{"id":"https://openalex.org/W4408002877","doi":"https://doi.org/10.1177/18724981251320594","title":"Implementing a novel strategy to mitigate the risk associated with stock market investments: An examination of the KOSPI instance","display_name":"Implementing a novel strategy to mitigate the risk associated with stock market investments: An examination of the KOSPI instance","publication_year":2025,"publication_date":"2025-02-27","ids":{"openalex":"https://openalex.org/W4408002877","doi":"https://doi.org/10.1177/18724981251320594"},"language":"en","primary_location":{"id":"doi:10.1177/18724981251320594","is_oa":true,"landing_page_url":"https://doi.org/10.1177/18724981251320594","pdf_url":"https://journals.sagepub.com/doi/pdf/10.1177/18724981251320594","source":{"id":"https://openalex.org/S119727669","display_name":"Intelligent Decision Technologies","issn_l":"1872-4981","issn":["1872-4981","1875-8843"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Intelligent Decision Technologies","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://journals.sagepub.com/doi/pdf/10.1177/18724981251320594","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5080522897","display_name":"Qiaoqiao Chen","orcid":"https://orcid.org/0000-0002-3409-5402"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Qiaoqiao Chen","raw_affiliation_strings":["Liuzhou Institute of Technology Liuzhou, Guangxi, China"],"affiliations":[{"raw_affiliation_string":"Liuzhou Institute of Technology Liuzhou, Guangxi, China","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5080522897"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.05840243,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"19","issue":"4","first_page":"2717","last_page":"2737"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9954000115394592,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9954000115394592,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"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/T11059","display_name":"Market Dynamics and Volatility","score":0.9894000291824341,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.9890999794006348,"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/stock-market","display_name":"Stock market","score":0.5403525829315186},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.5285341143608093},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4647582769393921},{"id":"https://openalex.org/keywords/risk-analysis","display_name":"Risk analysis (engineering)","score":0.38886141777038574},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.3616821765899658},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3535308837890625},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.31789594888687134},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.20262014865875244},{"id":"https://openalex.org/keywords/biology","display_name":"Biology","score":0.14989519119262695},{"id":"https://openalex.org/keywords/mechanical-engineering","display_name":"Mechanical engineering","score":0.06427761912345886}],"concepts":[{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5403525829315186},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5285341143608093},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4647582769393921},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.38886141777038574},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3616821765899658},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3535308837890625},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.31789594888687134},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.20262014865875244},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.14989519119262695},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.06427761912345886},{"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:10.1177/18724981251320594","is_oa":true,"landing_page_url":"https://doi.org/10.1177/18724981251320594","pdf_url":"https://journals.sagepub.com/doi/pdf/10.1177/18724981251320594","source":{"id":"https://openalex.org/S119727669","display_name":"Intelligent Decision Technologies","issn_l":"1872-4981","issn":["1872-4981","1875-8843"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Intelligent Decision Technologies","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1177/18724981251320594","is_oa":true,"landing_page_url":"https://doi.org/10.1177/18724981251320594","pdf_url":"https://journals.sagepub.com/doi/pdf/10.1177/18724981251320594","source":{"id":"https://openalex.org/S119727669","display_name":"Intelligent Decision