1196291","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/A5108534502","display_name":"H.S. Ng","orcid":null},"institutions":[{"id":"https://openalex.org/I177725633","display_name":"Chinese University of Hong Kong","ror":"https://ror.org/00t33hh48","country_code":"HK","type":"education","lineage":["https://openalex.org/I177725633"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"H.S. Ng","raw_affiliation_strings":["Department of Systems Engineering & Engineering Management, Chinese University of Hong Kong, New Territories, Hong Kong, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Systems Engineering & Engineering Management, Chinese University of Hong Kong, New Territories, Hong Kong, China","institution_ids":["https://openalex.org/I177725633"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101037760","display_name":"K.P. Lam","orcid":"https://orcid.org/0009-0001-2599-2259"},"institutions":[{"id":"https://openalex.org/I177725633","display_name":"Chinese University of Hong Kong","ror":"https://ror.org/00t33hh48","country_code":"HK","type":"education","lineage":["https://openalex.org/I177725633"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"K.P. Lam","raw_affiliation_strings":["Department of Systems Engineering & Engineering Management, Chinese University of Hong Kong, New Territories, Hong Kong, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Systems Engineering & Engineering Management, Chinese University of Hong Kong, New Territories, Hong Kong, China","institution_ids":["https://openalex.org/I177725633"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5111483589","display_name":"S.S. Lam","orcid":null},"institutions":[{"id":"https://openalex.org/I8679417","display_name":"Hong Kong Metropolitan University","ror":"https://ror.org/0349bsm71","country_code":"HK","type":"education","lineage":["https://openalex.org/I8679417"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"S.S. Lam","raw_affiliation_strings":["School of Business & Administration, Open University, Kowloon, Hong Kong, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Business & Administration, Open University, Kowloon, Hong Kong, China","institution_ids":["https://openalex.org/I8679417"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.8827,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":{"value":0.75275047,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"1079","issue":null,"first_page":"421","last_page":"427"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9980000257492065,"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":0.9980000257492065,"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":0.9886999726295471,"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/T12137","display_name":"Economic theories and models","score":0.9190999865531921,"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":0.6836634874343872},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5695943236351013},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.55980384349823},{"id":"https://openalex.org/keywords/profit","display_name":"Profit (economics)","score":0.5583890676498413},{"id":"https://openalex.org/keywords/stock-trading","display_name":"Stock trading","score":0.5320259928703308},{"id":"https://openalex.org/keywords/pairs-trade","display_name":"Pairs trade","score":0.5231636762619019},{"id":"https://openalex.org/keywords/fuzzy-set","display_name":"Fuzzy set","score":0.468158483505249},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"Genetic algorithm","score":0.4139407277107239},{"id":"https://openalex.org/keywords/alternative-trading-system","display_name":"Alternative trading system","score":0.391170859336853},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.36641037464141846},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.32673847675323486},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.32613497972488403},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.29843226075172424},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.28258174657821655},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.2756047248840332},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.24524790048599243},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1729711890220642},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.15649157762527466}],"concepts":[{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.6836634874343872},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5695943236351013},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.55980384349823},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.5583890676498413},{"id":"https://openalex.org/C2989233474","wikidata":"https://www.wikidata.org/wiki/Q7831917","display_name":"Stock trading","level":4,"score":0.5320259928703308},{"id":"https://openalex.org/C158876240","wikidata":"https://www.wikidata.org/wiki/Q17105131","display_name":"Pairs trade","level":4,"score":0.5231636762619019},{"id":"https://openalex.org/C42011625","wikidata":"https://www.wikidata.org/wiki/Q1055058","display_name":"Fuzzy set","level":3,"score":0.468158483505249},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.4139407277107239},{"id":"https://openalex.org/C172428447","wikidata":"https://www.wikidata.org/wiki/Q438711","display_name":"Alternative trading system","level":3,"score":0.391170859336853},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.36641037464141846},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.32673847675323486},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.32613497972488403},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.29843226075172424},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.28258174657821655},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.2756047248840332},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.24524790048599243},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1729711890220642},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.15649157762527466},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"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/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cifer.2003.1196291","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cifer.2003.1196291","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":[{"score":0.4300000071525574,"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":9,"referenced_works":["https://openalex.org/W184627520","https://openalex.org/W1485567977","https://openalex.org/W1562251502","https://openalex.org/W2145194687","https://openalex.org/W2149214223","https://openalex.org/W3185868886","https://openalex.org/W4285719527","https://openalex.org/W6633721741","https://openalex.org/W6799465227"],"related_works":["https://openalex.org/W4226227859","https://openalex.org/W4399587225","https://openalex.org/W2392556764","https://openalex.org/W4311922785","https://openalex.org/W4286702726","https://openalex.org/W2144176215","https://openalex.org/W2503282159","https://openalex.org/W1862198511","https://openalex.org/W2886042381","https://openalex.org/W4365504477"],"abstract_inverted_index":{"Technical":[0],"indicators":[1],"are":[2,27,32,88],"normally":[3],"used":[4],"to":[5,13,18,72],"monitor":[6],"the":[7,20,41,44,47,74,82,103,115,118,153],"stock":[8],"prices":[9],"and":[10,34,76,80,90,139,152],"assist":[11],"investors":[12],"set":[14,49],"up":[15],"trading":[16,25,51,56,78,86,101,106,120,159],"rules":[17,26,57,79,87,107,121],"make":[19],"buy-sell-hold":[21],"decision.":[22],"Although":[23],"some":[24],"clear,":[28],"most":[29],"of":[30,50,55,117],"them":[31],"vague":[33,75],"fuzzy.":[35],"Therefore,":[36],"an":[37,133],"investor":[38],"cannot":[39],"be":[40,59,126],"winner":[42],"all":[43,142],"time":[45],"with":[46,61,102,141,157],"same":[48],"rules.":[52],"The":[53,150],"weight":[54],"should":[58],"varied":[60],"time.":[62],"A":[63],"Genetic":[64],"Fuzzy":[65,85],"Expert":[66],"Trading":[67],"System":[68],"(GFETS)":[69],"was":[70,137],"designed":[71],"simulate":[73],"fuzzy":[77,105,119],"give":[81],"buy-sell":[83],"signal.":[84],"optimized":[89,104],"selected":[91],"using":[92],"genetic":[93],"algorithm":[94],"in":[95],"GFETS.":[96],"Experimental":[97],"evaluations":[98],"showed":[99],"that":[100],"obtains":[108],"a":[109],"good":[110],"profitable":[111],"return.":[112],"To":[113],"maintain":[114],"quality":[116],"being":[122],"in-used,":[123],"GFETS":[124],"must":[125],"re-trained":[127],"from":[128],"time-to-time.":[129],"In":[130],"this":[131],"paper,":[132],"incremental":[134],"training":[135],"approach":[136],"studied":[138],"evaluated":[140],"Hang":[143],"Seng":[144],"China":[145],"Enterprises":[146],"Index":[147],"(HSCEI)":[148],"stocks.":[149],"risk":[151],"profit":[154],"return":[155],"compared":[156],"other":[158],"strategies":[160],"were":[161],"reported.":[162]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2014,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
