{"id":"https://openalex.org/W2897841117","doi":"https://doi.org/10.1145/3207677.3277966","title":"Predicting Chinese Stock Market Price Trend Using Machine Learning Approach","display_name":"Predicting Chinese Stock Market Price Trend Using Machine Learning Approach","publication_year":2018,"publication_date":"2018-10-18","ids":{"openalex":"https://openalex.org/W2897841117","doi":"https://doi.org/10.1145/3207677.3277966","mag":"2897841117"},"language":"en","primary_location":{"id":"doi:10.1145/3207677.3277966","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3207677.3277966","pdf_url":null,"source":{"id":"https://openalex.org/S4306523741","display_name":"Proceedings of the 2nd International Conference on Computer Science and Application Engineering","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2nd International Conference on Computer Science and Application Engineering","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/A5023787090","display_name":"Chongyang Zhang","orcid":"https://orcid.org/0000-0001-7292-0445"},"institutions":[{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"funder","lineage":["https://openalex.org/I19820366"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Chongyang Zhang","raw_affiliation_strings":["Institution of Automation, Chinese Academy of Sciences, Beijing, China"],"affiliations":[{"raw_affiliation_string":"Institution of Automation, Chinese Academy of Sciences, Beijing, China","institution_ids":["https://openalex.org/I19820366"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5112425481","display_name":"Zhi Ji","orcid":null},"institutions":[{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"funder","lineage":["https://openalex.org/I19820366"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhi Ji","raw_affiliation_strings":["Institution of Automation, Chinese Academy of Sciences, Beijing, China"],"affiliations":[{"raw_affiliation_string":"Institution of Automation, Chinese Academy of Sciences, Beijing, China","institution_ids":["https://openalex.org/I19820366"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5115591809","display_name":"Jixiang Zhang","orcid":"https://orcid.org/0009-0002-7135-6197"},"institutions":[{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"funder","lineage":["https://openalex.org/I19820366"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jixiang Zhang","raw_affiliation_strings":["Institution of Automation, Chinese Academy of Sciences, Beijing, China"],"affiliations":[{"raw_affiliation_string":"Institution of Automation, Chinese Academy of Sciences, Beijing, China","institution_ids":["https://openalex.org/I19820366"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5001003525","display_name":"Yanqing Wang","orcid":"https://orcid.org/0000-0002-3054-3079"},"institutions":[{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"funder","lineage":["https://openalex.org/I19820366"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yanqing Wang","raw_affiliation_strings":["Institution of Automation, Chinese Academy of Sciences, Beijing, China"],"affiliations":[{"raw_affiliation_string":"Institution of Automation, Chinese Academy of Sciences, Beijing, China","institution_ids":["https://openalex.org/I19820366"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5053198002","display_name":"Xingzhi Zhao","orcid":null},"institutions":[{"id":"https://openalex.org/I4210141198","display_name":"Office of the Governor","ror":"https://ror.org/04jjxrc37","country_code":"US","type":"government","lineage":["https://openalex.org/I4210141198"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Xingzhi Zhao","raw_affiliation_strings":["The Governor's Academy, Massachusetts, United States of America"],"affiliations":[{"raw_affiliation_string":"The Governor's Academy, Massachusetts, United States of America","institution_ids":["https://openalex.org/I4210141198"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5103134845","display_name":"Yiping Yang","orcid":"https://orcid.org/0000-0003-4426-2283"},"institutions":[{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"funder","lineage":["https://openalex.org/I19820366"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yiping Yang","raw_affiliation_strings":["Institution of Automation, Chinese Academy of Sciences, Beijing, China"],"affiliations":[{"raw_affiliation_string":"Institution of Automation, Chinese Academy of Sciences, Beijing, China","institution_ids":["https://openalex.org/I19820366"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":6,"corresponding_author_ids":["https://openalex.org/A5023787090"],"corresponding_institution_ids":["https://openalex.org/I19820366"],"apc_list":null,"apc_paid":null,"fwci":1.0479,"has_fulltext":false,"cited_by_count":18,"citation_normalized_percentile":{"value":0.7798574,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"5"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998999834060669,"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":0.9998999834060669,"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.9926999807357788,"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/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9915000200271606,"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/computer-science","display_name":"Computer science","score":0.664559006690979},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.584297776222229},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.5620652437210083},{"id":"https://openalex.org/keywords/technical-analysis","display_name":"Technical analysis","score":0.543769359588623},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5294634699821472},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.5235992670059204},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.4973035156726837},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.47748491168022156},{"id":"https://openalex.org/keywords/stock-price","display_name":"Stock price","score":0.44416308403015137},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.423397958278656},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.19962278008460999},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.19044950604438782},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.17230045795440674},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.11305791139602661},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.10718372464179993}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.664559006690979},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.584297776222229},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.5620652437210083},{"id":"https://openalex.org/C117245426","wikidata":"https://www.wikidata.org/wiki/Q235038","display_name":"Technical analysis","level":2,"score":0.543769359588623},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5294634699821472},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.5235992670059204},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.4973035156726837},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.47748491168022156},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.44416308403015137},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.423397958278656},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.19962278008460999},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.19044950604438782},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.17230045795440674},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.11305791139602661},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.10718372464179993},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"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/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/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3207677.3277966","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3207677.3277966","pdf_url":null,"source":{"id":"https://openalex.org/S4306523741","display_name":"Proceedings of the 2nd International Conference on Computer Science and Application Engineering","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2nd International Conference on Computer Science and Application Engineering","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W333233685","https://openalex.org/W1966676388","https://openalex.org/W1979161824","https://openalex.org/W2007907687","https://openalex.org/W2038227460","https://openalex.org/W2121236495","https://openalex.org/W2121367231","https://openalex.org/W2255004110","https://openalex.org/W2510046892","https://openalex.org/W2513171930","https://openalex.org/W2566564364","https://openalex.org/W2567401114","https://openalex.org/W2572554044","https://openalex.org/W2600656122","https://openalex.org/W2609289641"],"related_works":["https://openalex.org/W2370669686","https://openalex.org/W4402020334","https://openalex.org/W247222457","https://openalex.org/W1488120909","https://openalex.org/W3124131549","https://openalex.org/W3109225388","https://openalex.org/W2152348935","https://openalex.org/W2887069341","https://openalex.org/W2554106722","https://openalex.org/W1797892342"],"abstract_inverted_index":{"The":[0,33,43],"stock1":[1],"market":[2],"is":[3,36,56],"dynamic,":[4],"noisy":[5],"and":[6,55],"hard":[7],"to":[8,25,58],"predict.":[9],"In":[10],"this":[11],"paper,":[12],"we":[13],"explored":[14],"four":[15],"machine":[16],"learning":[17],"models":[18,54],"using":[19],"technical":[20],"indicators":[21],"as":[22],"input":[23],"features":[24],"predict":[26],"the":[27,51],"price":[28],"trend":[29],"30":[30],"days":[31],"later.":[32],"experimental":[34],"dataset":[35],"Shanghai":[37],"Stock":[38],"Exchange(SSE)":[39],"50":[40],"index":[41],"stocks.":[42],"result":[44],"demonstrates":[45],"that":[46],"ANN":[47],"performs":[48],"better":[49],"than":[50],"other":[52],"three":[53],"promising":[57],"find":[59],"some":[60],"profitable":[61],"patterns.":[62]},"counts_by_year":[{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":8},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
