{"id":"https://openalex.org/W2069365665","doi":"https://doi.org/10.1145/1143997.1144263","title":"A neural evolutionary approach to financial modeling","display_name":"A neural evolutionary approach to financial modeling","publication_year":2006,"publication_date":"2006-07-08","ids":{"openalex":"https://openalex.org/W2069365665","doi":"https://doi.org/10.1145/1143997.1144263","mag":"2069365665"},"language":"en","primary_location":{"id":"doi:10.1145/1143997.1144263","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1143997.1144263","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 8th annual conference on Genetic and evolutionary computation","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/A5021476457","display_name":"Antonia Azzini","orcid":"https://orcid.org/0000-0002-9066-1229"},"institutions":[{"id":"https://openalex.org/I189158943","display_name":"University of Milan","ror":"https://ror.org/00wjc7c48","country_code":"IT","type":"education","lineage":["https://openalex.org/I189158943"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Antonia Azzini","raw_affiliation_strings":["Universit\u00e0 degli Studi di Milano, Crema, Italy"],"affiliations":[{"raw_affiliation_string":"Universit\u00e0 degli Studi di Milano, Crema, Italy","institution_ids":["https://openalex.org/I189158943"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5079938701","display_name":"Andrea G. B. Tettamanzi","orcid":"https://orcid.org/0000-0002-8877-4654"},"institutions":[{"id":"https://openalex.org/I189158943","display_name":"University of Milan","ror":"https://ror.org/00wjc7c48","country_code":"IT","type":"education","lineage":["https://openalex.org/I189158943"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Andrea G.B. Tettamanzi","raw_affiliation_strings":["Universit\u00e0 degli Studi di Milano, Crema, Italy"],"affiliations":[{"raw_affiliation_string":"Universit\u00e0 degli Studi di Milano, Crema, Italy","institution_ids":["https://openalex.org/I189158943"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5021476457"],"corresponding_institution_ids":["https://openalex.org/I189158943"],"apc_list":null,"apc_paid":null,"fwci":7.9085,"has_fulltext":false,"cited_by_count":26,"citation_normalized_percentile":{"value":0.97176362,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"1605","last_page":"1612"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.9984999895095825,"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":0.9984999895095825,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.9943000078201294,"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/T10820","display_name":"Fuzzy Logic and Control Systems","score":0.9843999743461609,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/backpropagation","display_name":"Backpropagation","score":0.7192455530166626},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6950318813323975},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.6778262853622437},{"id":"https://openalex.org/keywords/sample","display_name":"Sample (material)","score":0.4662536382675171},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4626195728778839},{"id":"https://openalex.org/keywords/arbitrage","display_name":"Arbitrage","score":0.458980917930603},{"id":"https://openalex.org/keywords/financial-modeling","display_name":"Financial modeling","score":0.42804402112960815},{"id":"https://openalex.org/keywords/joint","display_name":"Joint (building)","score":0.4242265522480011},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3325643837451935},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2631303668022156},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.12363746762275696},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.11797842383384705}],"concepts":[{"id":"https://openalex.org/C155032097","wikidata":"https://www.wikidata.org/wiki/Q798503","display_name":"Backpropagation","level":3,"score":0.7192455530166626},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6950318813323975},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6778262853622437},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.4662536382675171},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4626195728778839},{"id":"https://openalex.org/C160623529","wikidata":"https://www.wikidata.org/wiki/Q273088","display_name":"Arbitrage","level":2,"score":0.458980917930603},{"id":"https://openalex.org/C23925645","wikidata":"https://www.wikidata.org/wiki/Q5449731","display_name":"Financial modeling","level":2,"score":0.42804402112960815},{"id":"https://openalex.org/C18555067","wikidata":"https://www.wikidata.org/wiki/Q8375051","display_name":"Joint (building)","level":2,"score":0.4242265522480011},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3325643837451935},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2631303668022156},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.12363746762275696},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.11797842383384705},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C170154142","wikidata":"https://www.wikidata.org/wiki/Q150737","display_name":"Architectural engineering","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1145/1143997.1144263","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1143997.1144263","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 8th annual conference on Genetic and evolutionary computation","raw_type":"proceedings-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.153.662","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.153.662","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.cs.bham.ac.uk/~wbl/biblio/gecco2006/docs/p1605.pdf","raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.221.4121","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.221.4121","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://mago.crema.unimi.it/pub/AzziniTettamanzi2006gecco.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17","score":0.4699999988079071}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W44465109","https://openalex.org/W98056105","https://openalex.org/W1491979629","https://openalex.org/W1498436455","https://openalex.org/W1532029644","https://openalex.org/W1581066146","https://openalex.org/W1971259134","https://openalex.org/W1976294505","https://openalex.org/W2068687506","https://openalex.org/W2109038936","https://openalex.org/W2111935653","https://openalex.org/W2124290836","https://openalex.org/W2134514463","https://openalex.org/W2142256019","https://openalex.org/W2166563835","https://openalex.org/W2913602408","https://openalex.org/W3142301639","https://openalex.org/W6678191276"],"related_works":["https://openalex.org/W4239286941","https://openalex.org/W2088845016","https://openalex.org/W589102260","https://openalex.org/W1966421350","https://openalex.org/W1868434454","https://openalex.org/W4366985237","https://openalex.org/W4367365565","https://openalex.org/W2128396103","https://openalex.org/W2810569973","https://openalex.org/W2143460795"],"abstract_inverted_index":{"This":[0],"paper":[1],"presents":[2],"an":[3],"approach":[4,26],"to":[5,30,56],"the":[6,39],"joint":[7],"optimization":[8],"of":[9,19,52],"neural":[10],"network":[11],"structure":[12],"and":[13,63],"weights":[14],"which":[15],"can":[16],"take":[17],"advantage":[18],"backpropagation":[20],"as":[21],"a":[22,31,35,54],"specialized":[23],"decoder.":[24],"The":[25],"has":[27],"been":[28],"applied":[29],"financial":[32,44],"problem,":[33],"whereby":[34],"factor":[36],"model":[37,55],"capturing":[38],"mutual":[40],"relationships":[41],"among":[42],"several":[43],"instruments":[45],"is":[46,59],"sought":[47],"for.":[48],"A":[49],"sample":[50],"application":[51],"such":[53],"statistical":[57],"arbitrage":[58],"also":[60],"presented.":[61],"Categories":[62],"Subject":[64],"Descriptors":[65],"I.2.6":[66],"[Artificial":[67],"Intelligence]:":[68],"Learning\u2014connectionism":[69]},"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}
