{"id":"https://openalex.org/W4205413455","doi":"https://doi.org/10.1155/2022/8196436","title":"Analyzing the Association between Pattern and Returns Using Goodman\u2013Kruskal Prediction Error Reduction Index ( <i>\u03bb</i> )","display_name":"Analyzing the Association between Pattern and Returns Using Goodman\u2013Kruskal Prediction Error Reduction Index ( <i>\u03bb</i> )","publication_year":2022,"publication_date":"2022-01-01","ids":{"openalex":"https://openalex.org/W4205413455","doi":"https://doi.org/10.1155/2022/8196436"},"language":"en","primary_location":{"id":"doi:10.1155/2022/8196436","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2022/8196436","pdf_url":"https://downloads.hindawi.com/journals/complexity/2022/8196436.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://downloads.hindawi.com/journals/complexity/2022/8196436.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5077567294","display_name":"Parmod Kumar Paul","orcid":"https://orcid.org/0000-0003-0356-6045"},"institutions":[{"id":"https://openalex.org/I154549908","display_name":"Indian Institute of Technology Jodhpur","ror":"https://ror.org/03yacj906","country_code":"IN","type":"education","lineage":["https://openalex.org/I154549908"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Parmod Kumar Paul","raw_affiliation_strings":["Dept. of Mathematics, Indian Institute of Technology, Jodhpur, India","Dept. of Mathematics, Indian Institute of Technology, Jodhpur"],"affiliations":[{"raw_affiliation_string":"Dept. of Mathematics, Indian Institute of Technology, Jodhpur, India","institution_ids":["https://openalex.org/I154549908"]},{"raw_affiliation_string":"Dept. of Mathematics, Indian Institute of Technology, Jodhpur","institution_ids":["https://openalex.org/I154549908"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5078150831","display_name":"Om Prakash Mahela","orcid":"https://orcid.org/0000-0001-5995-6806"},"institutions":[{"id":"https://openalex.org/I134140186","display_name":"NIIT (India)","ror":"https://ror.org/05w6t8s34","country_code":"IN","type":"company","lineage":["https://openalex.org/I134140186"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Om Prakash Mahela","raw_affiliation_strings":["Power System Planning Division, Rajasthan Rajya Vidyut Prasaran Nigam Ltd., Rajasthan, India","Power System Planning Division, Rajasthan Rajya Vidyut Prasaran Nigam Ltd., Rajasthan"],"affiliations":[{"raw_affiliation_string":"Power System Planning Division, Rajasthan Rajya Vidyut Prasaran Nigam Ltd., Rajasthan, India","institution_ids":["https://openalex.org/I134140186"]},{"raw_affiliation_string":"Power System Planning Division, Rajasthan Rajya Vidyut Prasaran Nigam Ltd., Rajasthan","institution_ids":["https://openalex.org/I134140186"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5086544678","display_name":"Baseem Khan","orcid":"https://orcid.org/0000-0002-0562-0933"},"institutions":[{"id":"https://openalex.org/I193649603","display_name":"Hawassa University","ror":"https://ror.org/04r15fz20","country_code":"ET","type":"education","lineage":["https://openalex.org/I193649603"]}],"countries":["ET"],"is_corresponding":true,"raw_author_name":"Baseem Khan","raw_affiliation_strings":["Department of Electrical and Computer Engineering, Hawassa University, Awassa, Ethiopia","Department of Electrical and Computer Engineering, Hawassa University, Awassa"],"affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering, Hawassa University, Awassa, Ethiopia","institution_ids":["https://openalex.org/I193649603"]},{"raw_affiliation_string":"Department of Electrical and Computer Engineering, Hawassa University, Awassa","institution_ids":["https://openalex.org/I193649603"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5086544678"],"corresponding_institution_ids":["https://openalex.org/I193649603"],"apc_list":{"value":2300,"currency":"USD","value_usd":2300},"apc_paid":{"value":2300,"currency":"USD","value_usd":2300},"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.00856366,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"2022","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9980000257492065,"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":0.9980000257492065,"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":0.9961000084877014,"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.9958999752998352,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.7331530451774597},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5381709933280945},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.5360705256462097},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.47758010029792786},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.4634957015514374},{"id":"https://openalex.org/keywords/reduction","display_name":"Reduction (mathematics)","score":0.44894102215766907},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.43584734201431274},{"id":"https://openalex.org/keywords/forecast-error","display_name":"Forecast