{"id":"https://openalex.org/W2977613449","doi":"https://doi.org/10.1109/ijcnn.2019.8851938","title":"Ensemble Application of Transfer Learning and Sample Weighting for Stock Market Prediction","display_name":"Ensemble Application of Transfer Learning and Sample Weighting for Stock Market Prediction","publication_year":2019,"publication_date":"2019-07-01","ids":{"openalex":"https://openalex.org/W2977613449","doi":"https://doi.org/10.1109/ijcnn.2019.8851938","mag":"2977613449"},"language":"en","primary_location":{"id":"doi:10.1109/ijcnn.2019.8851938","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ijcnn.2019.8851938","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 International Joint Conference on Neural Networks (IJCNN)","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/A5034427653","display_name":"Simone Merello","orcid":null},"institutions":[{"id":"https://openalex.org/I83816512","display_name":"University of Genoa","ror":"https://ror.org/0107c5v14","country_code":"IT","type":"education","lineage":["https://openalex.org/I83816512"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Simone Merello","raw_affiliation_strings":["DIBRIS, University of Genova, Genova, Italy"],"affiliations":[{"raw_affiliation_string":"DIBRIS, University of Genova, Genova, Italy","institution_ids":["https://openalex.org/I83816512"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5005714028","display_name":"Andrea Picasso Ratto","orcid":null},"institutions":[{"id":"https://openalex.org/I83816512","display_name":"University of Genoa","ror":"https://ror.org/0107c5v14","country_code":"IT","type":"education","lineage":["https://openalex.org/I83816512"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Andrea Picasso Ratto","raw_affiliation_strings":["DIBRIS, University of Genova, Genova, Italy"],"affiliations":[{"raw_affiliation_string":"DIBRIS, University of Genova, Genova, Italy","institution_ids":["https://openalex.org/I83816512"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5045802198","display_name":"Luca Oneto","orcid":"https://orcid.org/0000-0002-8445-395X"},"institutions":[{"id":"https://openalex.org/I83816512","display_name":"University of Genoa","ror":"https://ror.org/0107c5v14","country_code":"IT","type":"education","lineage":["https://openalex.org/I83816512"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Luca Oneto","raw_affiliation_strings":["DIBRIS, University of Genova, Genova, Italy"],"affiliations":[{"raw_affiliation_string":"DIBRIS, University of Genova, Genova, Italy","institution_ids":["https://openalex.org/I83816512"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100752356","display_name":"Erik Cambria","orcid":"https://orcid.org/0000-0002-3030-1280"},"institutions":[{"id":"https://openalex.org/I172675005","display_name":"Nanyang Technological University","ror":"https://ror.org/02e7b5302","country_code":"SG","type":"education","lineage":["https://openalex.org/I172675005"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Erik Cambria","raw_affiliation_strings":["SCSE, Nanyang Technological University, Singapore"],"affiliations":[{"raw_affiliation_string":"SCSE, Nanyang Technological University, Singapore","institution_ids":["https://openalex.org/I172675005"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5034427653"],"corresponding_institution_ids":["https://openalex.org/I83816512"],"apc_list":null,"apc_paid":null,"fwci":1.8525,"has_fulltext":false,"cited_by_count":24,"citation_normalized_percentile":{"value":0.86734275,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"8"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":1.0,"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":1.0,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9968000054359436,"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"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9958000183105469,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6242259740829468},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.5694352984428406},{"id":"https://openalex.org/keywords/weighting","display_name":"Weighting","score":0.5607922673225403},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.49621278047561646},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.43585440516471863},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4129161834716797},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.39369845390319824}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6242259740829468},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.5694352984428406},{"id":"https://openalex.org/C183115368","wikidata":"https://www.wikidata.org/wiki/Q856577","display_name":"Weighting","level":2,"score":0.5607922673225403},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.49621278047561646},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.43585440516471863},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4129161834716797},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.39369845390319824},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"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/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.0},{"id":"https://openalex.org/C126838900","wikidata":"https://www.wikidata.org/wiki/Q77604","display_name":"Radiology","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/ijcnn.2019.8851938","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ijcnn.2019.8851938","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 