{"id":"https://openalex.org/W4400682219","doi":"https://doi.org/10.3233/idt-240713","title":"Comparative analysis of neural network architectures for short-term FOREX forecasting","display_name":"Comparative analysis of neural network architectures for short-term FOREX forecasting","publication_year":2024,"publication_date":"2024-07-16","ids":{"openalex":"https://openalex.org/W4400682219","doi":"https://doi.org/10.3233/idt-240713"},"language":"en","primary_location":{"id":"doi:10.3233/idt-240713","is_oa":false,"landing_page_url":"https://doi.org/10.3233/idt-240713","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, Patras, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Hellenic Open University, 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":["Hellenic Open University, Patras, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Hellenic Open University, Patras, Greece","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":1.9877,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.86966084,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"18","issue":"3","first_page":"2177","last_page":"2190"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9991999864578247,"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":0.9991999864578247,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9966999888420105,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9907000064849854,"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/term","display_name":"Term (time)","score":0.7006522417068481},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.6654088497161865},{"id":"https://openalex.org/keywords/foreign-exchange-market","display_name":"Foreign exchange market","score":0.6369529366493225},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5326414108276367},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.5073117613792419},{"id":"https://openalex.org/keywords/foreign-exchange","display_name":"Foreign exchange","score":0.27965787053108215},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.13295534253120422},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.1024605929851532},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.0811518132686615}],"concepts":[{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.7006522417068481},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6654088497161865},{"id":"https://openalex.org/C536366893","wikidata":"https://www.wikidata.org/wiki/Q66076","display_name":"Foreign exchange market","level":3,"score":0.6369529366493225},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5326414108276367},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.5073117613792419},{"id":"https://openalex.org/C2983132609","wikidata":"https://www.wikidata.org/wiki/Q66076","display_name":"Foreign exchange","level":2,"score":0.27965787053108215},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.13295534253120422},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.1024605929851532},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0811518132686615},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3233/idt-240713","is_oa":false,"landing_page_url":"https://doi.org/10.3233/idt-240713","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":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W1569827227","https://openalex.org/W2005233533","https://openalex.org/W2007358469","https://openalex.org/W2039030236","https://openalex.org/W2039465255","https://openalex.org/W2041462006","https://openalex.org/W2042105482","https://openalex.org/W2050652295","https://openalex.org/W2055566796","https://openalex.org/W2072097014","https://openalex.org/W2081876825","https://openalex.org/W2110096636","https://openalex.org/W2129608403","https://openalex.org/W2284153934","https://openalex.org/W2597372336","https://openalex.org/W2624385633","https://openalex.org/W3081608266","https://openalex.org/W3121675708","https://openalex.org/W3124697853","https://openalex.org/W3124939890","https://openalex.org/W3130713566","https://openalex.org/W3156761068","https://openalex.org/W4233479061","https://openalex.org/W4234971943","https://openalex.org/W4294770717"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W2358668433","https://openalex.org/W4396701345","https://openalex.org/W2376932109","https://openalex.org/W2001405890","https://openalex.org/W4396696052","https://openalex.org/W2382290278","https://openalex.org/W4395014643"],"abstract_inverted_index":{"This":[0],"document":[1],"outlines":[2],"the":[3,21,29,98,106,112,168],"analysis,":[4],"design,":[5],"implementation,":[6],"and":[7,56,100,111,118,138,159],"benchmarking":[8],"of":[9,32,60,97,108,116],"various":[10],"neural":[11,62],"network":[12,63],"architectures":[13,64],"in":[14,114,155],"a":[15,33,39,58,81,94],"short-term":[16,50,74],"frequency":[17],"prediction":[18,130],"system":[19,40],"for":[20,88,153,160],"FOREX":[22],"market.":[23],"Our":[24],"objective":[25],"is":[26],"to":[27,44,72,102,121,150],"emulate":[28],"decision-making":[30],"process":[31],"human":[34],"expert":[35],"(technical":[36],"analyst)":[37],"through":[38],"that":[41,65,163],"swiftly":[42],"adapts":[43],"market":[45,75],"condition":[46],"changes,":[47],"thereby":[48],"optimizing":[49],"trading":[51],"strategies.":[52],"We":[53,92],"have":[54],"designed":[55],"implemented":[57],"series":[59],"LSTM":[61,143],"take":[66],"exchange":[67],"rate":[68],"values":[69],"as":[70],"input":[71],"generate":[73],"trend":[76],"forecasts.":[77],"Additionally,":[78],"we":[79],"developed":[80],"custom":[82,126,147],"ANN":[83,125,146],"architecture":[84,110,127,148],"based":[85],"on":[86],"simulators":[87],"technical":[89],"analysis":[90,96],"indicators.":[91],"performed":[93],"comparative":[95],"results":[99],"came":[101],"useful":[103],"conclusions":[104],"regarding":[105],"suitability":[107],"each":[109],"cost":[113],"terms":[115],"time":[117,141],"computational":[119,171],"power":[120],"implement":[122],"them.":[123],"The":[124,145],"produces":[128],"better":[129],"quality":[131],"with":[132,167],"higher":[133],"sensitivity":[134],"using":[135],"fewer":[136],"resources":[137],"spending":[139],"less":[140],"than":[142],"architectures.":[144],"appears":[149],"be":[151],"ideal":[152],"use":[154,161],"low-power":[156],"computing":[157],"systems":[158],"cases":[162],"need":[164],"fast":[165],"decisions":[166],"least":[169],"possible":[170],"cost.":[172]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":1}],"updated_date":"2026-06-15T08:34:33.830935","created_date":"2025-10-10T00:00:00"}