error","score":0.4314122498035431},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4152373671531677},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.1975696086883545},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.18804919719696045},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1721615195274353},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.06640684604644775}],"concepts":[{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.7331530451774597},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5381709933280945},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5360705256462097},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.47758010029792786},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.4634957015514374},{"id":"https://openalex.org/C111335779","wikidata":"https://www.wikidata.org/wiki/Q3454686","display_name":"Reduction (mathematics)","level":2,"score":0.44894102215766907},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.43584734201431274},{"id":"https://openalex.org/C174303752","wikidata":"https://www.wikidata.org/wiki/Q3624438","display_name":"Forecast error","level":2,"score":0.4314122498035431},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4152373671531677},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.1975696086883545},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.18804919719696045},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1721615195274353},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.06640684604644775},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"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},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1155/2022/8196436","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2022/8196436","pdf_url":"https://downloads.hindawi.com/journals/complexity/2022/8196436.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:953ce076cb814b72a34127fec3951d1f","is_oa":true,"landing_page_url":"https://doaj.org/article/953ce076cb814b72a34127fec3951d1f","pdf_url":null,"source":{"id":"https://openalex.org/S112646816","display_name":"SHILAP Revista de lepidopterolog\u00eda","issn_l":"0300-5267","issn":["0300-5267","2340-4078"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Complexity, Vol 2022 (2022)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1155/2022/8196436","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2022/8196436","pdf_url":"https://downloads.hindawi.com/journals/complexity/2022/8196436.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4205413455.pdf","grobid_xml":"https://content.openalex.org/works/W4205413455.grobid-xml"},"referenced_works_count":25,"referenced_works":["https://openalex.org/W1490496491","https://openalex.org/W2026593188","https://openalex.org/W2125780723","https://openalex.org/W2152575748","https://openalex.org/W2153285419","https://openalex.org/W2174463204","https://openalex.org/W2273892608","https://openalex.org/W2409536534","https://openalex.org/W2624871570","https://openalex.org/W2892170400","https://openalex.org/W2939046112","https://openalex.org/W2989876423","https://openalex.org/W3021287592","https://openalex.org/W3024133908","https://openalex.org/W3083811368","https://openalex.org/W3100014799","https://openalex.org/W3120269867","https://openalex.org/W3125920393","https://openalex.org/W3128721486","https://openalex.org/W3132700614","https://openalex.org/W3147380067","https://openalex.org/W4240033880","https://openalex.org/W4250015094","https://openalex.org/W4252344625","https://openalex.org/W4293257135"],"related_works":["https://openalex.org/W2552050053","https://openalex.org/W2119158312","https://openalex.org/W3121252746","https://openalex.org/W2872091761","https://openalex.org/W2135571688","https://openalex.org/W3123463616","https://openalex.org/W4319998400","https://openalex.org/W2896849798","https://openalex.org/W414926606","https://openalex.org/W3081451161"],"abstract_inverted_index":{"For":[0],"selecting":[1],"and":[2,11,55,105],"interpreting":[3],"appropriate":[4],"behaviour":[5],"of":[6,30,36,50,75,83,91,107],"proportion":[7],"between":[8,53],"buy/neutral/sell":[9],"patterns":[10,54,78,92],"high/moderate/low":[12],"returns,":[13],"the":[14,31,41,51,60,73,89,97,113],"prediction":[15,62,74,90,98],"error":[16,35,63,85],"reduction":[17,33,64],"index":[18,65,99],"is":[19,25,57,79],"a":[20],"very":[21],"useful":[22],"tool.":[23],"It":[24],"operationally":[26],"interpretable":[27],"in":[28,34],"terms":[29],"proportional":[32],"estimation.":[37],"We":[38,95],"first":[39],"obtain":[40],"buy/sell":[42],"pattern":[43],"using":[44],"an":[45],"Optimal":[46],"Band.":[47],"The":[48],"analysis":[49,70],"association":[52],"returns":[56,76],"based":[58],"on":[59],"Goodman\u2013Kruskal":[61],"(":[66],"\u03bb":[67],").":[68],"Empirical":[69],"suggests":[71],"that":[72],"from":[77,93],"more":[80],"impressive":[81],"or":[82],"less":[84],"as":[86],"compared":[87],"to":[88],"returns.":[94],"demonstrated":[96],"for":[100,112],"Index":[101],"NIFTY":[102],"50,":[103],"BANK\u2010NIFTY,":[104],"NIFTY\u2010IT":[106],"NSE":[108],"(National":[109],"Stock":[110],"Exchange),":[111],"period":[114],"2010\u20132020.":[115]},"counts_by_year":[],"updated_date":"2026-01-25T23:04:38.658462","created_date":"2022-01-26T00:00:00"}