{"id":"https://openalex.org/W1549571940","doi":"https://doi.org/10.1109/mipro.2015.7160456","title":"Predicting stock market trends using random forests: A sample of the Zagreb stock exchange","display_name":"Predicting stock market trends using random forests: A sample of the Zagreb stock exchange","publication_year":2015,"publication_date":"2015-05-01","ids":{"openalex":"https://openalex.org/W1549571940","doi":"https://doi.org/10.1109/mipro.2015.7160456","mag":"1549571940"},"language":"en","primary_location":{"id":"doi:10.1109/mipro.2015.7160456","is_oa":false,"landing_page_url":"https://doi.org/10.1109/mipro.2015.7160456","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2015 38th International Convention on Information and Communication Technology, Electronics and Microelectronics (MIPRO)","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/A5051498528","display_name":"Teo Manojlovi\u0107","orcid":"https://orcid.org/0000-0002-8891-0935"},"institutions":[{"id":"https://openalex.org/I154347574","display_name":"University of Rijeka","ror":"https://ror.org/05r8dqr10","country_code":"HR","type":"education","lineage":["https://openalex.org/I154347574"]}],"countries":["HR"],"is_corresponding":true,"raw_author_name":"T. Manojlovic","raw_affiliation_strings":["Faculty of Engineering, University of Rijeka, Rijeka, Croatia","University of Rijeka, Faculty of Engineering, Department of Computer Engineering, Croatia"],"affiliations":[{"raw_affiliation_string":"Faculty of Engineering, University of Rijeka, Rijeka, Croatia","institution_ids":["https://openalex.org/I154347574"]},{"raw_affiliation_string":"University of Rijeka, Faculty of Engineering, Department of Computer Engineering, Croatia","institution_ids":["https://openalex.org/I154347574"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5081398821","display_name":"Ivan \u0160tajduhar","orcid":"https://orcid.org/0000-0003-4758-7972"},"institutions":[{"id":"https://openalex.org/I154347574","display_name":"University of Rijeka","ror":"https://ror.org/05r8dqr10","country_code":"HR","type":"education","lineage":["https://openalex.org/I154347574"]}],"countries":["HR"],"is_corresponding":false,"raw_author_name":"I. Stajduhar","raw_affiliation_strings":["Faculty of Engineering, University of Rijeka, Rijeka, Croatia","University of Rijeka, Faculty of Engineering, Department of Computer Engineering, Croatia"],"affiliations":[{"raw_affiliation_string":"Faculty of Engineering, University of Rijeka, Rijeka, Croatia","institution_ids":["https://openalex.org/I154347574"]},{"raw_affiliation_string":"University of Rijeka, Faculty of Engineering, Department of Computer Engineering, Croatia","institution_ids":["https://openalex.org/I154347574"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5051498528"],"corresponding_institution_ids":["https://openalex.org/I154347574"],"apc_list":null,"apc_paid":null,"fwci":1.2018,"has_fulltext":false,"cited_by_count":37,"citation_normalized_percentile":{"value":0.81386998,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"1189","last_page":"1193"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":1.0,"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":1.0,"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":0.9832000136375427,"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"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9796000123023987,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/profitability-index","display_name":"Profitability index","score":0.7327584624290466},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.7224782109260559},{"id":"https://openalex.org/keywords/random-forest","display_name":"Random forest","score":0.6305207014083862},{"id":"https://openalex.org/keywords/stock-market-prediction","display_name":"Stock market prediction","score":0.5732414722442627},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5656391978263855},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5592138767242432},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5399776101112366},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5294365882873535},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.4641057252883911},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.4490965008735657},{"id":"https://openalex.org/keywords/technical-analysis","display_name":"Technical analysis","score":0.4487607777118683},{"id":"https://openalex.org/keywords/predictive-modelling","display_name":"Predictive modelling","score":0.42572903633117676},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2634827792644501},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.25532135367393494},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2147340178489685},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.21466892957687378},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.16928040981292725},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.11073684692382812},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.08958667516708374}],"concepts":[{"id":"https://openalex.org/C129361004","wikidata":"https://www.wikidata.org/wiki/Q2470236","display_name":"Profitability