{"id":"https://openalex.org/W2111351844","doi":"https://doi.org/10.1109/bmei.2009.5304773","title":"Non-Negative Matrix Factorization for Stock Market Pricing","display_name":"Non-Negative Matrix Factorization for Stock Market Pricing","publication_year":2009,"publication_date":"2009-01-01","ids":{"openalex":"https://openalex.org/W2111351844","doi":"https://doi.org/10.1109/bmei.2009.5304773","mag":"2111351844"},"language":"en","primary_location":{"id":"doi:10.1109/bmei.2009.5304773","is_oa":false,"landing_page_url":"https://doi.org/10.1109/bmei.2009.5304773","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2009 2nd International Conference on Biomedical Engineering and Informatics","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/A5100764955","display_name":"Tang Liu","orcid":"https://orcid.org/0000-0001-7934-7303"},"institutions":[{"id":"https://openalex.org/I193524592","display_name":"Tianjin University of Finance and Economics","ror":"https://ror.org/05ev1jb90","country_code":"CN","type":"education","lineage":["https://openalex.org/I193524592"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Tang Liu","raw_affiliation_strings":["Department of Mathematics, Tianjin University of Finance and Economics, Tianjin, China","Dept. of Math., Tianjin Univ. of Finance & Econ., Tianjin, China"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Tianjin University of Finance and Economics, Tianjin, China","institution_ids":["https://openalex.org/I193524592"]},{"raw_affiliation_string":"Dept. of Math., Tianjin Univ. of Finance & Econ., Tianjin, China","institution_ids":["https://openalex.org/I193524592"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5100764955"],"corresponding_institution_ids":["https://openalex.org/I193524592"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":{"value":0.11695458,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"3","issue":null,"first_page":"1","last_page":"5"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.9980000257492065,"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"}},"topics":[{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.9980000257492065,"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/T11447","display_name":"Blind Source Separation Techniques","score":0.9937000274658203,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"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":0.9904999732971191,"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/non-negative-matrix-factorization","display_name":"Non-negative matrix factorization","score":0.8491899967193604},{"id":"https://openalex.org/keywords/multiplicative-function","display_name":"Multiplicative function","score":0.7849969267845154},{"id":"https://openalex.org/keywords/matlab","display_name":"MATLAB","score":0.6599295139312744},{"id":"https://openalex.org/keywords/matrix-decomposition","display_name":"Matrix decomposition","score":0.6364656686782837},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4995002746582031},{"id":"https://openalex.org/keywords/euclidean-distance","display_name":"Euclidean distance","score":0.4976344406604767},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.4958401620388031},{"id":"https://openalex.org/keywords/matrix","display_name":"Matrix (chemical analysis)","score":0.4654311537742615},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.46157535910606384},{"id":"https://openalex.org/keywords/factorization","display_name":"Factorization","score":0.4547147750854492},{"id":"https://openalex.org/keywords/closing","display_name":"Closing (real estate)","score":0.45370030403137207},{"id":"https://openalex.org/keywords/euclidean-geometry","display_name":"Euclidean geometry","score":0.44955429434776306},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3665434718132019},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3337101340293884},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3158072829246521},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.22838515043258667},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.1992042064666748},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.17620792984962463},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.11806991696357727},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.11219373345375061},{"id":"https://openalex.org/keywords/geometry","display_name":"Geometry","score":0.08631634712219238},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.08477148413658142},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.0784238874912262}],"concepts":[{"id":"https://openalex.org/C152671427","wikidata":"https://www.wikidata.org/wiki/Q10843505","display_name":"Non-negative matrix factorization","level":4,"score":0.8491899967193604},{"id":"https://openalex.org/C42747912","wikidata":"https://www.wikidata.org/wiki/Q1048447","display_name":"Multiplicative