{"id":"https://openalex.org/W3013877256","doi":"https://doi.org/10.1186/s40537-020-00294-w","title":"Modelling shares choice to enter in a portfolio using artificial neural networks (ANN)","display_name":"Modelling shares choice to enter in a portfolio using artificial neural networks (ANN)","publication_year":2020,"publication_date":"2020-03-09","ids":{"openalex":"https://openalex.org/W3013877256","doi":"https://doi.org/10.1186/s40537-020-00294-w","mag":"3013877256"},"language":"en","primary_location":{"id":"doi:10.1186/s40537-020-00294-w","is_oa":true,"landing_page_url":"https://doi.org/10.1186/s40537-020-00294-w","pdf_url":"https://journalofbigdata.springeropen.com/track/pdf/10.1186/s40537-020-00294-w","source":{"id":"https://openalex.org/S2737955091","display_name":"Journal Of Big Data","issn_l":"2196-1115","issn":["2196-1115"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Big Data","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://journalofbigdata.springeropen.com/track/pdf/10.1186/s40537-020-00294-w","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5074597721","display_name":"Adler Haymans Manurung","orcid":"https://orcid.org/0000-0002-6212-0214"},"institutions":[{"id":"https://openalex.org/I166073570","display_name":"Binus University","ror":"https://ror.org/03zmf4s77","country_code":"ID","type":"education","lineage":["https://openalex.org/I166073570"]}],"countries":["ID"],"is_corresponding":true,"raw_author_name":"Adler Haymans Manurung","raw_affiliation_strings":["Management Department, BINUS Business School Doctor of Research in Management, Bina Nusantara University, Jakarta, 11480, Indonesia"],"affiliations":[{"raw_affiliation_string":"Management Department, BINUS Business School Doctor of Research in Management, Bina Nusantara University, Jakarta, 11480, Indonesia","institution_ids":["https://openalex.org/I166073570"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5043338009","display_name":"C.Y. Ip Natasha","orcid":null},"institutions":[{"id":"https://openalex.org/I166073570","display_name":"Binus University","ror":"https://ror.org/03zmf4s77","country_code":"ID","type":"education","lineage":["https://openalex.org/I166073570"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Christina Natasha","raw_affiliation_strings":["School of Computer Science, Bina Nusantara University, Jl. K.H. Syahdan No. 9, West Jakarta, 11480, Indonesia"],"affiliations":[{"raw_affiliation_string":"School of Computer Science, Bina Nusantara University, Jl. K.H. Syahdan No. 9, West Jakarta, 11480, Indonesia","institution_ids":["https://openalex.org/I166073570"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5000614683","display_name":"Widodo Budiharto","orcid":"https://orcid.org/0000-0003-2681-0901"},"institutions":[{"id":"https://openalex.org/I166073570","display_name":"Binus University","ror":"https://ror.org/03zmf4s77","country_code":"ID","type":"education","lineage":["https://openalex.org/I166073570"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Widodo Budiharto","raw_affiliation_strings":["School of Computer Science, Bina Nusantara University, Jl. K.H. Syahdan No. 9, West Jakarta, 11480, Indonesia"],"affiliations":[{"raw_affiliation_string":"School of Computer Science, Bina Nusantara University, Jl. K.H. Syahdan No. 9, West Jakarta, 11480, Indonesia","institution_ids":["https://openalex.org/I166073570"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5074597721"],"corresponding_institution_ids":["https://openalex.org/I166073570"],"apc_list":{"value":1060,"currency":"GBP","value_usd":1300},"apc_paid":{"value":1060,"currency":"GBP","value_usd":1300},"fwci":0.0,"has_fulltext":true,"cited_by_count":2,"citation_normalized_percentile":{"value":0.05427879,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":96},"biblio":{"volume":"7","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9988999962806702,"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":0.9988999962806702,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.9983000159263611,"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":0.974399983882904,"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/portfolio","display_name":"Portfolio","score":0.7668973207473755},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.7630034685134888},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7328827977180481},{"id":"https://openalex.org/keywords/computational-science-and-engineering","display_name":"Computational Science and Engineering","score":0.6560662984848022},{"id":"https://openalex.org/keywords/project-portfolio-management","display_name":"Project portfolio management","score":0.5422388911247253},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.5050776600837708},{"id":"https://openalex.org/keywords/node","display_name":"Node (physics)","score":0.5012738704681396},{"id":"https://openalex.org/keywords/financial-engineering","display_name":"Financial engineering","score":0.47445568442344666},{"id":"https://openalex.org/keywords/application-portfolio-management","display_name":"Application portfolio management","score":0.46000224351882935},{"id":"https://openalex.org/keywords/financial-modeling","display_name":"Financial modeling","score":0.45161110162734985},{"id":"https://openalex.org/keywords/layer","display_name":"Layer (electronics)","score":0.4241345524787903},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.4201710820198059},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.41784876585006714},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.35398149490356445},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.17811420559883118},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.1294405460357666},{"id":"https://openalex.org/keywords/management","display_name":"Management","score":0.10953196883201599},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.0691659152507782}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7668973207473755},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.7630034685134888},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7328827977180481},{"id":"https://openalex.org/C68597687","wikidata":"https://www.wikidata.org/wiki/Q362601","display_name":"Computational