{"id":"https://openalex.org/W3034336179","doi":"https://doi.org/10.1145/3401832.3402679","title":"Leveraging the explainability of associative classifiers to support quantitative stock trading","display_name":"Leveraging the explainability of associative classifiers to support quantitative stock trading","publication_year":2020,"publication_date":"2020-06-14","ids":{"openalex":"https://openalex.org/W3034336179","doi":"https://doi.org/10.1145/3401832.3402679","mag":"3034336179"},"language":"en","primary_location":{"id":"doi:10.1145/3401832.3402679","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3401832.3402679","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Sixth International Workshop on Data Science for Macro-Modeling","raw_type":"proceedings-article"},"type":"conference-paper","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/A5001986834","display_name":"Giuseppe Attanasio","orcid":"https://orcid.org/0000-0001-6945-3698"},"institutions":[{"id":"https://openalex.org/I177477856","display_name":"Politecnico di Torino","ror":"https://ror.org/00bgk9508","country_code":"IT","type":"education","lineage":["https://openalex.org/I177477856"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Giuseppe Attanasio","raw_affiliation_strings":["Politecnico di Torino, Torino, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Politecnico di Torino, Torino, Italy","institution_ids":["https://openalex.org/I177477856"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5001746215","display_name":"Luca Cagliero","orcid":"https://orcid.org/0000-0002-7185-5247"},"institutions":[{"id":"https://openalex.org/I177477856","display_name":"Politecnico di Torino","ror":"https://ror.org/00bgk9508","country_code":"IT","type":"education","lineage":["https://openalex.org/I177477856"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Luca Cagliero","raw_affiliation_strings":["Politecnico di Torino, Torino, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Politecnico di Torino, Torino, Italy","institution_ids":["https://openalex.org/I177477856"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5001695309","display_name":"Elena Baralis","orcid":"https://orcid.org/0000-0001-9231-467X"},"institutions":[{"id":"https://openalex.org/I177477856","display_name":"Politecnico di Torino","ror":"https://ror.org/00bgk9508","country_code":"IT","type":"education","lineage":["https://openalex.org/I177477856"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Elena Baralis","raw_affiliation_strings":["Politecnico di Torino, Torino, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Politecnico di Torino, Torino, Italy","institution_ids":["https://openalex.org/I177477856"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I177477856"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"6"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9983999729156494,"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":0.9983999729156494,"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":0.9955999851226807,"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"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9922000169754028,"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/associative-property","display_name":"Associative property","score":0.6856878399848938},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6200021505355835},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.6188123822212219},{"id":"https://openalex.org/keywords/variety","display_name":"Variety (cybernetics)","score":0.6149740219116211},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5957213640213013},{"id":"https://openalex.org/keywords/stock-trading","display_name":"Stock trading","score":0.5771265029907227},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.49813413619995117},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.4880439341068268},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.47904932498931885},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.443838894367218},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4392831325531006},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.23030099272727966},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.22287800908088684},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.09550586342811584}],"concepts":[{"id":"https://openalex.org/C159423971","wikidata":"https://www.wikidata.org/wiki/Q177251","display_name":"Associative property","level":2,"score":0.6856878399848938},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6200021505355835},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6188123822212219},{"id":"https://openalex.org/C136197465","wikidata":"https://www.wikidata.org/wiki/Q1729295","display_name":"Variety (cybernetics)","level":2,"score":0.6149740219116211},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5957213640213013},{"id":"https://openalex.org/C2989233474","wikidata":"https://www.wikidata.org/wiki/Q7831917","display_name":"Stock trading","level":4,"score":0.5771265029907227},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.49813413619995117},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4880439341068268},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.47904932498931885},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.443838894367218},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4392831325531006},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.23030099272727966},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.22287800908088684},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.09550586342811584},{"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/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"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/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3401832.3402679","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3401832.3402679","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Sixth International Workshop on Data Science for Macro-Modeling","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals","score":0.5099999904632568}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":11,"referenced_works":["https://openalex.org/W1898724844","https://openalex.org/W2005346797","https://openalex.org/W2069178824","https://openalex.org/W2111204393","https://openalex.org/W2136565860","https://openalex.org/W2263406265","https://openalex.org/W2751263409","https://openalex.org/W2969674357","https://openalex.org/W2994949492","https://openalex.org/W2997591727","https://openalex.org/W4252684946"],"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/W1564421840","https://openalex.org/W1497538559","https://openalex.org/W2886042381"],"abstract_inverted_index":{"Forecasting":[0],"the":[1,9,23,46],"stock":[2,31],"market":[3],"is":[4],"particularly":[5],"challenging":[6],"due":[7],"to":[8,43,62,66],"presence":[10],"of":[11,14,25,58],"a":[12,40],"variety":[13],"inter-related":[15],"economic":[16],"and":[17,68],"political":[18],"factors.":[19],"In":[20],"recent":[21],"years,":[22],"application":[24],"Machine":[26],"Learning":[27],"algorithms":[28],"in":[29,45],"quantitative":[30],"trading":[32],"systems":[33],"has":[34],"become":[35],"established,":[36],"as":[37],"it":[38],"enables":[39],"data-driven":[41],"approach":[42],"investing":[44],"financial":[47],"markets.":[48],"However,":[49],"most":[50],"professional":[51],"traders":[52],"still":[53],"look":[54],"for":[55],"an":[56],"explanation":[57],"automatically":[59],"generated":[60],"signals":[61],"verify":[63],"their":[64],"adherence":[65],"technical":[67],"fundamental":[69],"rules.":[70]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2020,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}