{"id":"https://openalex.org/W3116522011","doi":"https://doi.org/10.1109/ictc49870.2020.9289492","title":"Feature Selection for Stock forecasting using Multivariate Convolution Neural Network","display_name":"Feature Selection for Stock forecasting using Multivariate Convolution Neural Network","publication_year":2020,"publication_date":"2020-10-21","ids":{"openalex":"https://openalex.org/W3116522011","doi":"https://doi.org/10.1109/ictc49870.2020.9289492","mag":"3116522011"},"language":"en","primary_location":{"id":"doi:10.1109/ictc49870.2020.9289492","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ictc49870.2020.9289492","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2020 International Conference on Information and Communication Technology Convergence (ICTC)","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/A5035547791","display_name":"Ji Sung Lee","orcid":"https://orcid.org/0000-0001-8194-3462"},"institutions":[{"id":"https://openalex.org/I142401562","display_name":"Electronics and Telecommunications Research Institute","ror":"https://ror.org/03ysstz10","country_code":"KR","type":"facility","lineage":["https://openalex.org/I142401562","https://openalex.org/I2801339556","https://openalex.org/I4210144908","https://openalex.org/I4387152098"]}],"countries":["KR"],"is_corresponding":true,"raw_author_name":"Ji Sung Lee","raw_affiliation_strings":["Intelligent Robot System Research Group, Electronic & Telecommunication Research Institute (ETRI), Daejeon, Republic of Kore"],"affiliations":[{"raw_affiliation_string":"Intelligent Robot System Research Group, Electronic & Telecommunication Research Institute (ETRI), Daejeon, Republic of Kore","institution_ids":["https://openalex.org/I142401562"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5055703733","display_name":"Hyeon Sung Cho","orcid":"https://orcid.org/0000-0003-0029-6617"},"institutions":[{"id":"https://openalex.org/I142401562","display_name":"Electronics and Telecommunications Research Institute","ror":"https://ror.org/03ysstz10","country_code":"KR","type":"facility","lineage":["https://openalex.org/I142401562","https://openalex.org/I2801339556","https://openalex.org/I4210144908","https://openalex.org/I4387152098"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Hyeon Sung Cho","raw_affiliation_strings":["Intelligent Robot System Research Group, Electronic & Telecommunication Research Institute (ETRI), Daejeon, Republic of Kore"],"affiliations":[{"raw_affiliation_string":"Intelligent Robot System Research Group, Electronic & Telecommunication Research Institute (ETRI), Daejeon, Republic of Kore","institution_ids":["https://openalex.org/I142401562"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5111421912","display_name":"Kyo Il Chung","orcid":null},"institutions":[{"id":"https://openalex.org/I142401562","display_name":"Electronics and Telecommunications Research Institute","ror":"https://ror.org/03ysstz10","country_code":"KR","type":"facility","lineage":["https://openalex.org/I142401562","https://openalex.org/I2801339556","https://openalex.org/I4210144908","https://openalex.org/I4387152098"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Kyo Il Chung","raw_affiliation_strings":["Intelligent Robot System Research Group, Electronic & Telecommunication Research Institute (ETRI), Daejeon, Republic of Kore"],"affiliations":[{"raw_affiliation_string":"Intelligent Robot System Research Group, Electronic & Telecommunication Research Institute (ETRI), Daejeon, Republic of Kore","institution_ids":["https://openalex.org/I142401562"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5110947250","display_name":"Ji Sang Park","orcid":null},"institutions":[{"id":"https://openalex.org/I142401562","display_name":"Electronics and Telecommunications Research Institute","ror":"https://ror.org/03ysstz10","country_code":"KR","type":"facility","lineage":["https://openalex.org/I142401562","https://openalex.org/I2801339556","https://openalex.org/I4210144908","https://openalex.org/I4387152098"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Ji Sang Park","raw_affiliation_strings":["Intelligent Robot System Research Group, Electronic & Telecommunication Research Institute (ETRI), Daejeon, Republic of Kore"],"affiliations":[{"raw_affiliation_string":"Intelligent Robot System Research Group, Electronic & Telecommunication Research Institute (ETRI), Daejeon, Republic of Kore","institution_ids":["https://openalex.org/I142401562"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5035547791"],"corresponding_institution_ids":["https://openalex.org/I142401562"],"apc_list":null,"apc_paid":null,"fwci":0.359,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.67247832,"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":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9995999932289124,"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":0.9995999932289124,"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/T10320","display_name":"Neural Networks and Applications","score":0.9757999777793884,"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"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9711999893188477,"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/multivariate-statistics","display_name":"Multivariate