{"id":"https://openalex.org/W2057672775","doi":"https://doi.org/10.1109/icmlc.2012.6359624","title":"A genetic-search model for first-day returns using IPO fundamentals","display_name":"A genetic-search model for first-day returns using IPO fundamentals","publication_year":2012,"publication_date":"2012-07-01","ids":{"openalex":"https://openalex.org/W2057672775","doi":"https://doi.org/10.1109/icmlc.2012.6359624","mag":"2057672775"},"language":"en","primary_location":{"id":"doi:10.1109/icmlc.2012.6359624","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icmlc.2012.6359624","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2012 International Conference on Machine Learning and Cybernetics","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/A5065379357","display_name":"Chien\u2010Feng Huang","orcid":"https://orcid.org/0000-0002-0246-287X"},"institutions":[{"id":"https://openalex.org/I192168892","display_name":"National University of Kaohsiung","ror":"https://ror.org/013zjb662","country_code":"TW","type":"education","lineage":["https://openalex.org/I192168892"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Chien-Feng Huang","raw_affiliation_strings":["Department of Computer Science and Information Engineering, National University of Kaohsiung, Kaohsiung, Taiwan","[Dept. of Computer Science and Information Engineering, National University of Kaohsiung, Taiwan]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Information Engineering, National University of Kaohsiung, Kaohsiung, Taiwan","institution_ids":["https://openalex.org/I192168892"]},{"raw_affiliation_string":"[Dept. of Computer Science and Information Engineering, National University of Kaohsiung, Taiwan]","institution_ids":["https://openalex.org/I192168892"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5102989815","display_name":"Chih\u2010Hsiang Chang","orcid":"https://orcid.org/0000-0002-4986-2280"},"institutions":[{"id":"https://openalex.org/I192168892","display_name":"National University of Kaohsiung","ror":"https://ror.org/013zjb662","country_code":"TW","type":"education","lineage":["https://openalex.org/I192168892"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Chih-Hsiang Chang","raw_affiliation_strings":["Department of Finance, National University of Kaohsiung, Kaohsiung, Taiwan","Department of Finance, National University of Kaohsiung, Taiwan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance, National University of Kaohsiung, Kaohsiung, Taiwan","institution_ids":["https://openalex.org/I192168892"]},{"raw_affiliation_string":"Department of Finance, National University of Kaohsiung, Taiwan","institution_ids":["https://openalex.org/I192168892"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5017914682","display_name":"Li-Min Kuo","orcid":null},"institutions":[{"id":"https://openalex.org/I192168892","display_name":"National University of Kaohsiung","ror":"https://ror.org/013zjb662","country_code":"TW","type":"education","lineage":["https://openalex.org/I192168892"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Li-Min Kuo","raw_affiliation_strings":["Department of Computer Science and Information Engineering, National University of Kaohsiung, Kaohsiung, Taiwan","[Dept. of Computer Science and Information Engineering, National University of Kaohsiung, Taiwan]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Information Engineering, National University of Kaohsiung, Kaohsiung, Taiwan","institution_ids":["https://openalex.org/I192168892"]},{"raw_affiliation_string":"[Dept. of Computer Science and Information Engineering, National University of Kaohsiung, Taiwan]","institution_ids":["https://openalex.org/I192168892"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Bo-Hau Lin","orcid":null},"institutions":[{"id":"https://openalex.org/I192168892","display_name":"National University of Kaohsiung","ror":"https://ror.org/013zjb662","country_code":"TW","type":"education","lineage":["https://openalex.org/I192168892"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Bo-Hau Lin","raw_affiliation_strings":["Department of Computer Science and Information Engineering, National University of Kaohsiung, Kaohsiung, Taiwan","[Dept. of Computer Science and Information Engineering, National University of Kaohsiung, Taiwan]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Information Engineering, National University of Kaohsiung, Kaohsiung, Taiwan","institution_ids":["https://openalex.org/I192168892"]},{"raw_affiliation_string":"[Dept. of Computer Science and Information Engineering, National University of Kaohsiung, Taiwan]","institution_ids":["https://openalex.org/I192168892"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5057176533","display_name":"Tsung-Nan Hsieh","orcid":null},"institutions":[{"id":"https://openalex.org/I192168892","display_name":"National University of Kaohsiung","ror":"https://ror.org/013zjb662","country_code":"TW","type":"education","lineage":["https://openalex.org/I192168892"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Tsung-Nan Hsieh","raw_affiliation_strings":["Department of Computer Science and Information Engineering, National University of Kaohsiung, Kaohsiung, Taiwan","[Dept. of Computer Science and Information Engineering, National University of Kaohsiung, Taiwan]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Information Engineering, National University of Kaohsiung, Kaohsiung, Taiwan","institution_ids":["https://openalex.org/I192168892"]},{"raw_affiliation_string":"[Dept. of Computer Science and Information Engineering, National University of Kaohsiung, Taiwan]","institution_ids":["https://openalex.org/I192168892"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5003763894","display_name":"Bao-Rong Chang","orcid":null},"institutions":[{"id":"https://openalex.org/I192168892","display_name":"National University of Kaohsiung","ror":"https://ror.org/013zjb662","country_code":"TW","type":"education","lineage":["https://openalex.org/I192168892"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Bao-Rong Chang","raw_affiliation_strings":["Department of Computer Science and Information Engineering, National University of Kaohsiung, Kaohsiung, Taiwan","[Dept. of Computer Science and Information Engineering, National University of Kaohsiung, Taiwan]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Information Engineering, National