{"id":"https://openalex.org/W2012928973","doi":"https://doi.org/10.1109/sisy.2015.7325362","title":"The comparative analyses of the nonparametric methods for investment return prediction","display_name":"The comparative analyses of the nonparametric methods for investment return prediction","publication_year":2015,"publication_date":"2015-09-01","ids":{"openalex":"https://openalex.org/W2012928973","doi":"https://doi.org/10.1109/sisy.2015.7325362","mag":"2012928973"},"language":"en","primary_location":{"id":"doi:10.1109/sisy.2015.7325362","is_oa":false,"landing_page_url":"https://doi.org/10.1109/sisy.2015.7325362","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2015 IEEE 13th International Symposium on Intelligent Systems and Informatics (SISY)","raw_type":"proceedings-article"},"type":"conference-paper","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/A5089881479","display_name":"Neboj\u0161a Ralevi\u0107","orcid":"https://orcid.org/0000-0002-3825-9822"},"institutions":[{"id":"https://openalex.org/I170726198","display_name":"University of Novi Sad","ror":"https://ror.org/00xa57a59","country_code":"RS","type":"education","lineage":["https://openalex.org/I170726198"]}],"countries":["RS"],"is_corresponding":false,"raw_author_name":"Nebojsa M. Ralevic","raw_affiliation_strings":["Faculty of Technical Sciences, University of No vi Sad, Novi Sad, Serbia","University of Novi Sad, Faculty of Technical Sciences, Department of Fundamental Sciences, Novi Sad, Serbia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Technical Sciences, University of No vi Sad, Novi Sad, Serbia","institution_ids":["https://openalex.org/I170726198"]},{"raw_affiliation_string":"University of Novi Sad, Faculty of Technical Sciences, Department of Fundamental Sciences, Novi Sad, Serbia","institution_ids":["https://openalex.org/I170726198"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5059271747","display_name":"Goran Andjelic","orcid":null},"institutions":[{"id":"https://openalex.org/I4210126020","display_name":"Educons University","ror":"https://ror.org/037vhb936","country_code":"RS","type":"education","lineage":["https://openalex.org/I4210126020"]}],"countries":["RS"],"is_corresponding":false,"raw_author_name":"Goran B. Andjelic","raw_affiliation_strings":["Faculty of Business Economy, Educons University, Sremska Kamenica, Serbia","Educons University, Faculty of Business Economy, Sremska Kamenica, Serbia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Business Economy, Educons University, Sremska Kamenica, Serbia","institution_ids":["https://openalex.org/I4210126020"]},{"raw_affiliation_string":"Educons University, Faculty of Business Economy, Sremska Kamenica, Serbia","institution_ids":["https://openalex.org/I4210126020"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5032986981","display_name":"Vladimir Djakovi\u0107","orcid":"https://orcid.org/0000-0002-3282-2899"},"institutions":[{"id":"https://openalex.org/I170726198","display_name":"University of Novi Sad","ror":"https://ror.org/00xa57a59","country_code":"RS","type":"education","lineage":["https://openalex.org/I170726198"]}],"countries":["RS"],"is_corresponding":false,"raw_author_name":"Vladimir Dj. Djakovic","raw_affiliation_strings":["Faculty of Technical Sciences, University of No vi Sad, Novi Sad, Serbia","University of Novi Sad,Faculty of Technical Sciences,Department of Industrial Engineering and Management,Novi Sad,Serbia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Technical Sciences, University of No vi Sad, Novi Sad, Serbia","institution_ids":["https://openalex.org/I170726198"]},{"raw_affiliation_string":"University of Novi Sad,Faculty of Technical Sciences,Department of Industrial Engineering and Management,Novi Sad,Serbia","institution_ids":["https://openalex.org/I170726198"]}]},{"author_position":"last","author":{"id":null,"display_name":"Natasa S. Glisovic","orcid":null},"institutions":[{"id":"https://openalex.org/I207056914","display_name":"State University of Novi Pazar","ror":"https://ror.org/00ggq9r86","country_code":"RS","type":"education","lineage":["https://openalex.org/I207056914"]}],"countries":["RS"],"is_corresponding":false,"raw_author_name":"Natasa S. Glisovic","raw_affiliation_strings":["State University of Novi Pazar, Department of Mathematical Sciences, Novi Pazar, Serbia","State University of Novi Pazar, Department of Mathematical Sciences,#R##N#Novi Pazar, Serbia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"State University of Novi Pazar, Department of Mathematical Sciences, Novi Pazar, Serbia","institution_ids":["https://openalex.org/I207056914"]},{"raw_affiliation_string":"State University of Novi Pazar, Department of Mathematical Sciences,#R##N#Novi Pazar, Serbia","institution_ids":["https://openalex.org/I207056914"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.09840268,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"29","issue":null,"first_page":"111","last_page":"115"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998999834060669,"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":0.9998999834060669,"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.9955000281333923,"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":0.9952999949455261,"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/nonparametric-statistics","display_name":"Nonparametric