{"id":"https://openalex.org/W2101822308","doi":"https://doi.org/10.1109/iat.2003.1241129","title":"Hybrid intelligent system for pricing the indices of dual-listing stock markets","display_name":"Hybrid intelligent system for pricing the indices of dual-listing stock markets","publication_year":2004,"publication_date":"2004-03-02","ids":{"openalex":"https://openalex.org/W2101822308","doi":"https://doi.org/10.1109/iat.2003.1241129","mag":"2101822308"},"language":"en","primary_location":{"id":"doi:10.1109/iat.2003.1241129","is_oa":false,"landing_page_url":"https://doi.org/10.1109/iat.2003.1241129","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE/WIC International Conference on Intelligent Agent Technology, 2003. IAT 2003.","raw_type":"proceedings-article"},"type":"conference-paper","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/A5111916552","display_name":"Sio Iong Ao","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":true,"raw_author_name":"S.I. Ao","raw_affiliation_strings":["Systems Engineering and Engineering Management, Chinese University of Hong Kong, Sha Tin, Hong Kong, China","Syst. Eng. & Eng. Manage., Chinese Univ. of Hong Kong, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Systems Engineering and Engineering Management, Chinese University of Hong Kong, Sha Tin, Hong Kong, China","institution_ids":["https://openalex.org/I177725633"]},{"raw_affiliation_string":"Syst. Eng. & Eng. Manage., Chinese Univ. of Hong Kong, China","institution_ids":["https://openalex.org/I177725633"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5111916552"],"corresponding_institution_ids":["https://openalex.org/I177725633"],"apc_list":null,"apc_paid":null,"fwci":0.3596,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.59212313,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"495","last_page":"498"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9976000189781189,"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":0.9976000189781189,"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":0.995199978351593,"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/T10320","display_name":"Neural Networks and Applications","score":0.9872000217437744,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.7226436138153076},{"id":"https://openalex.org/keywords/dual","display_name":"Dual (grammatical number)","score":0.6091259717941284},{"id":"https://openalex.org/keywords/hang","display_name":"Hang","score":0.5881004333496094},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.5724695324897766},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5232235789299011},{"id":"https://openalex.org/keywords/listing","display_name":"Listing (finance)","score":0.514183521270752},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5114011168479919},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4550240635871887},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.449266642332077},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.36956125497817993},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.35914331674575806},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1412850022315979},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.12351545691490173},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.08749735355377197}],"concepts":[{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.7226436138153076},{"id":"https://openalex.org/C2780980858","wikidata":"https://www.wikidata.org/wiki/Q110022","display_name":"Dual (grammatical number)","level":2,"score":0.6091259717941284},{"id":"https://openalex.org/C2781323245","wikidata":"https://www.wikidata.org/wiki/Q1363761","display_name":"Hang","level":2,"score":0.5881004333496094},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.5724695324897766},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5232235789299011},{"id":"https://openalex.org/C2779820595","wikidata":"https://www.wikidata.org/wiki/Q798505","display_name":"Listing (finance)","level":2,"score":0.514183521270752},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5114011168479919},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4550240635871887},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.449266642332077},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.36956125497817993},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.35914331674575806},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1412850022315979},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.12351545691490173},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.08749735355377197},{"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/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C142362112","wikidata":"https://www.wikidata.org/wiki/Q735","display_name":"Art","level":0,"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/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C124952713","wikidata":"https://www.wikidata.org/wiki/Q8242","display_name":"Literature","level":1,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/iat.2003.1241129","is_oa":false,"landing_page_url":"https://doi.org/10.1109/iat.2003.1241129","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE/WIC International Conference on Intelligent Agent Technology, 2003. IAT 2003.","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W612160570","https://openalex.org/W1543269396","https://openalex.org/W1562656059","https://openalex.org/W1597190145","https://openalex.org/W2035916716","https://openalex.org/W2051053174","https://openalex.org/W2475489172","https://openalex.org/W4298053142","https://openalex.org/W4300352878","https://openalex.org/W6659684108"],"related_works":["https://openalex.org/W2990652064","https://openalex.org/W3123122373","https://openalex.org/W4386639254","https://openalex.org/W2360554747","https://openalex.org/W3134659362","https://openalex.org/W3208509893","https://openalex.org/W2611464132","https://openalex.org/W2363401122","https://openalex.org/W2386753225","https://openalex.org/W2049127694"],"abstract_inverted_index":{"In":[0],"previous":[1,190],"studies":[2,192],"(Howe":[3],"et":[4],"al.,":[5],"2002;":[6,10],"Alaganar":[7],"and":[8,12,30,66,98,110,137,175],"Bhar,":[9],"Samant":[11],"Korth,":[13],"1998)":[14],"it":[15,159,186],"has":[16],"been":[17],"found":[18,44,221],"that":[19,45],"there":[20],"is":[21,48,63,83,128,140,148,220],"strong":[22],"correlation":[23,47,73],"between":[24],"the":[25,31,39,53,57,64,72,87,99,111,119,122,132,162,169,176,179,203,207,211,214],"American":[26],"Depositary":[27],"Receipts":[28],"(ADRs)":[29],"corresponding":[32],"stocks":[33],"in":[34,38,182,193,206],"their":[35],"native/primary":[36],"markets":[37,55],"long":[40],"run.":[41],"The":[42,59,166,195,217],"results":[43,200],"such":[46],"mainly":[49],"one":[50],"way":[51],"from":[52,188],"native":[54],"to":[56,85,142,153,160,222],"ADRs.":[58,194],"method":[60,136],"they":[61,68],"employed":[62],"econometrics":[65,191],"what":[67],"had":[69],"studied":[70],"are":[71],"properties":[74],"of":[75,89,113,121,131,134,151,168,178,213],"these":[76,189],"individual":[77],"stocks.":[78],"A":[79],"simplified":[80],"automated":[81],"system":[82,181],"outlined":[84,149],"study":[86,167],"index":[88,171,204],"dual-listed":[90,170],"stocks,":[91],"namely":[92],"ong":[93],"Kong's":[94,124],"Hang":[95,100,125],"Seng":[96,101,126],"Index":[97,117,127],"London":[102,115],"Reference":[103,116],"Index.":[104],"They":[105],"have":[106],"different":[107],"trading":[108],"hours":[109],"possibility":[112],"incorporating":[114,202],"into":[118,210],"pricing":[120,184,212],"Hong":[123],"tested.":[129],"One":[130],"difficulties":[133],"AR":[135],"neural":[138],"network":[139],"how":[141,152],"choose":[143],"suitable":[144],"input.":[145],"Evolutionary":[146],"computation":[147],"here":[150,197],"overcome":[154],"this":[155],"difficulty":[156],"by":[157,224],"employing":[158],"simulate":[161],"markets'":[163],"interactive":[164],"dynamics.":[165],"as":[172],"a":[173],"whole":[174],"employment":[177],"intelligent":[180],"its":[183],"make":[185],"distinct":[187],"modelings":[196],"show":[198],"positive":[199],"for":[201],"movements":[205],"secondary":[208],"market":[209],"primary":[215],"market.":[216],"percentage":[218],"error":[219],"reduce":[223],"about":[225],"10%.":[226]},"counts_by_year":[],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}
