{"id":"https://openalex.org/W4206049446","doi":"https://doi.org/10.1109/smc52423.2021.9659251","title":"A Dynamic Stock Trading System using GNQTS and RSI in the U.S. Stock Market","display_name":"A Dynamic Stock Trading System using GNQTS and RSI in the U.S. Stock Market","publication_year":2021,"publication_date":"2021-10-17","ids":{"openalex":"https://openalex.org/W4206049446","doi":"https://doi.org/10.1109/smc52423.2021.9659251"},"language":"en","primary_location":{"id":"doi:10.1109/smc52423.2021.9659251","is_oa":false,"landing_page_url":"https://doi.org/10.1109/smc52423.2021.9659251","pdf_url":null,"source":{"id":"https://openalex.org/S4363607761","display_name":"2021 IEEE International Conference on Systems, Man, and Cybernetics (SMC)","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":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2021 IEEE International Conference on Systems, Man, and Cybernetics (SMC)","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/A5115589602","display_name":"Yao Chen","orcid":"https://orcid.org/0000-0001-5534-7907"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Yao Chen","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5087570629","display_name":"Ling-En Huang","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ling-En Huang","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5083515049","display_name":"Pei-Hsin Wang","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Pei-Hsin Wang","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5038646362","display_name":"Jian-Heng Tang","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Jian-Heng Tang","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5039078077","display_name":"Ko-Nung Hsu","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ko-Nung Hsu","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5067978605","display_name":"Yao\u2013Hsin Chou","orcid":"https://orcid.org/0000-0002-3254-5510"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Yao-Hsin Chou","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5016347657","display_name":"Shu\u2013Yu Kuo","orcid":"https://orcid.org/0000-0002-9780-0738"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Shu-Yu Kuo","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":7,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.2246,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.787598,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"456","last_page":"461"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.996399998664856,"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":0.996399998664856,"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/T10682","display_name":"Quantum Computing Algorithms and Architecture","score":0.9835000038146973,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9787999987602234,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/tabu-search","display_name":"Tabu search","score":0.7191129922866821},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.637438178062439},{"id":"https://openalex.org/keywords/profit","display_name":"Profit (economics)","score":0.5514732599258423},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5212405323982239},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5119348764419556},{"id":"https://openalex.org/keywords/technical-analysis","display_name":"Technical analysis","score":0.48542293906211853},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.43986624479293823},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.43228620290756226},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.41076645255088806},{"id":"https://openalex.org/keywords/operations-research","display_name":"Operations research","score":0.3832789957523346},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.37862712144851685},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3375903069972992},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2502268850803375},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.20947933197021484},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.19489863514900208},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.16877642273902893},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.1294604241847992},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.11735528707504272},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.09390124678611755}],"concepts":[{"id":"https://openalex.org/C123370116","wikidata":"https://www.wikidata.org/wiki/Q1424540","display_name":"Tabu search","level":2,"score":0.7191129922866821},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.637438178062439},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.5514732599258423},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5212405323982239},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5119348764419556},{"id":"https://openalex.org/C117245426","wikidata":"https://www.wikidata.org/wiki/Q235038","display_name":"Technical analysis","level":2,"score":0.48542293906211853},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.43986624479293823},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.43228620290756226},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.41076645255088806},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.3832789957523346},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.37862712144851685},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3375903069972992},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2502268850803375},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.20947933197021484},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.19489863514900208},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.16877642273902893},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.1294604241847992},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.11735528707504272},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.09390124678611755},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"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/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","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/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/smc52423.2021.9659251","is_oa":false,"landing_page_url":"https://doi.org/10.1109/smc52423.2021.9659251","pdf_url":null,"source":{"id":"https://openalex.org/S4363607761","display_name":"2021 IEEE International Conference on Systems, Man, and Cybernetics (SMC)","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":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2021 IEEE International Conference on Systems, Man, and Cybernetics (SMC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.44999998807907104,"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W1497256448","https://openalex.org/W1595159159","https://openalex.org/W1964484677","https://openalex.org/W2038278461","https://openalex.org/W2043398567","https://openalex.org/W2046470638","https://openalex.org/W2050568179","https://openalex.org/W2091287157","https://openalex.org/W2130364193","https://openalex.org/W2152195021","https://openalex.org/W2219218677","https://openalex.org/W2247834000","https://openalex.org/W2548840302","https://openalex.org/W2558133246","https://openalex.org/W2577408894","https://openalex.org/W2725348175","https://openalex.org/W2765961740","https://openalex.org/W2783595736","https://openalex.org/W2783730637","https://openalex.org/W2910566245","https://openalex.org/W3090987941","https://openalex.org/W3111883466","https://openalex.org/W6641424009","https://openalex.org/W6679375369"],"related_works":["https://openalex.org/W3154480698","https://openalex.org/W2942345991","https://openalex.org/W4288095971","https://openalex.org/W880995879","https://openalex.org/W4285342199","https://openalex.org/W3165885989","https://openalex.org/W2759772657","https://openalex.org/W2163488659","https://openalex.org/W3165242709","https://openalex.org/W4366124061"],"abstract_inverted_index":{"Investing":[0],"in":[1,63,131],"stocks":[2],"is":[3],"one":[4],"of":[5,10,33,52,146,158],"the":[6,35,45,50,53,61,67,81,97,120,132,144,148],"most":[7],"common":[8],"options":[9],"financial":[11],"management,":[12],"and":[13,24,58,70,115,129,167],"many":[14],"people":[15],"use":[16],"technical":[17,38],"indicators":[18],"to":[19,22,44,65,71,93,110,160],"decide":[20],"when":[21],"buy":[23],"sell":[25],"stocks.":[26],"This":[27],"research":[28],"proposes":[29],"a":[30,77,107],"novel":[31],"method":[32],"utilizing":[34],"commonly":[36],"used":[37],"indicator,":[39],"Relative":[40],"Strength":[41],"Index":[42],"(RSI),":[43],"extreme.":[46],"First,":[47],"we":[48,75],"remove":[49],"restriction":[51,145],"traditional":[54,165],"RSI\u2019s":[55],"default":[56],"parameters":[57,99,157],"expand":[59],"all":[60],"possibilities":[62],"RSI":[64,159,166],"find":[66,155],"best":[68],"strategy":[69],"maximize":[72],"profit.":[73],"Second,":[74],"employ":[76],"modified":[78],"metaheuristic":[79],"algorithm,":[80],"global":[82],"best-guide":[83],"quantum-inspired":[84],"tabu":[85],"search":[86,95],"algorithm":[87],"with":[88],"quantum":[89],"not":[90],"gate":[91],"(GNQTS),":[92],"efficiently":[94],"for":[96,100],"optimized":[98,156],"RSI.":[101],"Third,":[102],"our":[103],"approach":[104],"also":[105],"applies":[106],"sliding":[108],"window":[109],"flexibly":[111],"adjust":[112],"training":[113],"periods":[114],"avoid":[116],"over":[117],"fitting":[118],"at":[119],"same":[121],"time.":[122],"The":[123],"experimental":[124],"environment":[125],"covers":[126],"popular":[127],"indices":[128],"companies":[130],"United":[133],"States":[134],"stock":[135],"market":[136],"such":[137],"as":[138],"DJIA,":[139],"AAPL,":[140],"etc.":[141],"By":[142],"removing":[143],"RSI,":[147],"experiment":[149],"result":[150],"shows":[151],"that":[152],"GNQTS":[153],"can":[154],"get":[161],"more":[162],"profit":[163],"than":[164],"buy-and-hold":[168],"strategies.":[169]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}