statistics","score":0.7387014627456665},{"id":"https://openalex.org/keywords/feature-selection","display_name":"Feature selection","score":0.6969879269599915},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6469385027885437},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.6038635969161987},{"id":"https://openalex.org/keywords/convolutional-neural-network","display_name":"Convolutional neural network","score":0.5723885297775269},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.5064719915390015},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5046621561050415},{"id":"https://openalex.org/keywords/performance-indicator","display_name":"Performance indicator","score":0.43556082248687744},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.4039243459701538},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3972148001194},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.31480133533477783},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.15490034222602844},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.13342559337615967},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.10957169532775879}],"concepts":[{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.7387014627456665},{"id":"https://openalex.org/C148483581","wikidata":"https://www.wikidata.org/wiki/Q446488","display_name":"Feature selection","level":2,"score":0.6969879269599915},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6469385027885437},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6038635969161987},{"id":"https://openalex.org/C81363708","wikidata":"https://www.wikidata.org/wiki/Q17084460","display_name":"Convolutional neural network","level":2,"score":0.5723885297775269},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5064719915390015},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5046621561050415},{"id":"https://openalex.org/C135510737","wikidata":"https://www.wikidata.org/wiki/Q860554","display_name":"Performance indicator","level":2,"score":0.43556082248687744},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.4039243459701538},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3972148001194},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.31480133533477783},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.15490034222602844},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.13342559337615967},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.10957169532775879},{"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/C162853370","wikidata":"https://www.wikidata.org/wiki/Q39809","display_name":"Marketing","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/ictc49870.2020.9289492","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ictc49870.2020.9289492","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2020 International Conference on Information and Communication Technology Convergence (ICTC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Industry, innovation and infrastructure","score":0.550000011920929,"id":"https://metadata.un.org/sdg/9"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320334879","display_name":"Korea Evaluation Institute of Industrial Technology","ror":"https://ror.org/03z9cwa38"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":6,"referenced_works":["https://openalex.org/W2066795664","https://openalex.org/W2092281935","https://openalex.org/W2741908740","https://openalex.org/W2756412861","https://openalex.org/W2899752453","https://openalex.org/W2903325752"],"related_works":["https://openalex.org/W4293226380","https://openalex.org/W2406638334","https://openalex.org/W4247684345","https://openalex.org/W3112312521","https://openalex.org/W1189599866","https://openalex.org/W2965802358","https://openalex.org/W2472172556","https://openalex.org/W2324780611","https://openalex.org/W1990068454","https://openalex.org/W1991765889"],"abstract_inverted_index":{"Predicting":[0],"stock":[1,21,49,92],"prices":[2],"are":[3,7],"difficult":[4],"as":[5],"they":[6],"affected":[8],"by":[9,85,113],"diverse":[10],"and":[11,60,96,104],"complex":[12],"factors.":[13],"Therefore,":[14],"among":[15],"the":[16,87,91,102,106,109],"various":[17],"indicators":[18,24,46,70],"that":[19,47],"affect":[20,48],"prices,":[22],"key":[23,45],"must":[25],"be":[26],"selected.":[27],"Hence,":[28],"we":[29,53,100],"present":[30],"a":[31,37],"new":[32],"feature":[33,80],"selection":[34,81],"method":[35,82],"using":[36,94,108],"multivariate":[38],"convolutional":[39],"neural":[40],"network":[41],"model":[42],"to":[43],"select":[44],"prices.":[50],"In":[51],"addition,":[52],"used":[54,74],"data":[55,73,103,112],"of":[56,90],"daily":[57],"net":[58,61],"buying":[59],"selling":[62],"amounts":[63],"based":[64],"on":[65],"investor":[66],"type,":[67],"unlike":[68],"technical":[69],"or":[71],"financial":[72],"in":[75],"other":[76],"studies.":[77],"The":[78],"proposed":[79],"is":[83],"validated":[84],"comparing":[86],"predicted":[88],"accuracy":[89],"price":[93],"selected":[95],"overall":[97],"indicators.":[98],"Furthermore,":[99],"compare":[101],"verify":[105],"sector":[107],"more":[110],"efficient":[111],"analyzing":[114],"industrial":[115],"sectors.":[116]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
