{"id":"https://openalex.org/W1501670375","doi":"https://doi.org/10.3233/ia-2011-0025","title":"Computational models for short-term prediction of the stock market","display_name":"Computational models for short-term prediction of the stock market","publication_year":2011,"publication_date":"2011-01-01","ids":{"openalex":"https://openalex.org/W1501670375","doi":"https://doi.org/10.3233/ia-2011-0025","mag":"1501670375"},"language":"en","primary_location":{"id":"doi:10.3233/ia-2011-0025","is_oa":false,"landing_page_url":"https://doi.org/10.3233/ia-2011-0025","pdf_url":null,"source":{"id":"https://openalex.org/S207922018","display_name":"Intelligenza Artificiale","issn_l":"1724-8035","issn":["1724-8035","2211-0097"],"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":"Intelligenza Artificiale","raw_type":"journal-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/A5035876116","display_name":"Lorenzo Menconi","orcid":"https://orcid.org/0000-0002-7592-1133"},"institutions":[{"id":"https://openalex.org/I102064193","display_name":"University of Siena","ror":"https://ror.org/01tevnk56","country_code":"IT","type":"education","lineage":["https://openalex.org/I102064193"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Lorenzo Menconi","raw_affiliation_strings":["Dipartimento di Ingegneria dell'Informazione, Universit\u00e0 degli Studi di Siena, Siena, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dipartimento di Ingegneria dell'Informazione, Universit\u00e0 degli Studi di Siena, Siena, Italy","institution_ids":["https://openalex.org/I102064193"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5022658803","display_name":"Marco Gori","orcid":"https://orcid.org/0000-0001-6337-5430"},"institutions":[{"id":"https://openalex.org/I102064193","display_name":"University of Siena","ror":"https://ror.org/01tevnk56","country_code":"IT","type":"education","lineage":["https://openalex.org/I102064193"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Marco Gori","raw_affiliation_strings":["Dipartimento di Ingegneria dell'Informazione, Universit\u00e0 degli Studi di Siena, Siena, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dipartimento di Ingegneria dell'Informazione, Universit\u00e0 degli Studi di Siena, Siena, Italy","institution_ids":["https://openalex.org/I102064193"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5062424045","display_name":"Marco Lippi","orcid":"https://orcid.org/0000-0002-9663-1071"},"institutions":[{"id":"https://openalex.org/I102064193","display_name":"University of Siena","ror":"https://ror.org/01tevnk56","country_code":"IT","type":"education","lineage":["https://openalex.org/I102064193"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Marco Lippi","raw_affiliation_strings":["Dipartimento di Ingegneria dell'Informazione, Universit\u00e0 degli Studi di Siena, Siena, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dipartimento di Ingegneria dell'Informazione, Universit\u00e0 degli Studi di Siena, Siena, Italy","institution_ids":["https://openalex.org/I102064193"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5035876116"],"corresponding_institution_ids":["https://openalex.org/I102064193"],"apc_list":null,"apc_paid":null,"fwci":0.8339,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.74957873,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":96},"biblio":{"volume":"5","issue":"2","first_page":"217","last_page":"227"},"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9988999962806702,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.996999979019165,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.6555671095848083},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5533574819564819},{"id":"https://openalex.org/keywords/stock-market-prediction","display_name":"Stock market prediction","score":0.5484786629676819},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.4557686448097229},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.39468705654144287},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.15965229272842407},{"id":"https://openalex.org/keywords/geology","display_name":"Geology","score":0.14622622728347778},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.04149541258811951},{"id":"https://openalex.org/keywords/paleontology","display_name":"Paleontology","score":0.04010769724845886}],"concepts":[{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.6555671095848083},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5533574819564819},{"id":"https://openalex.org/C2776256503","wikidata":"https://www.wikidata.org/wiki/Q7617906","display_name":"Stock market