{"id":"https://openalex.org/W2029674007","doi":"https://doi.org/10.1109/cisim.2010.5643663","title":"Predicting trend in the next-day market by Hierarchical Hidden Markov Model","display_name":"Predicting trend in the next-day market by Hierarchical Hidden Markov Model","publication_year":2010,"publication_date":"2010-10-01","ids":{"openalex":"https://openalex.org/W2029674007","doi":"https://doi.org/10.1109/cisim.2010.5643663","mag":"2029674007"},"language":"en","primary_location":{"id":"doi:10.1109/cisim.2010.5643663","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cisim.2010.5643663","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2010 International Conference on Computer Information Systems and Industrial Management Applications (CISIM)","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/A5068516967","display_name":"Luigi Troiano","orcid":"https://orcid.org/0000-0002-8304-8813"},"institutions":[{"id":"https://openalex.org/I16337185","display_name":"University of Sannio","ror":"https://ror.org/04vc81p87","country_code":"IT","type":"education","lineage":["https://openalex.org/I16337185"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Luigi Troiano","raw_affiliation_strings":["Department of Engineering, University of Sannio, Benevento, Italy","Department of Engineering, University of Sannio, Benevento-Italy"],"affiliations":[{"raw_affiliation_string":"Department of Engineering, University of Sannio, Benevento, Italy","institution_ids":["https://openalex.org/I16337185"]},{"raw_affiliation_string":"Department of Engineering, University of Sannio, Benevento-Italy","institution_ids":["https://openalex.org/I16337185"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5089741192","display_name":"Pravesh Kriplani","orcid":null},"institutions":[{"id":"https://openalex.org/I16337185","display_name":"University of Sannio","ror":"https://ror.org/04vc81p87","country_code":"IT","type":"education","lineage":["https://openalex.org/I16337185"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Pravesh Kriplani","raw_affiliation_strings":["Computational Intelligent System Engineering Laboratory (CISELab), University of Sannio, Benevento, Italy","Computational Intelligent System Engineering Lab (CISELab), University of Sannio, Benevento, Italy"],"affiliations":[{"raw_affiliation_string":"Computational Intelligent System Engineering Laboratory (CISELab), University of Sannio, Benevento, Italy","institution_ids":["https://openalex.org/I16337185"]},{"raw_affiliation_string":"Computational Intelligent System Engineering Lab (CISELab), University of Sannio, Benevento, Italy","institution_ids":["https://openalex.org/I16337185"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5068516967"],"corresponding_institution_ids":["https://openalex.org/I16337185"],"apc_list":null,"apc_paid":null,"fwci":0.391,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":{"value":0.68117674,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"3177","issue":null,"first_page":"199","last_page":"204"},"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/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9955999851226807,"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"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9865999817848206,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/hidden-markov-model","display_name":"Hidden Markov model","score":0.8012722730636597},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.6688709259033203},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6140075922012329},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5598108768463135},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.5317826271057129},{"id":"https://openalex.org/keywords/markov-model","display_name":"Markov model","score":0.5156570672988892},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.51320481300354},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.512239396572113},{"id":"https://openalex.org/keywords/hidden-semi-markov-model","display_name":"Hidden semi-Markov model","score":0.5086430311203003},{"id":"https://openalex.org/keywords/time-horizon","display_name":"Time horizon","score":0.4761222004890442},{"id":"https://openalex.org/keywords/focus","display_name":"Focus (optics)","score":0.4667162299156189},{"id":"https://openalex.org/keywords/horizon","display_name":"Horizon","score":0.44204485416412354},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.43381446599960327},{"id":"https://openalex.org/keywords/component","display_name":"Component (thermodynamics)","score":0.414043664932251},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3817666172981262},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3218010663986206},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.25847092270851135},{"id":"https://openalex.org/keywords/variable-order-markov-model","display_name":"Variable-order Markov