index","level":2,"score":0.7327584624290466},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.7224782109260559},{"id":"https://openalex.org/C169258074","wikidata":"https://www.wikidata.org/wiki/Q245748","display_name":"Random forest","level":2,"score":0.6305207014083862},{"id":"https://openalex.org/C2776256503","wikidata":"https://www.wikidata.org/wiki/Q7617906","display_name":"Stock market prediction","level":4,"score":0.5732414722442627},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5656391978263855},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5592138767242432},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5399776101112366},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5294365882873535},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.4641057252883911},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.4490965008735657},{"id":"https://openalex.org/C117245426","wikidata":"https://www.wikidata.org/wiki/Q235038","display_name":"Technical analysis","level":2,"score":0.4487607777118683},{"id":"https://openalex.org/C45804977","wikidata":"https://www.wikidata.org/wiki/Q7239673","display_name":"Predictive modelling","level":2,"score":0.42572903633117676},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2634827792644501},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.25532135367393494},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2147340178489685},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.21466892957687378},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.16928040981292725},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.11073684692382812},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.08958667516708374},{"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/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"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/mipro.2015.7160456","is_oa":false,"landing_page_url":"https://doi.org/10.1109/mipro.2015.7160456","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2015 38th International Convention on Information and Communication Technology, Electronics and Microelectronics (MIPRO)","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":21,"referenced_works":["https://openalex.org/W55959195","https://openalex.org/W82702175","https://openalex.org/W181010784","https://openalex.org/W1594031697","https://openalex.org/W1980836123","https://openalex.org/W1991433356","https://openalex.org/W2012079387","https://openalex.org/W2025053102","https://openalex.org/W2125055259","https://openalex.org/W2133990480","https://openalex.org/W2142431034","https://openalex.org/W2149706766","https://openalex.org/W2189285701","https://openalex.org/W2330820318","https://openalex.org/W2331514156","https://openalex.org/W2911964244","https://openalex.org/W2940897671","https://openalex.org/W4230871672","https://openalex.org/W4236137412","https://openalex.org/W6607466794","https://openalex.org/W6687315008"],"related_works":["https://openalex.org/W1863543693","https://openalex.org/W3195793285","https://openalex.org/W2005233533","https://openalex.org/W2994104012","https://openalex.org/W2952608433","https://openalex.org/W2060211884","https://openalex.org/W880995879","https://openalex.org/W3124114246","https://openalex.org/W2747966161","https://openalex.org/W3165885989"],"abstract_inverted_index":{"Stock":[0,78],"market":[1,25],"prediction":[2],"is":[3,101],"considered":[4],"to":[5,16],"be":[6],"a":[7,71],"challenging":[8],"task":[9],"for":[10,33,115,120],"both":[11],"investors":[12],"and":[13,19,46,69,118],"researchers,":[14],"due":[15],"its":[17],"profitability":[18],"intricate":[20],"complexity.":[21],"Highly":[22],"accurate":[23],"stock":[24,91],"predictive":[26,48],"models":[27,49,58,117],"are":[28,50,59,93],"very":[29],"often":[30],"the":[31,34,53,62,66,76],"basis":[32],"construction":[35],"of":[36,65,90,113],"algorithms":[37],"used":[38],"in":[39,87],"automated":[40],"trading.":[41],"In":[42],"this":[43],"paper,":[44],"5-days-ahead":[45,116],"10-days-ahead":[47,121],"built":[51,60],"using":[52,104],"random":[54],"forests":[55],"algorithm.":[56],"The":[57,98],"on":[61,70],"historical":[63],"data":[64],"CROBEX":[67],"index":[68],"few":[72],"companies":[73],"listed":[74],"at":[75],"Zagreb":[77],"Exchange":[79],"from":[80],"various":[81],"sectors.":[82],"Several":[83],"technical":[84],"indicators,":[85],"popular":[86],"quantitative":[88],"analysis":[89],"markets,":[92],"selected":[94],"as":[95],"model":[96],"inputs.":[97],"proposed":[99],"method":[100],"empirically":[102],"evaluated":[103],"stratified":[105],"10-fold":[106],"cross-validation,":[107],"achieving":[108],"an":[109],"average":[110],"classification":[111],"accuracy":[112],"76.5%":[114],"80.8%":[119],"models.":[122]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":6},{"year":2023,"cited_by_count":6},{"year":2022,"cited_by_count":7},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":7},{"year":2019,"cited_by_count":3},{"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"}