statistics","score":0.7344574332237244},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.5796283483505249},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5766937732696533},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5505830645561218},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5303528904914856},{"id":"https://openalex.org/keywords/mean-squared-error","display_name":"Mean squared error","score":0.43753716349601746},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.43164339661598206},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.2897493541240692},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2876875400543213},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2622412145137787},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2067890465259552}],"concepts":[{"id":"https://openalex.org/C102366305","wikidata":"https://www.wikidata.org/wiki/Q1097688","display_name":"Nonparametric statistics","level":2,"score":0.7344574332237244},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5796283483505249},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5766937732696533},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5505830645561218},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5303528904914856},{"id":"https://openalex.org/C139945424","wikidata":"https://www.wikidata.org/wiki/Q1940696","display_name":"Mean squared error","level":2,"score":0.43753716349601746},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.43164339661598206},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2897493541240692},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2876875400543213},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2622412145137787},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2067890465259552},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"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/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/sisy.2015.7325362","is_oa":false,"landing_page_url":"https://doi.org/10.1109/sisy.2015.7325362","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2015 IEEE 13th International Symposium on Intelligent Systems and Informatics (SISY)","raw_type":"proceedings-article"},{"id":"pmh:oai:redun.educons.edu.rs:123456789/257","is_oa":false,"landing_page_url":"https://redun.educons.edu.rs/handle/123456789/257","pdf_url":null,"source":{"id":"https://openalex.org/S4406922278","display_name":"REDUN - Repository of the EDUCONS University","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IEEE 13th International Symposium on Intelligent Systems and Informatics (Sisy)","raw_type":"conferenceObject"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W47153464","https://openalex.org/W638704909","https://openalex.org/W1554663460","https://openalex.org/W1567662521","https://openalex.org/W1586335931","https://openalex.org/W1988845048","https://openalex.org/W2010307313","https://openalex.org/W2021229894","https://openalex.org/W2040255839","https://openalex.org/W2056364562","https://openalex.org/W2073875037","https://openalex.org/W2079537749","https://openalex.org/W2082533141","https://openalex.org/W2117014758","https://openalex.org/W2970287529","https://openalex.org/W7018011046"],"related_works":["https://openalex.org/W2990652064","https://openalex.org/W3123122373","https://openalex.org/W4386639254","https://openalex.org/W2360554747","https://openalex.org/W3134659362","https://openalex.org/W3208509893","https://openalex.org/W2611464132","https://openalex.org/W2363401122","https://openalex.org/W2386753225","https://openalex.org/W2049127694"],"abstract_inverted_index":{"The":[0,66,105,132],"financial":[1],"market":[2,52,103,117],"is":[3,44,54,72,107],"complex,":[4],"evolving":[5],"and":[6,30,39,89,114,130],"dynamic":[7],"system,":[8],"which":[9],"has":[10],"an":[11],"extremely":[12],"non-linear":[13],"movement.":[14],"Thus,":[15],"investment":[16],"return":[17],"prediction":[18,48,126],"represents":[19],"a":[20,34],"significant":[21],"challenge,":[22],"especially":[23],"because":[24],"of":[25,37,49,60,69,78,100,139],"its":[26],"great":[27],"diversity,":[28],"unsteadiness":[29],"unstructured":[31],"data":[32],"with":[33],"high":[35],"degree":[36],"instability":[38],"pronounced":[40],"hidden":[41],"connections.":[42],"It":[43],"known":[45],"that":[46,82],"accurate":[47],"the":[50,58,70,75,98,101,110,125,137,140],"stock":[51,102,116],"indexes":[53],"very":[55],"important":[56],"for":[57,96],"development":[59],"effective":[61],"trading":[62],"strategies":[63],"in":[64,144],"investments.":[65,145],"main":[67],"objective":[68],"research":[71,133],"to":[73,136],"perform":[74],"comparative":[76],"analyses":[77],"different":[79],"nonparametric":[80,141],"methods,":[81],"is,":[83],"fuzzy":[84],"artificial":[85,92],"neural":[86,93],"networks":[87,94],"(fuzzyANN)":[88],"genetic":[90],"algorithm":[91],"(GAANN)":[95],"predicting":[97],"movements":[99],"indexes.":[104,118],"survey":[106],"conducted":[108],"on":[109],"BELEX15,":[111],"SBITOP,":[112],"BUX":[113],"CROBEX":[115],"Model":[119],"estimates":[120],"were":[121],"carried":[122],"out":[123],"through":[124],"error":[127],"MAE,":[128],"MAPE":[129],"RMSE.":[131],"results":[134],"point":[135],"adequacy":[138],"methods":[142],"application":[143]},"counts_by_year":[{"year":2020,"cited_by_count":1}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}
