{"id":"https://openalex.org/W2015068528","doi":"https://doi.org/10.1109/cifer.2014.6924093","title":"Forecasting stock price directional movements using technical indicators: Investigating window size effects on one-step-ahead forecasting","display_name":"Forecasting stock price directional movements using technical indicators: Investigating window size effects on one-step-ahead forecasting","publication_year":2014,"publication_date":"2014-03-01","ids":{"openalex":"https://openalex.org/W2015068528","doi":"https://doi.org/10.1109/cifer.2014.6924093","mag":"2015068528"},"language":"en","primary_location":{"id":"doi:10.1109/cifer.2014.6924093","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cifer.2014.6924093","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://usir.salford.ac.uk/id/eprint/33103/","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5077927499","display_name":"Yauheniya Shynkevich","orcid":"https://orcid.org/0000-0003-4933-1057"},"institutions":[{"id":"https://openalex.org/I138801177","display_name":"University of Ulster","ror":"https://ror.org/01yp9g959","country_code":"GB","type":"education","lineage":["https://openalex.org/I138801177"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Yauheniya Shynkevich","raw_affiliation_strings":["Intelligent Systems Research Centre, University of Ulster, Derry, Northern Ireland, UK","Intelligent Systems Research Centre, University of Ulster; Derry, Northern Ireland UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster, Derry, Northern Ireland, UK","institution_ids":["https://openalex.org/I138801177"]},{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster; Derry, Northern Ireland UK","institution_ids":["https://openalex.org/I138801177"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5077410877","display_name":"T.M. McGinnity","orcid":"https://orcid.org/0000-0002-9897-4748"},"institutions":[{"id":"https://openalex.org/I138801177","display_name":"University of Ulster","ror":"https://ror.org/01yp9g959","country_code":"GB","type":"education","lineage":["https://openalex.org/I138801177"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"T. M. McGinnity","raw_affiliation_strings":["Intelligent Systems Research Centre, University of Ulster, Derry, Northern Ireland, UK","Intelligent Systems Research Centre, University of Ulster; Derry, Northern Ireland UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster, Derry, Northern Ireland, UK","institution_ids":["https://openalex.org/I138801177"]},{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster; Derry, Northern Ireland UK","institution_ids":["https://openalex.org/I138801177"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5070227862","display_name":"Sonya Coleman","orcid":"https://orcid.org/0000-0002-4676-7640"},"institutions":[{"id":"https://openalex.org/I138801177","display_name":"University of Ulster","ror":"https://ror.org/01yp9g959","country_code":"GB","type":"education","lineage":["https://openalex.org/I138801177"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Sonya Coleman","raw_affiliation_strings":["Intelligent Systems Research Centre, University of Ulster, Derry, Northern Ireland, UK","Intelligent Systems Research Centre, University of Ulster; Derry, Northern Ireland UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster, Derry, Northern Ireland, UK","institution_ids":["https://openalex.org/I138801177"]},{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster; Derry, Northern Ireland UK","institution_ids":["https://openalex.org/I138801177"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100432144","display_name":"Yuhua Li","orcid":"https://orcid.org/0000-0003-2913-4478"},"institutions":[{"id":"https://openalex.org/I138801177","display_name":"University of Ulster","ror":"https://ror.org/01yp9g959","country_code":"GB","type":"education","lineage":["https://openalex.org/I138801177"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Yuhua Li","raw_affiliation_strings":["Intelligent Systems Research Centre, University of Ulster, Derry, Northern Ireland, UK","Intelligent Systems Research Centre, University of Ulster; Derry, Northern Ireland UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster, Derry, Northern Ireland, UK","institution_ids":["https://openalex.org/I138801177"]},{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster; Derry, Northern Ireland UK","institution_ids":["https://openalex.org/I138801177"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5042364148","display_name":"Ammar Belatreche","orcid":"https://orcid.org/0000-0003-1927-9366"},"institutions":[{"id":"https://openalex.org/I138801177","display_name":"University of Ulster","ror":"https://ror.org/01yp9g959","country_code":"GB","type":"education","lineage":["https://openalex.org/I138801177"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Ammar Belatreche","raw_affiliation_strings":["Intelligent Systems Research Centre, University of Ulster, Derry, Northern Ireland, UK","Intelligent Systems Research Centre, University of Ulster; Derry, Northern Ireland UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster, Derry, Northern Ireland, UK","institution_ids":["https://openalex.org/I138801177"]},{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster; Derry, Northern Ireland UK","institution_ids":["https://openalex.org/I138801177"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I138801177"],"apc_list":null,"apc_paid":null,"fwci":3.5909,"has_fulltext":false,"cited_by_count":22,"citation_normalized_percentile":{"value":0.92591051,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"341","last_page":"348"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9997000098228455,"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":0.9997000098228455,"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/T11918","display_name":"Forecasting Techniques and Applications","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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9914000034332275,"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/technical-analysis","display_name":"Technical analysis","score":0.779143214225769},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6581040620803833},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5777022242546082},{"id":"https://openalex.org/keywords/window","display_name":"Window (computing)","score":0.5243114233016968},{"id":"https://openalex.org/keywords/technology-forecasting","display_name":"Technology