{"id":"https://openalex.org/W4294770717","doi":"https://doi.org/10.3233/idt-229012","title":"Ultra-short term trading using a neural-network based ensemble of financial technical indicators in a closed world market","display_name":"Ultra-short term trading using a neural-network based ensemble of financial technical indicators in a closed world market","publication_year":2022,"publication_date":"2022-09-06","ids":{"openalex":"https://openalex.org/W4294770717","doi":"https://doi.org/10.3233/idt-229012"},"language":"en","primary_location":{"id":"doi:10.3233/idt-229012","is_oa":false,"landing_page_url":"https://doi.org/10.3233/idt-229012","pdf_url":null,"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":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5010860826","display_name":"Theodoros Zafeiriou","orcid":"https://orcid.org/0000-0001-7277-8768"},"institutions":[{"id":"https://openalex.org/I231025917","display_name":"Hellenic Open University","ror":"https://ror.org/02kq26x23","country_code":"GR","type":"education","lineage":["https://openalex.org/I231025917"]}],"countries":["GR"],"is_corresponding":true,"raw_author_name":"Theodoros Zafeiriou","raw_affiliation_strings":["Hellenic Open University, Parodos Aristotelous 18 Patras, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Hellenic Open University, Parodos Aristotelous 18 Patras, Greece","institution_ids":["https://openalex.org/I231025917"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5068179203","display_name":"Dimitris Kalles","orcid":"https://orcid.org/0000-0003-0364-5966"},"institutions":[{"id":"https://openalex.org/I231025917","display_name":"Hellenic Open University","ror":"https://ror.org/02kq26x23","country_code":"GR","type":"education","lineage":["https://openalex.org/I231025917"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Dimitris Kalles","raw_affiliation_strings":["[*]\n                    Corresponding author: Theodoros Zafeiriou, Hellenic Open University, Parodos Aristotelous 18 Patras, Greece. E-mail:"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"[*]\n                    Corresponding author: Theodoros Zafeiriou, Hellenic Open University, Parodos Aristotelous 18 Patras, Greece. E-mail:","institution_ids":["https://openalex.org/I231025917"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5010860826"],"corresponding_institution_ids":["https://openalex.org/I231025917"],"apc_list":null,"apc_paid":null,"fwci":0.1633,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.52567846,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"16","issue":"3","first_page":"523","last_page":"541"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9997000098228455,"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":0.9997000098228455,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9970999956130981,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9948999881744385,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/technical-analysis","display_name":"Technical analysis","score":0.8178139925003052},{"id":"https://openalex.org/keywords/foreign-exchange-market","display_name":"Foreign exchange market","score":0.6736220121383667},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6469981670379639},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.6468794345855713},{"id":"https://openalex.org/keywords/high-frequency-trading","display_name":"High-frequency trading","score":0.5965155363082886},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.5772584676742554},{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.5564440488815308},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.5234169960021973},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.4850284457206726},{"id":"https://openalex.org/keywords/electronic-trading","display_name":"Electronic trading","score":0.47916045784950256},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.4584382176399231},{"id":"https://openalex.org/keywords/architecture","display_name":"Architecture","score":0.44430482387542725},{"id":"https://openalex.org/keywords/alternative-trading-system","display_name":"Alternative trading system","score":0.433828741312027},{"id":"https://openalex.org/keywords/foreign-exchange","display_name":"Foreign exchange","score":0.42742425203323364},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.38883715867996216},{"id":"https://openalex.org/keywords/exchange-rate","display_name":"Exchange rate","score":0.36446383595466614},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.35518190264701843},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1982787549495697},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.17375841736793518},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.14628031849861145}],"concepts":[{"id":"https://openalex.org/C117245426","wikidata":"https://www.wikidata.org/wiki/Q235038","display_name":"Technical analysis","level":2,"score":0.8178139925003052},{"id":"https://openalex.org/C536366893","wikidata":"https://www.wikidata.org/wiki/Q66076","display_name":"Foreign exchange market","level":3,"score":0.6736220121383667},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6469981670379639},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.6468794345855713},{"id":"https://openalex.org/C24683644","wikidata":"https://www.wikidata.org/wiki/Q138372","display_name":"High-frequency trading","level":3,"score":0.5965155363082886},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.5772584676742554},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.5564440488815308},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5234169960021973},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4850284457206726},{"id":"https://openalex.org/C179262372","wikidata":"https://www.wikidata.org/wiki/Q778043","display_name":"Electronic