Science and Engineering","level":2,"score":0.6560662984848022},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.5422388911247253},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.5050776600837708},{"id":"https://openalex.org/C62611344","wikidata":"https://www.wikidata.org/wiki/Q1062658","display_name":"Node (physics)","level":2,"score":0.5012738704681396},{"id":"https://openalex.org/C84749600","wikidata":"https://www.wikidata.org/wiki/Q5449714","display_name":"Financial engineering","level":2,"score":0.47445568442344666},{"id":"https://openalex.org/C73938075","wikidata":"https://www.wikidata.org/wiki/Q2858767","display_name":"Application portfolio management","level":4,"score":0.46000224351882935},{"id":"https://openalex.org/C23925645","wikidata":"https://www.wikidata.org/wiki/Q5449731","display_name":"Financial modeling","level":2,"score":0.45161110162734985},{"id":"https://openalex.org/C2779227376","wikidata":"https://www.wikidata.org/wiki/Q6505497","display_name":"Layer (electronics)","level":2,"score":0.4241345524787903},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.4201710820198059},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.41784876585006714},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.35398149490356445},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.17811420559883118},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.1294405460357666},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.10953196883201599},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0691659152507782},{"id":"https://openalex.org/C15952604","wikidata":"https://www.wikidata.org/wiki/Q179012","display_name":"Project management","level":2,"score":0.0},{"id":"https://openalex.org/C178790620","wikidata":"https://www.wikidata.org/wiki/Q11351","display_name":"Organic chemistry","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C66938386","wikidata":"https://www.wikidata.org/wiki/Q633538","display_name":"Structural engineering","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1186/s40537-020-00294-w","is_oa":true,"landing_page_url":"https://doi.org/10.1186/s40537-020-00294-w","pdf_url":"https://journalofbigdata.springeropen.com/track/pdf/10.1186/s40537-020-00294-w","source":{"id":"https://openalex.org/S2737955091","display_name":"Journal Of Big Data","issn_l":"2196-1115","issn":["2196-1115"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Big Data","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:dd4603caf5d74209a139cd8b4a7adbd5","is_oa":true,"landing_page_url":"https://doaj.org/article/dd4603caf5d74209a139cd8b4a7adbd5","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-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Journal of Big Data, Vol 7, Iss 1, Pp 1-9 (2020)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1186/s40537-020-00294-w","is_oa":true,"landing_page_url":"https://doi.org/10.1186/s40537-020-00294-w","pdf_url":"https://journalofbigdata.springeropen.com/track/pdf/10.1186/s40537-020-00294-w","source":{"id":"https://openalex.org/S2737955091","display_name":"Journal Of Big Data","issn_l":"2196-1115","issn":["2196-1115"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Big Data","raw_type":"journal-article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","score":0.4300000071525574,"display_name":"Industry, innovation and infrastructure"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320323076","display_name":"Binus University","ror":"https://ror.org/03zmf4s77"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3013877256.pdf","grobid_xml":"https://content.openalex.org/works/W3013877256.grobid-xml"},"referenced_works_count":16,"referenced_works":["https://openalex.org/W613927167","https://openalex.org/W640753917","https://openalex.org/W1736594397","https://openalex.org/W1963774539","https://openalex.org/W1999518005","https://openalex.org/W2001690079","https://openalex.org/W2015982697","https://openalex.org/W2020783978","https://openalex.org/W2049541246","https://openalex.org/W2061543499","https://openalex.org/W2074794963","https://openalex.org/W2136168225","https://openalex.org/W2149567491","https://openalex.org/W2166215547","https://openalex.org/W2923002376","https://openalex.org/W3124501327"],"related_works":["https://openalex.org/W4290722873","https://openalex.org/W2949815404","https://openalex.org/W2599993184","https://openalex.org/W2895421876","https://openalex.org/W876197708","https://openalex.org/W3125543637","https://openalex.org/W1490755341","https://openalex.org/W2809902275","https://openalex.org/W4210542756","https://openalex.org/W4254128243"],"abstract_inverted_index":{"Abstract":[0],"Shares":[1],"choice":[2],"to":[3,33,40,44],"enter":[4,45],"a":[5,8,25,42,46,75,95],"portfolio":[6,19,47],"is":[7,22,92],"good":[9],"topic":[10],"in":[11],"finance":[12],"and":[13,53,83],"management,":[14],"as":[15],"it":[16],"affects":[17],"the":[18,57,90],"performance":[20],"which":[21],"managed":[23],"by":[24],"Fund":[26],"Manager.":[27],"In":[28],"this":[29],"research,":[30],"we":[31],"aim":[32],"create":[34],"an":[35],"artificial":[36,63],"neural":[37,64],"network":[38,65],"model":[39,66,91],"choose":[41],"share":[43],"based":[48],"on":[49],"its":[50],"financial":[51,58,77],"factors":[52],"big":[54],"data":[55],"about":[56],"condition":[59],"of":[60,71,89,98],"companies.":[61],"The":[62,87],"has":[67],"15":[68],"input":[69],"nodes":[70],"attributes":[72],"associated":[73],"with":[74,94],"company\u2019s":[76],"situation,":[78],"8":[79],"hidden":[80],"layer":[81],"nodes,":[82],"1":[84],"output":[85],"node.":[86],"accuracy":[88],"85.71%,":[93],"learning":[96],"rate":[97],"0.05":[99],"trained":[100],"over":[101],"2000":[102],"iterations.":[103]},"counts_by_year":[{"year":2025,"cited_by_count":2}],"updated_date":"2026-03-20T23:20:44.827607","created_date":"2025-10-10T00:00:00"}