forecasting","score":0.4670853614807129},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4638948440551758},{"id":"https://openalex.org/keywords/economic-forecasting","display_name":"Economic forecasting","score":0.4528941512107849},{"id":"https://openalex.org/keywords/support-vector-machine","display_name":"Support vector machine","score":0.4428033232688904},{"id":"https://openalex.org/keywords/stock-price","display_name":"Stock price","score":0.43107447028160095},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.30108001828193665},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.21160435676574707},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.16636908054351807},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.15451735258102417},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.13464784622192383}],"concepts":[{"id":"https://openalex.org/C117245426","wikidata":"https://www.wikidata.org/wiki/Q235038","display_name":"Technical analysis","level":2,"score":0.779143214225769},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6581040620803833},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5777022242546082},{"id":"https://openalex.org/C2778751112","wikidata":"https://www.wikidata.org/wiki/Q835016","display_name":"Window (computing)","level":2,"score":0.5243114233016968},{"id":"https://openalex.org/C161657586","wikidata":"https://www.wikidata.org/wiki/Q1203326","display_name":"Technology forecasting","level":2,"score":0.4670853614807129},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4638948440551758},{"id":"https://openalex.org/C163068380","wikidata":"https://www.wikidata.org/wiki/Q3409313","display_name":"Economic forecasting","level":2,"score":0.4528941512107849},{"id":"https://openalex.org/C12267149","wikidata":"https://www.wikidata.org/wiki/Q282453","display_name":"Support vector machine","level":2,"score":0.4428033232688904},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.43107447028160095},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.30108001828193665},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.21160435676574707},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.16636908054351807},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.15451735258102417},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.13464784622192383},{"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/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","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/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/cifer.2014.6924093","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cifer.2014.6924093","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)","raw_type":"proceedings-article"},{"id":"pmh:oai:usir.salford.ac.uk:33103","is_oa":true,"landing_page_url":"http://usir.salford.ac.uk/id/eprint/33103/","pdf_url":null,"source":{"id":"https://openalex.org/S4306401501","display_name":"University of Salford Institutional Repository (University of Salford)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I54459138","host_organization_name":"University of Salford","host_organization_lineage":["https://openalex.org/I54459138"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Conference or Workshop Item"}],"best_oa_location":{"id":"pmh:oai:usir.salford.ac.uk:33103","is_oa":true,"landing_page_url":"http://usir.salford.ac.uk/id/eprint/33103/","pdf_url":null,"source":{"id":"https://openalex.org/S4306401501","display_name":"University of Salford Institutional Repository (University of Salford)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I54459138","host_organization_name":"University of Salford","host_organization_lineage":["https://openalex.org/I54459138"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Conference or Workshop Item"},"sustainable_development_goals":[{"display_name":"Industry, innovation and infrastructure","score":0.44999998807907104,"id":"https://metadata.un.org/sdg/9"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320320859","display_name":"Ulster University","ror":"https://ror.org/01yp9g959"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W85561527","https://openalex.org/W1508947067","https://openalex.org/W1597587295","https://openalex.org/W1980836123","https://openalex.org/W1982078543","https://openalex.org/W1987860980","https://openalex.org/W1988518729","https://openalex.org/W1995132292","https://openalex.org/W2004463884","https://openalex.org/W2012079387","https://openalex.org/W2030655795","https://openalex.org/W2032170121","https://openalex.org/W2111255674","https://openalex.org/W2149298154","https://openalex.org/W2153635508","https://openalex.org/W2159134133","https://openalex.org/W2340852835","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W2005989288","https://openalex.org/W2913098687","https://openalex.org/W2793850532","https://openalex.org/W640037861","https://openalex.org/W4403094403","https://openalex.org/W4388279521","https://openalex.org/W565080390","https://openalex.org/W222102113","https://openalex.org/W263839649","https://openalex.org/W2015068528"],"abstract_inverted_index":{"Accurate":[0],"forecasting":[1,24,83],"of":[2,32,54,61],"directional":[3],"changes":[4],"in":[5,22],"stock":[6],"prices":[7],"is":[8],"important":[9],"for":[10,34,47,86,94],"algorithmic":[11],"trading":[12],"and":[13,25,51,71,82],"investment":[14],"management.":[15],"Technical":[16],"analysis":[17,70],"has":[18],"been":[19],"successfully":[20],"used":[21,46],"financial":[23],"recently":[26],"researchers":[27],"have":[28],"explored":[29],"the":[30,40,43,52,62,87,95],"optimization":[31],"parameters":[33],"technical":[35,49,69],"indicators.":[36],"This":[37],"study":[38],"investigates":[39],"relationship":[41],"between":[42,79],"window":[44,80],"size":[45,81,85],"calculating":[48],"indicators":[50],"accuracy":[53],"one-step-ahead":[55],"(variable":[56],"steps)":[57],"forecasting.":[58],"The":[59],"directions":[60],"future":[63],"price":[64],"movements":[65],"are":[66],"predicted":[67],"using":[68],"machine":[72],"learning":[73],"algorithms.":[74],"Results":[75],"show":[76],"a":[77],"correlation":[78],"step":[84],"Support":[88],"Vector":[89],"Machines":[90],"approach":[91],"but":[92],"not":[93],"other":[96],"approaches.":[97]},"counts_by_year":[{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":2}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}