{"id":"https://openalex.org/W4226478959","doi":"https://doi.org/10.1145/3507548.3507593","title":"The Portfolio Model Based on Temporal Convolution Networks and the Empirical Research on Chinese Stock Market","display_name":"The Portfolio Model Based on Temporal Convolution Networks and the Empirical Research on Chinese Stock Market","publication_year":2021,"publication_date":"2021-12-04","ids":{"openalex":"https://openalex.org/W4226478959","doi":"https://doi.org/10.1145/3507548.3507593"},"language":"en","primary_location":{"id":"doi:10.1145/3507548.3507593","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3507548.3507593","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2021 5th International Conference on Computer Science and Artificial Intelligence","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/A5108116186","display_name":"Rui Zhang","orcid":"https://orcid.org/0000-0002-6605-2458"},"institutions":[{"id":"https://openalex.org/I21193070","display_name":"Beijing Jiaotong University","ror":"https://ror.org/01yj56c84","country_code":"CN","type":"education","lineage":["https://openalex.org/I21193070"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Rui Zhang","raw_affiliation_strings":["Beijing Jiaotong University, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Beijing Jiaotong University, China","institution_ids":["https://openalex.org/I21193070"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5040458103","display_name":"Zuoquan Zhang","orcid":"https://orcid.org/0000-0001-7520-8808"},"institutions":[{"id":"https://openalex.org/I21193070","display_name":"Beijing Jiaotong University","ror":"https://ror.org/01yj56c84","country_code":"CN","type":"education","lineage":["https://openalex.org/I21193070"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zuoquan Zhang","raw_affiliation_strings":["Beijing Jiaotong University, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Beijing Jiaotong University, China","institution_ids":["https://openalex.org/I21193070"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5021902662","display_name":"Marui Du","orcid":"https://orcid.org/0000-0002-9203-1298"},"institutions":[{"id":"https://openalex.org/I21193070","display_name":"Beijing Jiaotong University","ror":"https://ror.org/01yj56c84","country_code":"CN","type":"education","lineage":["https://openalex.org/I21193070"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Marui Du","raw_affiliation_strings":["Beijing Jiaotong University, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Beijing Jiaotong University, China","institution_ids":["https://openalex.org/I21193070"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100413293","display_name":"Xiaomin Wang","orcid":"https://orcid.org/0000-0002-1761-7459"},"institutions":[{"id":"https://openalex.org/I21193070","display_name":"Beijing Jiaotong University","ror":"https://ror.org/01yj56c84","country_code":"CN","type":"education","lineage":["https://openalex.org/I21193070"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xiaomin Wang","raw_affiliation_strings":["Beijing Jiaotong University, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Beijing Jiaotong University, China","institution_ids":["https://openalex.org/I21193070"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I21193070"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.18148853,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"290","last_page":"295"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9939000010490417,"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"}},"topics":[{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9939000010490417,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.9916999936103821,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.9541000127792358,"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/beijing","display_name":"Beijing","score":0.9649834632873535},{"id":"https://openalex.org/keywords/china","display_name":"China","score":0.7550503015518188},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5200009942054749},{"id":"https://openalex.org/keywords/citation","display_name":"Citation","score":0.4917748272418976},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.48226433992385864},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4708171486854553},{"id":"https://openalex.org/keywords/empirical-research","display_name":"Empirical research","score":0.46060875058174133},{"id":"https://openalex.org/keywords/zh\u00e0ng","display_name":"Zh\u00e0ng","score":0.4585568308830261},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.3117660582065582},{"id":"https://openalex.org/keywords/library-science","display_name":"Library