function","level":2,"score":0.7849969267845154},{"id":"https://openalex.org/C2780365114","wikidata":"https://www.wikidata.org/wiki/Q169478","display_name":"MATLAB","level":2,"score":0.6599295139312744},{"id":"https://openalex.org/C42355184","wikidata":"https://www.wikidata.org/wiki/Q1361088","display_name":"Matrix decomposition","level":3,"score":0.6364656686782837},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4995002746582031},{"id":"https://openalex.org/C120174047","wikidata":"https://www.wikidata.org/wiki/Q847073","display_name":"Euclidean distance","level":2,"score":0.4976344406604767},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4958401620388031},{"id":"https://openalex.org/C106487976","wikidata":"https://www.wikidata.org/wiki/Q685816","display_name":"Matrix (chemical analysis)","level":2,"score":0.4654311537742615},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.46157535910606384},{"id":"https://openalex.org/C187834632","wikidata":"https://www.wikidata.org/wiki/Q188804","display_name":"Factorization","level":2,"score":0.4547147750854492},{"id":"https://openalex.org/C2778775528","wikidata":"https://www.wikidata.org/wiki/Q5135432","display_name":"Closing (real estate)","level":2,"score":0.45370030403137207},{"id":"https://openalex.org/C129782007","wikidata":"https://www.wikidata.org/wiki/Q162886","display_name":"Euclidean geometry","level":2,"score":0.44955429434776306},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3665434718132019},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3337101340293884},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3158072829246521},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.22838515043258667},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.1992042064666748},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.17620792984962463},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.11806991696357727},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.11219373345375061},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.08631634712219238},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.08477148413658142},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0784238874912262},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","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},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C158693339","wikidata":"https://www.wikidata.org/wiki/Q190524","display_name":"Eigenvalues and eigenvectors","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/bmei.2009.5304773","is_oa":false,"landing_page_url":"https://doi.org/10.1109/bmei.2009.5304773","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2009 2nd International Conference on Biomedical Engineering and Informatics","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":11,"referenced_works":["https://openalex.org/W206759535","https://openalex.org/W1878611151","https://openalex.org/W1902027874","https://openalex.org/W2059745395","https://openalex.org/W2079196839","https://openalex.org/W2104298926","https://openalex.org/W2135029798","https://openalex.org/W2509356290","https://openalex.org/W2575501729","https://openalex.org/W3143596294","https://openalex.org/W6680012447"],"related_works":["https://openalex.org/W2127243424","https://openalex.org/W2037504162","https://openalex.org/W4390394189","https://openalex.org/W2149305241","https://openalex.org/W2792706544","https://openalex.org/W1568451138","https://openalex.org/W2539013788","https://openalex.org/W2902260311","https://openalex.org/W2156699640","https://openalex.org/W2045265907"],"abstract_inverted_index":{"In":[0,64],"this":[1],"paper,":[2],"we":[3,23],"use":[4],"non-negative":[5],"matrix":[6,27],"factorization":[7],"(NMF)":[8],"to":[9,60],"analyze":[10],"the":[11,18,25,30,35,40,55,61,66,70,74,82,87,96,99,110],"data":[12,26],"from":[13],"stock":[14],"market.":[15],"By":[16,79],"using":[17],"multiplicative":[19],"update":[20],"rules":[21],"algorithm,":[22],"decompose":[24],"V":[28],"of":[29,34,38,57,81,98,112],"daily":[31],"closing":[32],"prices":[33],"40":[36,71,88],"stocks,":[37],"which":[39,54,102],"Shenzhen":[41],"component":[42],"index":[43],"is":[44,77],"made":[45],"up,":[46],"into":[47,92],"two":[48],"matrices":[49],"W":[50,58],"and":[51,73],"H,":[52],"in":[53,85],"columns":[56],"correlate":[59],"underlying":[62,75,100],"trends.":[63],"addition,":[65],"Euclidean":[67],"distance":[68],"between":[69],"stocks":[72,89],"forces":[76],"constructed.":[78],"means":[80],"K-means":[83],"routine":[84],"MATLAB,":[86],"are":[90,115],"classified":[91],"different":[93],"clusters":[94,114],"with":[95],"center":[97],"forces,":[101],"can":[103],"be":[104],"finished":[105],"automatically":[106],"by":[107],"MATLAB.":[108],"Finally,":[109],"properties":[111],"these":[113],"studied.":[116]},"counts_by_year":[{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