Technologies","issn_l":"1872-4981","issn":["1872-4981","1875-8843"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Intelligent Decision Technologies","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":false},"content_urls":{"pdf":"https://content.openalex.org/works/W4408002877.pdf"},"referenced_works_count":24,"referenced_works":["https://openalex.org/W883434633","https://openalex.org/W2014898289","https://openalex.org/W2110485445","https://openalex.org/W2586702902","https://openalex.org/W2890684297","https://openalex.org/W2902191103","https://openalex.org/W2964199361","https://openalex.org/W3016720366","https://openalex.org/W3023554814","https://openalex.org/W3033139834","https://openalex.org/W3080733778","https://openalex.org/W3081799531","https://openalex.org/W3122047221","https://openalex.org/W3125920393","https://openalex.org/W3164679211","https://openalex.org/W3169742823","https://openalex.org/W3195608281","https://openalex.org/W3198365811","https://openalex.org/W4212791338","https://openalex.org/W4283461200","https://openalex.org/W4284696872","https://openalex.org/W4291312948","https://openalex.org/W4318756601","https://openalex.org/W4323316194"],"related_works":["https://openalex.org/W2790538353","https://openalex.org/W2621001669","https://openalex.org/W3124259912","https://openalex.org/W3125012294","https://openalex.org/W2609171137","https://openalex.org/W3126051701","https://openalex.org/W1568159136","https://openalex.org/W2000029124","https://openalex.org/W2319057027","https://openalex.org/W2370669686"],"abstract_inverted_index":{"A":[0],"stock":[1,52,97,134,190,249],"market":[2,5,53],"is":[3,54,227,239],"a":[4,19,26,55],"where":[6],"people":[7],"buy":[8],"and":[9,28,34,48,73,83,145,212,233,238],"sell":[10],"shares":[11],"of":[12,21,25,32,62,80,88,103,113,157,177,180,247],"public":[13],"companies.":[14],"This":[15,116,182],"index":[16],"acts":[17],"as":[18,111],"measure":[20],"the":[22,30,35,44,51,60,78,84,104,155,158,170,174,202,222,230,244,248],"economic":[23],"well-being":[24],"country":[27],"shows":[29],"performance":[31],"companies":[33],"general":[36],"business":[37],"environment.":[38],"Stock":[39,106],"prices":[40],"are":[41],"influenced":[42],"by":[43],"relationship":[45],"between":[46],"supply":[47],"demand.":[49],"Forecasting":[50],"formidable":[56],"undertaking":[57],"due":[58],"to":[59,92,132,153,187,193,242],"presence":[61],"unpredictable":[63],"factors":[64],"that":[65,169,221],"impact":[66],"price":[67,98,191],"fluctuations.":[68],"Rapid":[69],"advances":[70],"in":[71,125],"AI":[72],"machine":[74],"learning":[75],"(ML)":[76],"approaches,":[77],"availability":[79],"vast":[81],"data,":[82],"increasing":[85],"processing":[86],"power":[87],"machines":[89],"provide":[90],"opportunities":[91],"develop":[93],"advanced":[94],"methods":[95,214,232],"for":[96,189,208],"prediction.":[99],"The":[100,205],"daily":[101],"data":[102],"Korea":[105],"Price":[107],"Index":[108],"was":[109,215],"analyzed":[110],"part":[112],"this":[114],"investigation.":[115],"study":[117,183],"utilizes":[118],"an":[119],"enhanced":[120],"Gated":[121],"Recurrent":[122],"Unit":[123],"(GRU)":[124],"conjunction":[126],"with":[127],"Battle":[128],"Royal":[129],"Optimization":[130],"(BRO)":[131],"forecast":[133],"prices.":[135],"Additionally,":[136],"two":[137],"other":[138],"optimizers,":[139],"namely":[140],"Grey":[141],"wolf":[142],"optimization":[143,148],"(GWO)":[144],"Moth":[146],"flame":[147],"(MFO),":[149],"have":[150],"been":[151],"used":[152,184],"optimize":[154],"hyperparameters":[156],"model.":[159],"Every":[160],"model":[161,172],"undergoes":[162],"assessment":[163],"based":[164],"on":[165],"certain":[166],"criteria,":[167],"revealing":[168],"suggested":[171],"achieves":[173],"highest":[175],"coefficient":[176],"determination":[178],"value":[179],"0.9963.":[181],"5-fold":[185],"cross-validation":[186],"BRO-GRU":[188,213,223],"prediction":[192],"ensure":[194],"generalizability":[195],"across":[196],"datasets.":[197],"Wilcoxon-based":[198],"statistical":[199],"testing":[200],"proved":[201],"model's":[203,224],"superiority.":[204],"training":[206,236],"time":[207],"GRU,":[209],"GWO-GRU,":[210],"MFO-GRU,":[211],"also":[216],"measured.":[217],"These":[218],"findings":[219],"show":[220],"predictive":[225],"accuracy":[226],"higher":[228],"than":[229],"compared":[231],"suggests":[234],"competitive":[235],"efficiency":[237],"better":[240],"suited":[241],"accommodate":[243],"volatile":[245],"nature":[246],"market.":[250]},"counts_by_year":[],"updated_date":"2025-12-28T23:10:05.387466","created_date":"2025-10-10T00:00:00"}