model","score":0.19602254033088684},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.15928635001182556},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.1419505476951599},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.1265454888343811},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.09804642200469971}],"concepts":[{"id":"https://openalex.org/C23224414","wikidata":"https://www.wikidata.org/wiki/Q176769","display_name":"Hidden Markov model","level":2,"score":0.8012722730636597},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.6688709259033203},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6140075922012329},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5598108768463135},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.5317826271057129},{"id":"https://openalex.org/C163836022","wikidata":"https://www.wikidata.org/wiki/Q6771326","display_name":"Markov model","level":3,"score":0.5156570672988892},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.51320481300354},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.512239396572113},{"id":"https://openalex.org/C64939953","wikidata":"https://www.wikidata.org/wiki/Q3859882","display_name":"Hidden semi-Markov model","level":5,"score":0.5086430311203003},{"id":"https://openalex.org/C28761237","wikidata":"https://www.wikidata.org/wiki/Q7805321","display_name":"Time horizon","level":2,"score":0.4761222004890442},{"id":"https://openalex.org/C192209626","wikidata":"https://www.wikidata.org/wiki/Q190909","display_name":"Focus (optics)","level":2,"score":0.4667162299156189},{"id":"https://openalex.org/C159176650","wikidata":"https://www.wikidata.org/wiki/Q43261","display_name":"Horizon","level":2,"score":0.44204485416412354},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.43381446599960327},{"id":"https://openalex.org/C168167062","wikidata":"https://www.wikidata.org/wiki/Q1117970","display_name":"Component (thermodynamics)","level":2,"score":0.414043664932251},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3817666172981262},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3218010663986206},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.25847092270851135},{"id":"https://openalex.org/C54907487","wikidata":"https://www.wikidata.org/wiki/Q7915688","display_name":"Variable-order Markov model","level":4,"score":0.19602254033088684},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.15928635001182556},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.1419505476951599},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.1265454888343811},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.09804642200469971},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","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},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"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/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C120665830","wikidata":"https://www.wikidata.org/wiki/Q14620","display_name":"Optics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cisim.2010.5643663","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cisim.2010.5643663","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2010 International Conference on Computer Information Systems and Industrial Management Applications (CISIM)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals","score":0.4099999964237213}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W1573587806","https://openalex.org/W1589922412","https://openalex.org/W1600014635","https://openalex.org/W1636244751","https://openalex.org/W2001751530","https://openalex.org/W2020289384","https://openalex.org/W2131773668","https://openalex.org/W2156457893","https://openalex.org/W2158663270","https://openalex.org/W2171567624","https://openalex.org/W3124979809","https://openalex.org/W3125062974","https://openalex.org/W4231546411","https://openalex.org/W4298259753","https://openalex.org/W6635168113"],"related_works":["https://openalex.org/W1510894296","https://openalex.org/W2379938888","https://openalex.org/W4246505579","https://openalex.org/W2134386692","https://openalex.org/W2103649304","https://openalex.org/W3044198794","https://openalex.org/W2116722627","https://openalex.org/W2176285001","https://openalex.org/W2537260108","https://openalex.org/W2799426416"],"abstract_inverted_index":{"The":[0],"prediction":[1],"of":[2,45],"stock":[3,63],"market":[4,40,64],"movements":[5],"represents":[6],"a":[7,35,43],"key":[8],"component":[9],"in":[10],"developing":[11],"winning":[12],"trading":[13],"strategies.":[14],"Forecasting":[15],"can":[16],"have":[17],"different":[18],"time":[19],"horizon.":[20],"In":[21],"this":[22],"paper":[23],"we":[24,33],"focus":[25],"our":[26,55],"attention":[27],"to":[28,38],"very":[29],"short":[30],"term,":[31],"and":[32,67,72],"develop":[34],"model":[36],"able":[37],"predict":[39],"trends":[41],"with":[42],"horizon":[44],"few":[46],"days":[47],"ahead.":[48],"Based":[49],"on":[50],"Hierarchical":[51],"Hidden":[52],"Markov":[53],"Model,":[54],"approach":[56],"has":[57],"been":[58],"tested":[59],"against":[60],"the":[61],"Indian":[62],"index":[65],"(Nifty),":[66],"experimental":[68],"results":[69],"are":[70],"presented":[71],"discussed.":[73]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