science","score":0.30217909812927246},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.27790531516075134},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.15205425024032593},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.11176782846450806},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.09885174036026001}],"concepts":[{"id":"https://openalex.org/C2778304055","wikidata":"https://www.wikidata.org/wiki/Q657474","display_name":"Beijing","level":3,"score":0.9649834632873535},{"id":"https://openalex.org/C191935318","wikidata":"https://www.wikidata.org/wiki/Q148","display_name":"China","level":2,"score":0.7550503015518188},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5200009942054749},{"id":"https://openalex.org/C2778805511","wikidata":"https://www.wikidata.org/wiki/Q1713","display_name":"Citation","level":2,"score":0.4917748272418976},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.48226433992385864},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4708171486854553},{"id":"https://openalex.org/C120936955","wikidata":"https://www.wikidata.org/wiki/Q2155640","display_name":"Empirical research","level":2,"score":0.46060875058174133},{"id":"https://openalex.org/C2777045944","wikidata":"https://www.wikidata.org/wiki/Q12170198","display_name":"Zh\u00e0ng","level":3,"score":0.4585568308830261},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3117660582065582},{"id":"https://openalex.org/C161191863","wikidata":"https://www.wikidata.org/wiki/Q199655","display_name":"Library science","level":1,"score":0.30217909812927246},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.27790531516075134},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.15205425024032593},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.11176782846450806},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.09885174036026001},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3507548.3507593","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3507548.3507593","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2021 5th International Conference on Computer Science and Artificial Intelligence","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.41999998688697815,"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals"}],"awards":[{"id":"https://openalex.org/G6652004446","display_name":null,"funder_award_id":"K2020Z002","funder_id":"https://openalex.org/F4320316125","funder_display_name":"China Railway"}],"funders":[{"id":"https://openalex.org/F4320316125","display_name":"China Railway","ror":"https://ror.org/044wv3489"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W1993821751","https://openalex.org/W2038865108","https://openalex.org/W2042456949","https://openalex.org/W2049386744","https://openalex.org/W2064675550","https://openalex.org/W2073103707","https://openalex.org/W2110485445","https://openalex.org/W2111951371","https://openalex.org/W2194775991","https://openalex.org/W2302255633","https://openalex.org/W2772801618","https://openalex.org/W3036201112","https://openalex.org/W3109842864"],"related_works":["https://openalex.org/W2364559953","https://openalex.org/W2375840727","https://openalex.org/W2389678104","https://openalex.org/W2015747722","https://openalex.org/W2375137083","https://openalex.org/W2362050182","https://openalex.org/W2382418233","https://openalex.org/W2380507695","https://openalex.org/W2367687999","https://openalex.org/W2369897927"],"abstract_inverted_index":{"research-article":[0],"Share":[1],"on":[2,7,15,77,130],"The":[3],"Portfolio":[4],"Model":[5],"Based":[6],"Temporal":[8],"Convolution":[9],"Networks":[10],"and":[11,80,107],"the":[12,131],"Empirical":[13],"Research":[14],"Chinese":[16],"Stock":[17],"Market":[18],"Authors:":[19],"Rui":[20],"Zhang":[21,33],"Beijing":[22,26,34,38,46,50,58,62],"Jiaotong":[23,27,35,39,47,51,59,63],"University,":[24,28,36,40,48,52,60,64],"China":[25,37,49,61],"ChinaView":[29,41,53,65],"Profile":[30,42,54,66],",":[31,43,55],"Zuoquan":[32],"Marui":[44],"Du":[45],"Xiaomin":[56],"Wang":[57],"Authors":[67],"Info":[68],"&":[69],"Claims":[70],"CSAI":[71],"2021:":[72],"2021":[73,83],"5th":[74],"International":[75],"Conference":[76],"Computer":[78],"Science":[79],"Artificial":[81],"IntelligenceDecember":[82],"Pages":[84],"290\u2013295https://doi.org/10.1145/3507548.3507593Online:09":[85],"March":[86],"2022Publication":[87],"History":[88],"0citation11DownloadsMetricsTotal":[89],"Citations0Total":[90],"Downloads11Last":[91],"12":[92],"Months11Last":[93],"6":[94],"weeks1":[95],"Get":[96],"Citation":[97,99,137],"AlertsNew":[98],"Alert":[100],"added!This":[101],"alert":[102,127],"has":[103,122],"been":[104,123],"successfully":[105],"added":[106],"will":[108,112],"be":[109,113],"sent":[110],"to:You":[111],"notified":[114],"whenever":[115],"a":[116,149],"record":[117],"that":[118],"you":[119],"have":[120],"chosen":[121],"cited.To":[124],"manage":[125],"your":[126,142],"preferences,":[128],"click":[129],"button":[132],"below.Manage":[133],"my":[134],"Alerts":[135],"New":[136,150],"Alert!Please":[138],"log":[139],"in":[140],"to":[141,145,147],"account":[143],"Save":[144],"BinderSave":[146],"BinderCreate":[148],"BinderNameCancelCreateExport":[151],"CitationPublisher":[152],"SiteGet":[153],"Access":[154]},"counts_by_year":[],"updated_date":"2026-06-26T08:34:08.712188","created_date":"2025-10-10T00:00:00"}
