{"id":"https://openalex.org/W2163962353","doi":"https://doi.org/10.1109/ijcnn.2009.5178780","title":"Time series and neural networks comparison on gold, oil and the euro","display_name":"Time series and neural networks comparison on gold, oil and the euro","publication_year":2009,"publication_date":"2009-06-01","ids":{"openalex":"https://openalex.org/W2163962353","doi":"https://doi.org/10.1109/ijcnn.2009.5178780","mag":"2163962353"},"language":"en","primary_location":{"id":"doi:10.1109/ijcnn.2009.5178780","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ijcnn.2009.5178780","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2009 International Joint Conference on Neural Networks","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/A5083915951","display_name":"A. G. Malliaris","orcid":"https://orcid.org/0000-0003-0568-5697"},"institutions":[{"id":"https://openalex.org/I1925986","display_name":"Loyola University Chicago","ror":"https://ror.org/04b6x2g63","country_code":"US","type":"education","lineage":["https://openalex.org/I1925986"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"A.G. Malliaris","raw_affiliation_strings":["Economics Department, Loyola University Chicago, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Economics Department, Loyola University Chicago, USA","institution_ids":["https://openalex.org/I1925986"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5028132801","display_name":"Mary Malliaris","orcid":"https://orcid.org/0000-0002-4029-4037"},"institutions":[{"id":"https://openalex.org/I1925986","display_name":"Loyola University Chicago","ror":"https://ror.org/04b6x2g63","country_code":"US","type":"education","lineage":["https://openalex.org/I1925986"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Mary Malliaris","raw_affiliation_strings":["Information Systems & Operations Management Department, Loyola University Chicago, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Information Systems & Operations Management Department, Loyola University Chicago, USA","institution_ids":["https://openalex.org/I1925986"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.1365,"has_fulltext":false,"cited_by_count":18,"citation_normalized_percentile":{"value":0.92334158,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"1961","last_page":"1967"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9994000196456909,"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"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9994000196456909,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.9327999949455261,"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/artificial-neural-network","display_name":"Artificial neural network","score":0.7724624872207642},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.6588041186332703},{"id":"https://openalex.org/keywords/commodity","display_name":"Commodity","score":0.6289089918136597},{"id":"https://openalex.org/keywords/variable","display_name":"Variable (mathematics)","score":0.6113978028297424},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5872327089309692},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.5230844020843506},{"id":"https://openalex.org/keywords/gold-as-an-investment","display_name":"Gold as an investment","score":0.5125014781951904},{"id":"https://openalex.org/keywords/gold-standard","display_name":"Gold standard (test)","score":0.5058465003967285},{"id":"https://openalex.org/keywords/oil-price","display_name":"Oil price","score":0.48244911432266235},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4767906665802002},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.44008830189704895},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3579876124858856},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.2883813977241516},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.25827756524086},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.22540464997291565},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.22126984596252441},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.190718412399292},{"id":"https://openalex.org/keywords/geology","display_name":"Geology","score":0.1081584095954895},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.08194875717163086}],"concepts":[{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.7724624872207642},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6588041186332703},{"id":"https://openalex.org/C2779439359","wikidata":"https://www.wikidata.org/wiki/Q317088","display_name":"Commodity","level":2,"score":0.6289089918136597},{"id":"https://openalex.org/C182365436","wikidata":"https://www.wikidata.org/wiki/Q50701","display_name":"Variable (mathematics)","level":2,"score":0.6113978028297424},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5872327089309692},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5230844020843506},{"id":"https://openalex.org/C11039479","wikidata":"https://www.wikidata.org/wiki/Q791975","display_name":"Gold as an investment","level":2,"score":0.5125014781951904},{"id":"https://openalex.org/C40993552","wikidata":"https://www.wikidata.org/wiki/Q514654","display_name":"Gold standard (test)","level":2,"score":0.5058465003967285},{"id":"https://openalex.org/C2984556133","wikidata":"https://www.wikidata.org/wiki/Q297279","display_name":"Oil