University of Kaohsiung, Kaohsiung, Taiwan","institution_ids":["https://openalex.org/I192168892"]},{"raw_affiliation_string":"[Dept. of Computer Science and Information Engineering, National University of Kaohsiung, Taiwan]","institution_ids":["https://openalex.org/I192168892"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":6,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.414,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.68286784,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"1662","last_page":"1667"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9991000294685364,"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":0.9991000294685364,"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":0.9890999794006348,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9710000157356262,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/initial-public-offering","display_name":"Initial public offering","score":0.9365037679672241},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.6535029411315918},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6141603589057922},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.591854989528656},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"Genetic algorithm","score":0.5314643979072571},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.5152390599250793},{"id":"https://openalex.org/keywords/model-selection","display_name":"Model selection","score":0.4879109561443329},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4721921682357788},{"id":"https://openalex.org/keywords/feature-selection","display_name":"Feature selection","score":0.4716070294380188},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.30594292283058167},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.22769197821617126},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.20936214923858643},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.13828381896018982}],"concepts":[{"id":"https://openalex.org/C12559387","wikidata":"https://www.wikidata.org/wiki/Q185142","display_name":"Initial public offering","level":2,"score":0.9365037679672241},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6535029411315918},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6141603589057922},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.591854989528656},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.5314643979072571},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.5152390599250793},{"id":"https://openalex.org/C93959086","wikidata":"https://www.wikidata.org/wiki/Q6888345","display_name":"Model selection","level":2,"score":0.4879109561443329},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4721921682357788},{"id":"https://openalex.org/C148483581","wikidata":"https://www.wikidata.org/wiki/Q446488","display_name":"Feature selection","level":2,"score":0.4716070294380188},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.30594292283058167},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.22769197821617126},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.20936214923858643},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.13828381896018982},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/icmlc.2012.6359624","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icmlc.2012.6359624","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2012 International Conference on Machine Learning and Cybernetics","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.4699999988079071,"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320321040","display_name":"National Science Council","ror":"https://ror.org/02kv4zf79"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W167278638","https://openalex.org/W1553629035","https://openalex.org/W1713078372","https://openalex.org/W1925407788","https://openalex.org/W1970872742","https://openalex.org/W1985733926","https://openalex.org/W1988078783","https://openalex.org/W2007004102","https://openalex.org/W2043464706","https://openalex.org/W2054386341","https://openalex.org/W2080265874","https://openalex.org/W2120271349","https://openalex.org/W2136061136","https://openalex.org/W2142031551","https://openalex.org/W2145995549","https://openalex.org/W2168633861","https://openalex.org/W3121202961","https://openalex.org/W3121968018","https://openalex.org/W3122809341","https://openalex.org/W3122829783","https://openalex.org/W3124753797","https://openalex.org/W3124908438","https://openalex.org/W4230682970","https://openalex.org/W6633126253","https://openalex.org/W6684772490"],"related_works":["https://openalex.org/W1491094951","https://openalex.org/W4229376483","https://openalex.org/W2734458050","https://openalex.org/W2357582073","https://openalex.org/W4206023513","https://openalex.org/W3129529125","https://openalex.org/W12741447","https://openalex.org/W2621942247","https://openalex.org/W4321271255","https://openalex.org/W1994400736"],"abstract_inverted_index":{"In":[0,51],"this":[1,52],"paper,":[2],"we":[3,54,93],"present":[4],"a":[5,49],"study":[6],"of":[7,15,17,32,62],"genetic-based":[8],"stock":[9,23,73,114],"selection":[10,24,67,74,115],"models":[11,82],"using":[12],"the":[13,29,33,72,89,100],"data":[14],"fundamentals":[16],"initial":[18],"public":[19],"offerings":[20],"(IPOs).":[21],"The":[22],"model":[25,63],"intends":[26],"to":[27,37,47,71,98,113],"derive":[28],"relative":[30,40],"quality":[31],"IPOs":[34,43,117],"in":[35,102,118],"order":[36],"obtain":[38],"their":[39],"rankings.":[41],"Top-ranked":[42],"can":[44],"be":[45],"selected":[46],"form":[48],"portfolio.":[50],"study,":[53],"also":[55],"employ":[56],"Genetic":[57],"Algorithms":[58],"(GA)":[59],"for":[60,68,105,116],"optimization":[61],"parameters":[64],"and":[65,108],"feature":[66],"input":[69],"variables":[70],"model.":[75],"We":[76],"will":[77],"show":[78],"that":[79],"our":[80,95],"proposed":[81],"deliver":[83],"above-average":[84],"first-day":[85],"returns.":[86],"Based":[87],"upon":[88],"promising":[90],"results":[91],"obtained,":[92],"expect":[94],"GA-based":[96],"methodology":[97],"advance":[99],"research":[101],"soft":[103],"computing":[104],"computational":[106],"finance":[107],"provide":[109],"an":[110],"effective":[111],"solution":[112],"practice.":[119]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2015,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}