{"id":"https://openalex.org/W2027451724","doi":"https://doi.org/10.1145/1830761.1830884","title":"Trading in financial markets using pattern recognition optimized by genetic algorithms","display_name":"Trading in financial markets using pattern recognition optimized by genetic algorithms","publication_year":2010,"publication_date":"2010-07-07","ids":{"openalex":"https://openalex.org/W2027451724","doi":"https://doi.org/10.1145/1830761.1830884","mag":"2027451724"},"language":"en","primary_location":{"id":"doi:10.1145/1830761.1830884","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1830761.1830884","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 12th annual conference companion 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/A5082043382","display_name":"Paulo Parracho","orcid":null},"institutions":[{"id":"https://openalex.org/I4210120471","display_name":"Instituto de Telecomunica\u00e7\u00f5es","ror":"https://ror.org/02ht4fk33","country_code":"PT","type":"nonprofit","lineage":["https://openalex.org/I4210120471"]}],"countries":["PT"],"is_corresponding":false,"raw_author_name":"Paulo Parracho","raw_affiliation_strings":["Instituto de Telecomunica\u00e7\u00f5es, Lisbon, Portugal"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Instituto de Telecomunica\u00e7\u00f5es, Lisbon, Portugal","institution_ids":["https://openalex.org/I4210120471"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5053601068","display_name":"Rui Neves","orcid":"https://orcid.org/0000-0001-5482-9883"},"institutions":[{"id":"https://openalex.org/I4210120471","display_name":"Instituto de Telecomunica\u00e7\u00f5es","ror":"https://ror.org/02ht4fk33","country_code":"PT","type":"nonprofit","lineage":["https://openalex.org/I4210120471"]}],"countries":["PT"],"is_corresponding":false,"raw_author_name":"Rui Neves","raw_affiliation_strings":["Instituto de Telecomunica\u00e7\u00f5es, Lisbon, Portugal"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Instituto de Telecomunica\u00e7\u00f5es, Lisbon, Portugal","institution_ids":["https://openalex.org/I4210120471"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5056512471","display_name":"Nuno Horta","orcid":"https://orcid.org/0000-0002-1687-1447"},"institutions":[{"id":"https://openalex.org/I4210120471","display_name":"Instituto de Telecomunica\u00e7\u00f5es","ror":"https://ror.org/02ht4fk33","country_code":"PT","type":"nonprofit","lineage":["https://openalex.org/I4210120471"]}],"countries":["PT"],"is_corresponding":false,"raw_author_name":"Nuno Horta","raw_affiliation_strings":["Instituto de Telecomunica\u00e7\u00f5es, Lisbon, Portugal"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Instituto de Telecomunica\u00e7\u00f5es, Lisbon, Portugal","institution_ids":["https://openalex.org/I4210120471"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":14,"citation_normalized_percentile":{"value":0.11048285,"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":"2105","last_page":"2106"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9987999796867371,"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"}},"topics":[{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9987999796867371,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.9980999827384949,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9936000108718872,"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/computer-science","display_name":"Computer science","score":0.6963109374046326},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.6445867419242859},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.6174344420433044},{"id":"https://openalex.org/keywords/stock-trading","display_name":"Stock trading","score":0.5142238140106201},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5032841563224792},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.4817226231098175},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"Genetic algorithm","score":0.46550896763801575},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.4272310137748718},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.40556371212005615},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.3658137321472168},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3650883436203003},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.2943476736545563},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.14453411102294922},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.0781269371509552}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6963109374046326},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.6445867419242859},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.6174344420433044},{"id":"https://openalex.org/C2989233474","wikidata":"https://www.wikidata.org/wiki/Q7831917","display_name":"Stock trading","level":4,"score":0.5142238140106201},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5032841563224792},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4817226231098175},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.46550896763801575},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.4272310137748718},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.40556371212005615},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.3658137321472168},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3650883436203003},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.2943476736545563},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.14453411102294922},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0781269371509552},{"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/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"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/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/1830761.1830884","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1830761.1830884","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 12th annual conference companion on Genetic and evolutionary computation","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","display_name":"Industry, innovation and infrastructure","score":0.5199999809265137}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W1499049447","https://openalex.org/W1571851576","https://openalex.org/W1581358077","https://openalex.org/W1589922412","https://openalex.org/W1979611805","https://openalex.org/W1992870730","https://openalex.org/W1999356166","https://openalex.org/W2001751530","https://openalex.org/W2037912615","https://openalex.org/W2038221107","https://openalex.org/W2040148652","https://openalex.org/W2066796814","https://openalex.org/W2069042070","https://openalex.org/W2086086639","https://openalex.org/W2088368893","https://openalex.org/W2092885781","https://openalex.org/W2095484357","https://openalex.org/W2107633943","https://openalex.org/W2112880279","https://openalex.org/W2142859226","https://openalex.org/W2154892776","https://openalex.org/W2340139652"],"related_works":["https://openalex.org/W4313491999","https://openalex.org/W4311922785","https://openalex.org/W4286702726","https://openalex.org/W78115955","https://openalex.org/W3175255688","https://openalex.org/W2144176215","https://openalex.org/W3176836227","https://openalex.org/W1497538559","https://openalex.org/W2886042381","https://openalex.org/W2155646692"],"abstract_inverted_index":{"In":[0],"this":[1,45],"paper":[2],"a":[3,49,64],"trading":[4,25],"algorithm":[5],"which":[6],"identifies":[7],"up":[8],"trends":[9],"on":[10,30],"selected":[11],"stock":[12],"indexes":[13],"is":[14,17,42],"proposed.":[15],"This":[16,55],"accomplished":[18],"by":[19],"applying":[20],"Intelligent":[21],"Computation":[22],"techniques":[23],"to":[24,76],"rules":[26],"that":[27,44],"are":[28,38],"based":[29],"the":[31,53,61,70,74],"recognition":[32],"of":[33,67],"an":[34],"upward":[35],"pattern.":[36],"Results":[37],"promising":[39],"and":[40],"it":[41],"shown":[43],"application":[46],"easily":[47],"beats":[48],"passive":[50],"approach,":[51],"like":[52],"Buy&Hold.":[54],"methodology":[56],"achieves":[57],"+40%":[58],"return":[59,66],"for":[60,69],"S&P500":[62],"against":[63],"negative":[65],"-4.69%":[68],"Buy&Hold":[71],"strategy,":[72],"in":[73],"2005":[75],"2010":[77],"period.":[78]},"counts_by_year":[{"year":2023,"cited_by_count":4},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":3},{"year":2014,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