trading","level":2,"score":0.47916045784950256},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.4584382176399231},{"id":"https://openalex.org/C123657996","wikidata":"https://www.wikidata.org/wiki/Q12271","display_name":"Architecture","level":2,"score":0.44430482387542725},{"id":"https://openalex.org/C172428447","wikidata":"https://www.wikidata.org/wiki/Q438711","display_name":"Alternative trading system","level":3,"score":0.433828741312027},{"id":"https://openalex.org/C2983132609","wikidata":"https://www.wikidata.org/wiki/Q66076","display_name":"Foreign exchange","level":2,"score":0.42742425203323364},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.38883715867996216},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.36446383595466614},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.35518190264701843},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1982787549495697},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.17375841736793518},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.14628031849861145},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.0},{"id":"https://openalex.org/C142362112","wikidata":"https://www.wikidata.org/wiki/Q735","display_name":"Art","level":0,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C153349607","wikidata":"https://www.wikidata.org/wiki/Q36649","display_name":"Visual arts","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3233/idt-229012","is_oa":false,"landing_page_url":"https://doi.org/10.3233/idt-229012","pdf_url":null,"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":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":36,"referenced_works":["https://openalex.org/W782130775","https://openalex.org/W1569827227","https://openalex.org/W2025544839","https://openalex.org/W2039030236","https://openalex.org/W2039465255","https://openalex.org/W2040846697","https://openalex.org/W2041462006","https://openalex.org/W2042105482","https://openalex.org/W2050652295","https://openalex.org/W2065610112","https://openalex.org/W2072097014","https://openalex.org/W2081876825","https://openalex.org/W2111057698","https://openalex.org/W2124098825","https://openalex.org/W2125320849","https://openalex.org/W2129608403","https://openalex.org/W2158960338","https://openalex.org/W2597467193","https://openalex.org/W2734594493","https://openalex.org/W2897244933","https://openalex.org/W2967129252","https://openalex.org/W3001840202","https://openalex.org/W3081608266","https://openalex.org/W3098610666","https://openalex.org/W3121675708","https://openalex.org/W3124697853","https://openalex.org/W3125589452","https://openalex.org/W3156761068","https://openalex.org/W4210345252","https://openalex.org/W4239973056","https://openalex.org/W6622763822","https://openalex.org/W6660383972","https://openalex.org/W6677103999","https://openalex.org/W6678452324","https://openalex.org/W6740682269","https://openalex.org/W6785517848"],"related_works":["https://openalex.org/W4248676084","https://openalex.org/W2481178763","https://openalex.org/W2099392609","https://openalex.org/W3124830139","https://openalex.org/W2980476748","https://openalex.org/W2158585044","https://openalex.org/W4294770717","https://openalex.org/W3124023906","https://openalex.org/W569418701","https://openalex.org/W2580412463"],"abstract_inverted_index":{"The":[0,36],"proposed":[1,230],"paper":[2],"presents":[3],"the":[4,17,27,51,54,63,68,88,131,135,163,192,213,221,229,237,245,248,252],"analysis,":[5],"design,":[6],"implementation":[7],"and":[8,65,113,147,196],"evaluation":[9],"of":[10,26,53,67,92,107,133,137,176,199,220,247,254],"an":[11,43,102,184,255],"ultra-short-term":[12],"frequency":[13],"trading":[14,28,56,79,151,161,204],"system":[15,37,80,89,117,249],"for":[16],"foreign":[18],"exchange":[19,84,97,154],"market":[20,139],"(FOREX),":[21],"which":[22,104,180,206],"features":[23],"all":[24,120],"stages":[25],"process":[29],"(Pre-Trade":[30],"Analysis,":[31],"Trend":[32],"Forecasting,":[33],"Trade":[34],"Execution).":[35],"uses":[38],"artificial":[39,185],"intelligence":[40],"techniques":[41],"in":[42,75,90,101],"environment":[44,103,152,164],"that":[45,81,115,126,228],"is":[46,60,157,223],"constantly":[47,82],"changing":[48],"according":[49],"to":[50,61,95,183,189,226],"decisions":[52],"participating":[55],"simulators.":[57],"Our":[58],"goal":[59],"simulate":[62],"judgment":[64],"decision-making":[66],"human":[69],"expert":[70],"(technical":[71],"analyst":[72],"or":[73],"broker)":[74],"a":[76,138,149,173,197],"closed":[77],"world":[78,166],"adjusts":[83],"rates.":[85],"We":[86,145,168],"examine":[87],"terms":[91],"its":[93],"contribution":[94],"how":[96],"rates":[98],"are":[99,181],"affected":[100,159],"solely":[105],"consists":[106],"traders,":[108],"without":[109],"any":[110],"exogenous":[111],"factors,":[112],"show":[114],"our":[116,170],"can":[118],"outperform":[119],"conventional":[121,238],"technical":[122,177,239],"indicators,":[123],"thereby":[124],"indicating":[125],"it":[127],"could":[128],"also":[129,243],"play":[130],"role":[132],"facilitating":[134,251],"stabilization":[136],"by":[140,160],"squeezing":[141],"out":[142,225],"non-intelligent":[143],"traders.":[144],"designed":[146],"implemented":[148],"self-adjusting":[150],"whose":[153],"rate":[155],"price":[156],"only":[158,235],"within":[162],"(closed":[165],"assumption).":[167],"based":[169,211,234],"work":[171],"on":[172,212,236],"modified":[174],"series":[175,198],"indicator":[178],"simulators,":[179],"fed":[182],"neural":[186],"network":[187],"architecture,":[188],"eventually":[190],"generate":[191],"trend":[193],"forecasting":[194,215],"signal":[195],"customizable":[200],"ultra-short":[201],"term":[202],"automated":[203],"machines,":[205],"perform":[207],"real-time":[208],"virtual":[209],"transactions":[210],"generated":[214],"signals.":[216],"A":[217],"comparative":[218],"analysis":[219],"results":[222],"carried":[224],"confirm":[227],"architecture":[231],"outperforms":[232],"traders":[233],"indicators":[240],"while":[241],"we":[242],"document":[244],"behavior":[246],"towards":[250],"attainment":[253],"equilibrium.":[256]},"counts_by_year":[{"year":2024,"cited_by_count":1}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}