price","level":2,"score":0.48244911432266235},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4767906665802002},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.44008830189704895},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3579876124858856},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.2883813977241516},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.25827756524086},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.22540464997291565},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.22126984596252441},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.190718412399292},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.1081584095954895},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.08194875717163086},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/ijcnn.2009.5178780","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ijcnn.2009.5178780","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2009 International Joint Conference on Neural Networks","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","score":0.44999998807907104,"display_name":"Decent work and economic growth"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":43,"referenced_works":["https://openalex.org/W1501679446","https://openalex.org/W1524549920","https://openalex.org/W1563732290","https://openalex.org/W1975994995","https://openalex.org/W1978463863","https://openalex.org/W1985949652","https://openalex.org/W1989613822","https://openalex.org/W2020540884","https://openalex.org/W2025753296","https://openalex.org/W2036114297","https://openalex.org/W2042883439","https://openalex.org/W2044725755","https://openalex.org/W2045564168","https://openalex.org/W2051074140","https://openalex.org/W2052374841","https://openalex.org/W2064582771","https://openalex.org/W2069025218","https://openalex.org/W2075831248","https://openalex.org/W2076432592","https://openalex.org/W2082388746","https://openalex.org/W2093704129","https://openalex.org/W2106245083","https://openalex.org/W2106451978","https://openalex.org/W2110603299","https://openalex.org/W2124527278","https://openalex.org/W2326677007","https://openalex.org/W2889772412","https://openalex.org/W2890030122","https://openalex.org/W2892010898","https://openalex.org/W3021885495","https://openalex.org/W3121361634","https://openalex.org/W3122074832","https://openalex.org/W3122534771","https://openalex.org/W3122700654","https://openalex.org/W3123011032","https://openalex.org/W3124141610","https://openalex.org/W3124612970","https://openalex.org/W3125040172","https://openalex.org/W3125698223","https://openalex.org/W3125707754","https://openalex.org/W4214866073","https://openalex.org/W4229792194","https://openalex.org/W4230644069"],"related_works":["https://openalex.org/W832193342","https://openalex.org/W1987850981","https://openalex.org/W2372919335","https://openalex.org/W3200593740","https://openalex.org/W2503177547","https://openalex.org/W1959853130","https://openalex.org/W3144498977","https://openalex.org/W4391003330","https://openalex.org/W2899728679","https://openalex.org/W657189034"],"abstract_inverted_index":{"Gold,":[0],"oil,":[1,234],"and":[2,48,68,72,113,164,176,204,212,219,248,257],"the":[3,27,45,49,55,78,93,99,104,107,114,133,139,142,149,169,173,182,202,213,220,238,243,253,260],"euro":[4,50,115,203,239,254],"are":[5],"three":[6,134,170],"very":[7],"important":[8,36,53,82],"economic":[9,58],"markets":[10],"that":[11,161,181,197,226],"have":[12,206],"been":[13,34],"studied":[14],"individually":[15],"by":[16,148],"numerous":[17],"authors.":[18],"But":[19],"certain":[20],"basic":[21],"questions":[22],"about":[23,64,92],"their":[24],"inter-relationships":[25,105],"since":[26],"year":[28],"2000":[29],"remain":[30],"unaddressed.":[31],"Gold":[32],"has":[33,51],"an":[35],"commodity":[37],"for":[38,70,130],"several":[39],"centuries.":[40],"Oil's":[41],"importance":[42],"grew":[43],"during":[44,54],"20th":[46],"century,":[47],"become":[52],"21st.":[56],"Standard":[57],"analysis":[59,159],"allows":[60],"us":[61,77],"to":[62,80,98,126,145,200],"hypothesize":[63],"a":[65,73,85,89,117,128],"specific":[66],"relationship":[67,94,215],"test":[69],"it,":[71],"neural":[74,124,143,177,223],"network":[75,144,178,224],"gives":[76],"ability":[79],"identify":[81,188],"variables":[83],"in":[84],"forecast":[86,129],"without":[87],"forming":[88],"prior":[90],"hypothesis":[91],"of":[95,110,132,141,156],"each":[96,131,210],"variable":[97],"target.":[100],"This":[101],"paper":[102],"analyzes":[103],"among":[106],"price":[108],"behavior":[109],"gold,":[111,201],"oil":[112,198,205,227,247],"using":[116],"standard":[118],"time":[119,150,157,174,193],"series":[120,151,158,175,183,194],"methodology":[121],"then":[122,137],"employs":[123],"networks":[125],"build":[127],"variables.":[135,171],"We":[136],"compare":[138],"results":[140,179,195],"those":[146],"implied":[147],"tests.":[152],"The":[153,192,222],"statistical":[154],"evidence":[155],"demonstrates":[160],"both":[162],"short-term":[163],"long-term":[165],"relationships":[166],"exist":[167],"between":[168,217],"Both":[172],"indicate":[180],"move":[184],"together":[185],"though":[186],"they":[187],"slightly":[189],"different":[190],"relationships.":[191],"imply":[196],"adjusts":[199],"equal":[207],"affects":[208],"on":[209,237,246,252,263],"other,":[211],"weakest":[214],"is":[216,240,255],"gold":[218,229,232],"euro.":[221],"indicates":[225],"impacts":[228,233],"more":[230],"than":[231,242,259],"oil's":[235],"affect":[236],"greater":[241,256],"euro's":[244,261],"effect":[245],"last,":[249],"gold's":[250],"impact":[251,262],"faster":[258],"gold.":[264]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":2}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
