{"id":"https://openalex.org/W2173684377","doi":"https://doi.org/10.1109/siu.2015.7130397","title":"An application of deep learning for trade signal prediction in financial markets","display_name":"An application of deep learning for trade signal prediction in financial markets","publication_year":2015,"publication_date":"2015-05-01","ids":{"openalex":"https://openalex.org/W2173684377","doi":"https://doi.org/10.1109/siu.2015.7130397","mag":"2173684377"},"language":"en","primary_location":{"id":"doi:10.1109/siu.2015.7130397","is_oa":false,"landing_page_url":"https://doi.org/10.1109/siu.2015.7130397","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2015 23nd Signal Processing and Communications Applications Conference (SIU)","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/A5020675074","display_name":"Ali Caner T\u00fcrkmen","orcid":"https://orcid.org/0000-0003-2593-1824"},"institutions":[{"id":"https://openalex.org/I4405392","display_name":"Bo\u011fazi\u00e7i University","ror":"https://ror.org/03z9tma90","country_code":"TR","type":"education","lineage":["https://openalex.org/I4405392"]}],"countries":["TR"],"is_corresponding":true,"raw_author_name":"Ali Caner Turkmen","raw_affiliation_strings":["Bilgisayar M\u00fchendisli\u011fi B\u00f6l\u00fcm\u00fc, Bo\u011fazi\u00e7i \u00dcniversitesi, Istanbul, T\u00fcrkiye"],"affiliations":[{"raw_affiliation_string":"Bilgisayar M\u00fchendisli\u011fi B\u00f6l\u00fcm\u00fc, Bo\u011fazi\u00e7i \u00dcniversitesi, Istanbul, T\u00fcrkiye","institution_ids":["https://openalex.org/I4405392"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5064633247","display_name":"Ali Taylan Cemgil","orcid":"https://orcid.org/0000-0003-4463-8455"},"institutions":[{"id":"https://openalex.org/I4405392","display_name":"Bo\u011fazi\u00e7i University","ror":"https://ror.org/03z9tma90","country_code":"TR","type":"education","lineage":["https://openalex.org/I4405392"]}],"countries":["TR"],"is_corresponding":false,"raw_author_name":"Ali Taylan Cemgil","raw_affiliation_strings":["Bilgisayar M\u00fchendisli\u011fi B\u00f6l\u00fcm\u00fc, Bo\u011fazi\u00e7i \u00dcniversitesi, Istanbul, T\u00fcrkiye"],"affiliations":[{"raw_affiliation_string":"Bilgisayar M\u00fchendisli\u011fi B\u00f6l\u00fcm\u00fc, Bo\u011fazi\u00e7i \u00dcniversitesi, Istanbul, T\u00fcrkiye","institution_ids":["https://openalex.org/I4405392"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5020675074"],"corresponding_institution_ids":["https://openalex.org/I4405392"],"apc_list":null,"apc_paid":null,"fwci":1.2018,"has_fulltext":false,"cited_by_count":15,"citation_normalized_percentile":{"value":0.82639547,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"45","issue":null,"first_page":"2521","last_page":"2524"},"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/T14319","display_name":"Currency Recognition and Detection","score":0.9939000010490417,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9937999844551086,"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/financial-market","display_name":"Financial market","score":0.5528200268745422},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.523216962814331},{"id":"https://openalex.org/keywords/deep-learning","display_name":"Deep learning","score":0.5059563517570496},{"id":"https://openalex.org/keywords/signal","display_name":"SIGNAL (programming language)","score":0.5027737617492676},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3697567880153656},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2309345006942749},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.22484946250915527}],"concepts":[{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.5528200268745422},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.523216962814331},{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.5059563517570496},{"id":"https://openalex.org/C2779843651","wikidata":"https://www.wikidata.org/wiki/Q7390335","display_name":"SIGNAL (programming language)","level":2,"score":0.5027737617492676},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3697567880153656},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2309345006942749},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.22484946250915527},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/siu.2015.7130397","is_oa":false,"landing_page_url":"https://doi.org/10.1109/siu.2015.7130397","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2015 23nd Signal Processing and Communications Applications Conference (SIU)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17","score":0.5600000023841858}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":19,"referenced_works":["https://openalex.org/W19790595","https://openalex.org/W99918501","https://openalex.org/W1575726819","https://openalex.org/W2011301426","https://openalex.org/W2026430219","https://openalex.org/W2083022762","https://openalex.org/W2101234009","https://openalex.org/W2110798204","https://openalex.org/W2112796928","https://openalex.org/W2136922672","https://openalex.org/W2187281534","https://openalex.org/W2911964244","https://openalex.org/W2950511172","https://openalex.org/W4231546411","https://openalex.org/W4239510810","https://openalex.org/W6634434869","https://openalex.org/W6675354045","https://openalex.org/W6676481782","https://openalex.org/W6686999899"],"related_works":["https://openalex.org/W2731899572","https://openalex.org/W3215138031","https://openalex.org/W3009238340","https://openalex.org/W4321369474","https://openalex.org/W4360585206","https://openalex.org/W4285208911","https://openalex.org/W3082895349","https://openalex.org/W4213079790","https://openalex.org/W2248239756","https://openalex.org/W4323565446"],"abstract_inverted_index":{"We":[0],"know":[1],"algorithms":[2,32],"for":[3],"predicting":[4],"price":[5,35],"movement":[6,36],"direction":[7,37],"and":[8,66],"time":[9],"are":[10],"in":[11,61,91],"practical":[12],"use,":[13],"despite":[14],"being":[15],"disputed":[16],"at":[17],"a":[18],"theoretical":[19],"level.":[20],"In":[21],"this":[22,49],"study,":[23],"we":[24,51,76],"analyze":[25],"the":[26,34,44,68],"benefits":[27],"of":[28,55,64,70,84],"various":[29],"machine":[30],"learning":[31,73],"to":[33,58],"prediction":[38,96],"problem,":[39],"on":[40],"selected":[41],"stocks":[42],"from":[43],"U.S.":[45],"stock":[46],"markets.":[47],"To":[48],"end,":[50],"generate":[52],"an":[53,82],"array":[54],"features":[56],"known":[57],"be":[59],"beneficial":[60],"technical":[62],"analysis":[63],"securities,":[65],"show":[67],"efficacy":[69],"several":[71],"supervised":[72],"methods.":[74],"Lastly,":[75],"demonstrate":[77],"that":[78,87],"Stacked":[79],"Denoising":[80],"Auto-Encoders,":[81],"example":[83],"\u201cdeep":[85],"learning\u201d":[86],"has":[88],"grown":[89],"popular":[90],"recent":[92],"years,":[93],"yields":[94],"significant":[95],"power.":[97]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}