prediction","level":4,"score":0.5484786629676819},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4557686448097229},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.39468705654144287},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.15965229272842407},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.14622622728347778},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.04149541258811951},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.04010769724845886},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.3233/ia-2011-0025","is_oa":false,"landing_page_url":"https://doi.org/10.3233/ia-2011-0025","pdf_url":null,"source":{"id":"https://openalex.org/S207922018","display_name":"Intelligenza Artificiale","issn_l":"1724-8035","issn":["1724-8035","2211-0097"],"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":"Intelligenza Artificiale","raw_type":"journal-article"},{"id":"pmh:oai:cris.unibo.it:11585/394775","is_oa":false,"landing_page_url":"http://hdl.handle.net/11585/394775","pdf_url":null,"source":{"id":"https://openalex.org/S4306402579","display_name":"Archivio istituzionale della ricerca (Alma Mater Studiorum Universit\u00e0 di Bologna)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210117483","host_organization_name":"Istituto di Ematologia di Bologna","host_organization_lineage":["https://openalex.org/I4210117483"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:flore.unifi.it:2158/594932","is_oa":false,"landing_page_url":"http://hdl.handle.net/2158/594932","pdf_url":null,"source":{"id":"https://openalex.org/S4306402033","display_name":"Florence Research (University of Florence)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I45084792","host_organization_name":"University of Florence","host_organization_lineage":["https://openalex.org/I45084792"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:usiena-air.unisi.it:11365/35334","is_oa":false,"landing_page_url":"http://hdl.handle.net/11365/35334","pdf_url":null,"source":{"id":"https://openalex.org/S4377196319","display_name":"Use Siena air (University of Siena)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I102064193","host_organization_name":"University of Siena","host_organization_lineage":["https://openalex.org/I102064193"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":53,"referenced_works":["https://openalex.org/W648159467","https://openalex.org/W1486215223","https://openalex.org/W1548791149","https://openalex.org/W1571056922","https://openalex.org/W1587239851","https://openalex.org/W1966052319","https://openalex.org/W1970092360","https://openalex.org/W1991782433","https://openalex.org/W1995834279","https://openalex.org/W1999996900","https://openalex.org/W2002876256","https://openalex.org/W2008983744","https://openalex.org/W2012079387","https://openalex.org/W2015393497","https://openalex.org/W2034382662","https://openalex.org/W2038621549","https://openalex.org/W2038844583","https://openalex.org/W2048658075","https://openalex.org/W2049916782","https://openalex.org/W2052635514","https://openalex.org/W2053347727","https://openalex.org/W2080265874","https://openalex.org/W2083036265","https://openalex.org/W2085692898","https://openalex.org/W2090637028","https://openalex.org/W2095169544","https://openalex.org/W2107615464","https://openalex.org/W2110321237","https://openalex.org/W2116988722","https://openalex.org/W2119143694","https://openalex.org/W2120224355","https://openalex.org/W2124756024","https://openalex.org/W2131773668","https://openalex.org/W2133469585","https://openalex.org/W2140225973","https://openalex.org/W2140585983","https://openalex.org/W2144487825","https://openalex.org/W2148962857","https://openalex.org/W2149312065","https://openalex.org/W2159219354","https://openalex.org/W2163139432","https://openalex.org/W2166794013","https://openalex.org/W2172073485","https://openalex.org/W2263098707","https://openalex.org/W2323266160","https://openalex.org/W2608182729","https://openalex.org/W3122305330","https://openalex.org/W3122597312","https://openalex.org/W3122890729","https://openalex.org/W3123598380","https://openalex.org/W3125388642","https://openalex.org/W3125462345","https://openalex.org/W3141704984"],"related_works":["https://openalex.org/W2586556113","https://openalex.org/W2542516223","https://openalex.org/W3135178882","https://openalex.org/W2624043242","https://openalex.org/W3209908847","https://openalex.org/W3023530306","https://openalex.org/W2110351804","https://openalex.org/W1980850818","https://openalex.org/W2785399422","https://openalex.org/W2186813464"],"abstract_inverted_index":{"The":[0],"pervasive":[1],"role":[2],"of":[3,36],"computers":[4],"in":[5,39],"finance":[6],"is":[7,33],"strongly":[8],"affecting":[9],"the":[10,15,19,34,40],"way":[11],"investors":[12],"operate":[13],"on":[14,29],"stock":[16],"market.":[17],"In":[18],"last":[20],"few":[21],"years":[22],"there":[23],"has":[24],"been":[25],"a":[26],"strong":[27],"focus":[28],"short-time":[30],"transactions":[31],"that":[32],"subject":[35],"many":[37],"studies":[38],"emerging":[41],"field":[42],"o":[43]},"counts_by_year":[{"year":2012,"cited_by_count":2}],"updated_date":"2026-06-23T06:36:01.041984","created_date":"2016-06-24T00:00:00"}
