{"id":"https://openalex.org/W2053694825","doi":"https://doi.org/10.1109/isspit.2013.6781852","title":"A novel approach on hybrid Support Vector Machines into optimal portfolio selection","display_name":"A novel approach on hybrid Support Vector Machines into optimal portfolio selection","publication_year":2013,"publication_date":"2013-12-01","ids":{"openalex":"https://openalex.org/W2053694825","doi":"https://doi.org/10.1109/isspit.2013.6781852","mag":"2053694825"},"language":"en","primary_location":{"id":"doi:10.1109/isspit.2013.6781852","is_oa":false,"landing_page_url":"https://doi.org/10.1109/isspit.2013.6781852","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE International Symposium on Signal Processing and Information Technology","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/A5025626168","display_name":"N. Loukeris","orcid":"https://orcid.org/0000-0002-1891-8245"},"institutions":[{"id":"https://openalex.org/I192756129","display_name":"University of Macedonia","ror":"https://ror.org/05fg6gr82","country_code":"GR","type":"education","lineage":["https://openalex.org/I192756129"]}],"countries":["GR"],"is_corresponding":true,"raw_author_name":"N. Loukeris","raw_affiliation_strings":["Department of Business Administration, University of Macedonia, Thessaloniki, Greece","Dept. of Bus. Adm., Univ. of Macedonia, Thessaloniki, Greece"],"affiliations":[{"raw_affiliation_string":"Department of Business Administration, University of Macedonia, Thessaloniki, Greece","institution_ids":["https://openalex.org/I192756129"]},{"raw_affiliation_string":"Dept. of Bus. Adm., Univ. of Macedonia, Thessaloniki, Greece","institution_ids":["https://openalex.org/I192756129"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5037657321","display_name":"Iordanis Eleftheriadis","orcid":"https://orcid.org/0000-0003-0454-9167"},"institutions":[{"id":"https://openalex.org/I192756129","display_name":"University of Macedonia","ror":"https://ror.org/05fg6gr82","country_code":"GR","type":"education","lineage":["https://openalex.org/I192756129"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"I. Eleftheriadis","raw_affiliation_strings":["Department of Business Administration, University of Macedonia, Thessaloniki, Greece","Dept. of Bus. Adm., Univ. of Macedonia, Thessaloniki, Greece"],"affiliations":[{"raw_affiliation_string":"Department of Business Administration, University of Macedonia, Thessaloniki, Greece","institution_ids":["https://openalex.org/I192756129"]},{"raw_affiliation_string":"Dept. of Bus. Adm., Univ. of Macedonia, Thessaloniki, Greece","institution_ids":["https://openalex.org/I192756129"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5023957036","display_name":"Efstratios Livanis","orcid":null},"institutions":[{"id":"https://openalex.org/I192756129","display_name":"University of Macedonia","ror":"https://ror.org/05fg6gr82","country_code":"GR","type":"education","lineage":["https://openalex.org/I192756129"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"E. Livanis","raw_affiliation_strings":["Department of Accounting and Finance, University of Macedonia, Thessaloniki, Greece","Department of Accounting and Finance, University of Macedonia, Thessaloniki, Greece#TAB#"],"affiliations":[{"raw_affiliation_string":"Department of Accounting and Finance, University of Macedonia, Thessaloniki, Greece","institution_ids":["https://openalex.org/I192756129"]},{"raw_affiliation_string":"Department of Accounting and Finance, University of Macedonia, Thessaloniki, Greece#TAB#","institution_ids":["https://openalex.org/I192756129"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5025626168"],"corresponding_institution_ids":["https://openalex.org/I192756129"],"apc_list":null,"apc_paid":null,"fwci":0.8219,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.77572222,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"000046","last_page":"000051"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9997000098228455,"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":0.9997000098228455,"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/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.9962000250816345,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.991100013256073,"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/portfolio","display_name":"Portfolio","score":0.7392040491104126},{"id":"https://openalex.org/keywords/support-vector-machine","display_name":"Support vector machine","score":0.7167298197746277},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6354581713676453},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.4689951241016388},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4633308947086334},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.45177099108695984},{"id":"https://openalex.org/keywords/excellence","display_name":"Excellence","score":0.44579553604125977},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.24251890182495117},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.23279163241386414}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7392040491104126},{"id":"https://openalex.org/C12267149","wikidata":"https://www.wikidata.org/wiki/Q282453","display_name":"Support vector machine","level":2,"score":0.7167298197746277},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6354581713676453},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.4689951241016388},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4633308947086334},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.45177099108695984},{"id":"https://openalex.org/C2777352838","wikidata":"https://www.wikidata.org/wiki/Q5419420","display_name":"Excellence","level":2,"score":0.44579553604125977},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.24251890182495117},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.23279163241386414},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/isspit.2013.6781852","is_oa":false,"landing_page_url":"https://doi.org/10.1109/isspit.2013.6781852","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE International Symposium on Signal Processing and Information Technology","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Peace, Justice and strong institutions","id":"https://metadata.un.org/sdg/16","score":0.8199999928474426}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W1657409404","https://openalex.org/W1975713049","https://openalex.org/W1988518729","https://openalex.org/W2000209534","https://openalex.org/W2012544901","https://openalex.org/W2026709173","https://openalex.org/W2033486907","https://openalex.org/W2037181055","https://openalex.org/W2111440106","https://openalex.org/W2115682519","https://openalex.org/W2115694019","https://openalex.org/W2121069620","https://openalex.org/W2125736403","https://openalex.org/W2136385772","https://openalex.org/W2145344497","https://openalex.org/W2172073485","https://openalex.org/W4239510810","https://openalex.org/W4246501479","https://openalex.org/W6637231761","https://openalex.org/W6677380243"],"related_works":["https://openalex.org/W2154960005","https://openalex.org/W3012393071","https://openalex.org/W3125583970","https://openalex.org/W1508013896","https://openalex.org/W2080254889","https://openalex.org/W2028833986","https://openalex.org/W1996615648","https://openalex.org/W1970501475","https://openalex.org/W2038448004","https://openalex.org/W2363364691"],"abstract_inverted_index":{"The":[0,51],"efficient":[1],"representation":[2],"of":[3,26,39,45],"the":[4,9,23,27,37,60],"accurate":[5],"corporate":[6],"value":[7],"on":[8,49],"stock":[10,29],"price":[11],"is":[12,41],"vital":[13],"to":[14,21],"investors":[15],"and":[16,47,59],"fund":[17],"managers":[18],"that":[19],"desire":[20],"optimize":[22],"net":[24],"worth":[25],"overall":[28],"portfolio.":[30],"Although":[31],"Efficient":[32],"Market":[33],"Hypothesis":[34],"sets":[35],"limits,":[36],"practice":[38],"markets":[40],"an":[42],"ideal":[43],"place":[44],"manipulation,":[46],"corruption":[48],"prices.":[50],"accounting":[52],"statements,":[53],"evaluated":[54],"by":[55],"Support":[56],"Vector":[57],"Machines":[58],"SVM":[61,75,79],"Hybrids":[62],"under":[63],"Genetic":[64],"Algorithms":[65],"provide":[66],"excellence":[67],"in":[68,85],"portfolio":[69],"selection.":[70],"A":[71],"specific":[72],"Neuro-genetic":[73],"Hybrid":[74],"outperformed":[76],"all":[77],"examined":[78],"models":[80],"being":[81],"a":[82],"powerful":[83],"tool":[84],"financial":[86],"analysis.":[87]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":3},{"year":2021,"cited_by_count":2},{"year":2015,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}