International Joint Conference on Neural Networks (IJCNN)","raw_type":"proceedings-article"},{"id":"pmh:oai:iris.unige.it:11567/1032191","is_oa":false,"landing_page_url":"https://hdl.handle.net/11567/1032191","pdf_url":null,"source":{"id":"https://openalex.org/S4377196291","display_name":"CINECA IRIS Institutial Research Information System (University of Genoa)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I83816512","host_organization_name":"University of Genoa","host_organization_lineage":["https://openalex.org/I83816512"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/conferenceObject"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":47,"referenced_works":["https://openalex.org/W183813996","https://openalex.org/W1491302875","https://openalex.org/W1522301498","https://openalex.org/W1836465849","https://openalex.org/W1873429512","https://openalex.org/W1966676388","https://openalex.org/W1986078433","https://openalex.org/W2043087435","https://openalex.org/W2048658075","https://openalex.org/W2095705004","https://openalex.org/W2131773668","https://openalex.org/W2134807435","https://openalex.org/W2148143831","https://openalex.org/W2153579005","https://openalex.org/W2153580489","https://openalex.org/W2170436435","https://openalex.org/W2171468534","https://openalex.org/W2192604218","https://openalex.org/W2250539671","https://openalex.org/W2250886571","https://openalex.org/W2542080616","https://openalex.org/W2766718178","https://openalex.org/W2774559076","https://openalex.org/W2786411768","https://openalex.org/W2798413829","https://openalex.org/W2897494692","https://openalex.org/W2902534617","https://openalex.org/W2904830028","https://openalex.org/W2911817255","https://openalex.org/W2962692751","https://openalex.org/W2963434388","https://openalex.org/W3103272622","https://openalex.org/W3123005119","https://openalex.org/W3124798334","https://openalex.org/W3125952890","https://openalex.org/W4213290338","https://openalex.org/W4231546411","https://openalex.org/W4285719527","https://openalex.org/W4294170691","https://openalex.org/W6607553174","https://openalex.org/W6631190155","https://openalex.org/W6634306442","https://openalex.org/W6638667902","https://openalex.org/W6674330103","https://openalex.org/W6682691769","https://openalex.org/W6687074893","https://openalex.org/W6785954001"],"related_works":["https://openalex.org/W2180954594","https://openalex.org/W2052835778","https://openalex.org/W2049003611","https://openalex.org/W2108418243","https://openalex.org/W2127804977","https://openalex.org/W164103134","https://openalex.org/W2787352659","https://openalex.org/W1970611213","https://openalex.org/W4206560911","https://openalex.org/W2370669686"],"abstract_inverted_index":{"Forecasting":[0],"stock":[1,101],"market":[2,85,102,109],"behavior":[3],"is":[4,65,104,113,149],"an":[5],"interesting":[6],"and":[7,13,62,122,144],"challenging":[8],"problem.":[9],"Regression":[10],"of":[11,15,26,44,74,90,100,108,119,130,139,147,159,167],"prices":[12],"classification":[14],"daily":[16],"returns":[17],"have":[18],"been":[19],"widely":[20],"studied":[21],"with":[22,41,185],"the":[23,35,42,45,49,56,69,98,117,124,137,145,169],"main":[24],"goal":[25],"supplying":[27],"forecasts":[28],"useful":[29],"in":[30,176],"real":[31,157],"trading":[32,63,86,160],"scenarios.":[33],"Unfortunately,":[34],"outcomes":[36],"are":[37,77,93,133],"not":[38,66],"directly":[39],"related":[40],"maximization":[43],"financial":[46],"gain.":[47],"Firstly,":[48],"optimal":[50],"strategy":[51],"requires":[52],"to":[53,115,174],"invest":[54,175],"on":[55,142,155],"most":[57,125],"performing":[58,126,178],"asset":[59],"every":[60],"period":[61],"accordingly":[64],"trivial":[67],"given":[68,163],"predictions.":[70],"Secondly,":[71],"price":[72,120],"fluctuations":[73,129],"different":[75,91,131,140],"magnitude":[76,132],"often":[78],"treated":[79,134],"as":[80,106],"equals":[81],"even":[82],"if":[83],"during":[84],"losses":[87],"or":[88],"gains":[89],"intensities":[92],"derived.":[94],"In":[95],"this":[96],"paper,":[97],"problem":[99],"forecasting":[103],"formulated":[105],"regression":[107],"returns.":[110],"This":[111],"approach":[112],"able":[114],"estimate":[116],"amount":[118,166],"change":[121],"thus":[123],"assets.":[127],"Price":[128],"differently":[135],"through":[136],"application":[138],"weights":[141],"samples":[143],"scarcity":[146],"data":[148],"addressed":[150],"using":[151],"transfer":[152],"learning.":[153],"Results":[154],"a":[156,164],"simulation":[158],"show":[161],"how,":[162],"finite":[165],"capital,":[168],"predictions":[170],"can":[171],"be":[172],"used":[173],"high":[177],"stocks":[179],"and,":[180],"hence,":[181],"achieve":[182],"higher":[183],"profits":[184],"less":[186],"trades.":[187]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":7},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":6},{"year":2021,"cited_by_count":3}],"updated_date":"2026-03-25T14:56:36.534964","created_date":"2025-10-10T00:00:00"}