{"id":"https://openalex.org/W4310266416","doi":"https://doi.org/10.3389/fncom.2022.1052140","title":"Mathematical processing of trading strategy based on long short-term memory neural network model","display_name":"Mathematical processing of trading strategy based on long short-term memory neural network model","publication_year":2022,"publication_date":"2022-11-28","ids":{"openalex":"https://openalex.org/W4310266416","doi":"https://doi.org/10.3389/fncom.2022.1052140","pmid":"https://pubmed.ncbi.nlm.nih.gov/36518995"},"language":"en","primary_location":{"id":"doi:10.3389/fncom.2022.1052140","is_oa":true,"landing_page_url":"https://doi.org/10.3389/fncom.2022.1052140","pdf_url":"https://www.frontiersin.org/articles/10.3389/fncom.2022.1052140/pdf","source":{"id":"https://openalex.org/S19778766","display_name":"Frontiers in Computational Neuroscience","issn_l":"1662-5188","issn":["1662-5188"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310320527","host_organization_name":"Frontiers Media","host_organization_lineage":["https://openalex.org/P4310320527"],"host_organization_lineage_names":["Frontiers Media"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Frontiers in Computational Neuroscience","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj","pubmed"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://www.frontiersin.org/articles/10.3389/fncom.2022.1052140/pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5049045787","display_name":"Han-Yang Wang","orcid":null},"institutions":[{"id":"https://openalex.org/I188935350","display_name":"Anhui University of Finance and Economics","ror":"https://ror.org/0152zzg30","country_code":"CN","type":"education","lineage":["https://openalex.org/I188935350"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Han-Yang Wang","raw_affiliation_strings":["School of Economics, Anhui University of Finance and Economics, Bengbu, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics, Anhui University of Finance and Economics, Bengbu, China","institution_ids":["https://openalex.org/I188935350"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100402750","display_name":"Anqi Li","orcid":"https://orcid.org/0000-0002-3686-6178"},"institutions":[{"id":"https://openalex.org/I188935350","display_name":"Anhui University of Finance and Economics","ror":"https://ror.org/0152zzg30","country_code":"CN","type":"education","lineage":["https://openalex.org/I188935350"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"An-Qi Li","raw_affiliation_strings":["School of Finance, Anhui University of Finance and Economics, Bengbu, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Finance, Anhui University of Finance and Economics, Bengbu, China","institution_ids":["https://openalex.org/I188935350"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5020909253","display_name":"Chao-Chen Tie","orcid":null},"institutions":[{"id":"https://openalex.org/I188935350","display_name":"Anhui University of Finance and Economics","ror":"https://ror.org/0152zzg30","country_code":"CN","type":"education","lineage":["https://openalex.org/I188935350"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Chao-Chen Tie","raw_affiliation_strings":["School of Finance, Anhui University of Finance and Economics, Bengbu, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Finance, Anhui University of Finance and Economics, Bengbu, China","institution_ids":["https://openalex.org/I188935350"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5115694980","display_name":"Chaojun Wang","orcid":null},"institutions":[{"id":"https://openalex.org/I188935350","display_name":"Anhui University of Finance and Economics","ror":"https://ror.org/0152zzg30","country_code":"CN","type":"education","lineage":["https://openalex.org/I188935350"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Chao-Jun Wang","raw_affiliation_strings":["School of Finance, Anhui University of Finance and Economics, Bengbu, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Finance, Anhui University of Finance and Economics, Bengbu, China","institution_ids":["https://openalex.org/I188935350"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101013904","display_name":"Xu Yun-Hua","orcid":null},"institutions":[{"id":"https://openalex.org/I188935350","display_name":"Anhui University of Finance and Economics","ror":"https://ror.org/0152zzg30","country_code":"CN","type":"education","lineage":["https://openalex.org/I188935350"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Yun-Hua Xu","raw_affiliation_strings":["School of Business Administration, Anhui University of Finance and Economics, Bengbu, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Business Administration, Anhui University of Finance and Economics, Bengbu, China","institution_ids":["https://openalex.org/I188935350"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5101013904"],"corresponding_institution_ids":["https://openalex.org/I188935350"],"apc_list":{"value":2950,"currency":"USD","value_usd":3295},"apc_paid":{"value":2950,"currency":"USD","value_usd":3295},"fwci":0.1498,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":{"value":0.5236316,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":95},"biblio":{"volume":"16","issue":null,"first_page":"1052140","last_page":"1052140"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9979000091552734,"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":0.9979000091552734,"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/T10320","display_name":"Neural Networks and Applications","score":0.9940000176429749,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T14319","display_name":"Currency Recognition and Detection","score":0.9883999824523926,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cointegration","display_name":"Cointegration","score":0.6797887086868286},{"id":"https://openalex.org/keywords/mainstream","display_name":"Mainstream","score":0.6655324101448059},{"id":"https://openalex.org/keywords/gold-as-an-investment","display_name":"Gold as an investment","score":0.6220316290855408},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.5913771390914917},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.5674822926521301},{"id":"https://openalex.org/keywords/cryptocurrency","display_name":"Cryptocurrency","score":0.5145092010498047},{"id":"https://openalex.org/keywords/construct","display_name":"Construct (python library)","score":0.49650436639785767},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.4422048032283783},{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.4225621223449707},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.4154724180698395},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.40445783734321594},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.37032657861709595},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3403363823890686},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.33388128876686096},{"id":"https://openalex.org/keywords/computer-security","display_name":"Computer security","score":0.08190175890922546}],"concepts":[{"id":"https://openalex.org/C145162277","wikidata":"https://www.wikidata.org/wiki/Q1751675","display_name":"Cointegration","level":2,"score":0.6797887086868286},{"id":"https://openalex.org/C2777617010","wikidata":"https://www.wikidata.org/wiki/Q18957","display_name":"Mainstream","level":2,"score":0.6655324101448059},{"id":"https://openalex.org/C11039479","wikidata":"https://www.wikidata.org/wiki/Q791975","display_name":"Gold as an investment","level":2,"score":0.6220316290855408},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5913771390914917},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.5674822926521301},{"id":"https://openalex.org/C180706569","wikidata":"https://www.wikidata.org/wiki/Q13479982","display_name":"Cryptocurrency","level":2,"score":0.5145092010498047},{"id":"https://openalex.org/C2780801425","wikidata":"https://www.wikidata.org/wiki/Q5164392","display_name":"Construct (python library)","level":2,"score":0.49650436639785767},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4422048032283783},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.4225621223449707},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.4154724180698395},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.40445783734321594},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.37032657861709595},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3403363823890686},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.33388128876686096},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.08190175890922546},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C27206212","wikidata":"https://www.wikidata.org/wiki/Q34178","display_name":"Theology","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"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/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.3389/fncom.2022.1052140","is_oa":true,"landing_page_url":"https://doi.org/10.3389/fncom.2022.1052140","pdf_url":"https://www.frontiersin.org/articles/10.3389/fncom.2022.1052140/pdf","source":{"id":"https://openalex.org/S19778766","display_name":"Frontiers in Computational Neuroscience","issn_l":"1662-5188","issn":["1662-5188"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310320527","host_organization_name":"Frontiers Media","host_organization_lineage":["https://openalex.org/P4310320527"],"host_organization_lineage_names":["Frontiers Media"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Frontiers in Computational Neuroscience","raw_type":"journal-article"},{"id":"pmid:36518995","is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/36518995","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Frontiers in computational neuroscience","raw_type":null},{"id":"pmh:oai:doaj.org/article:c5d702eff47f41c48dcfdb0ec6c349c3","is_oa":true,"landing_page_url":"https://doaj.org/article/c5d702eff47f41c48dcfdb0ec6c349c3","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Frontiers in Computational Neuroscience, Vol 16 (2022)","raw_type":"article"},{"id":"pmh:oai:pubmedcentral.nih.gov:9742274","is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/9742274","pdf_url":null,"source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Front Comput Neurosci","raw_type":"Text"}],"best_oa_location":{"id":"doi:10.3389/fncom.2022.1052140","is_oa":true,"landing_page_url":"https://doi.org/10.3389/fncom.2022.1052140","pdf_url":"https://www.frontiersin.org/articles/10.3389/fncom.2022.1052140/pdf","source":{"id":"https://openalex.org/S19778766","display_name":"Frontiers in Computational Neuroscience","issn_l":"1662-5188","issn":["1662-5188"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310320527","host_organization_name":"Frontiers Media","host_organization_lineage":["https://openalex.org/P4310320527"],"host_organization_lineage_names":["Frontiers Media"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Frontiers in Computational Neuroscience","raw_type":"journal-article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals","score":0.5199999809265137}],"awards":[{"id":"https://openalex.org/G2168222026","display_name":null,"funder_award_id":"acxkjs2021005","funder_id":"https://openalex.org/F4320321435","funder_display_name":"Anhui University"},{"id":"https://openalex.org/G257512164","display_name":null,"funder_award_id":"acyljc2021002","funder_id":"https://openalex.org/F4320330910","funder_display_name":"Anhui University of Finance and Economics"},{"id":"https://openalex.org/G6704103584","display_name":null,"funder_award_id":"2020SJJXSFK0018","funder_id":"https://openalex.org/F4320321435","funder_display_name":"Anhui University"},{"id":"https://openalex.org/G6981407852","display_name":null,"funder_award_id":"2020SJJXSFK0018","funder_id":"https://openalex.org/F4320330910","funder_display_name":"Anhui University of Finance and Economics"},{"id":"https://openalex.org/G6986411440","display_name":null,"funder_award_id":"acxkjs2021005","funder_id":"https://openalex.org/F4320330910","funder_display_name":"Anhui University of Finance and Economics"},{"id":"https://openalex.org/G7283021961","display_name":null,"funder_award_id":"acyljc2021002","funder_id":"https://openalex.org/F4320321435","funder_display_name":"Anhui University"}],"funders":[{"id":"https://openalex.org/F4320321435","display_name":"Anhui University","ror":"https://ror.org/05th6yx34"},{"id":"https://openalex.org/F4320330910","display_name":"Anhui University of Finance and Economics","ror":"https://ror.org/0152zzg30"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4310266416.pdf","grobid_xml":"https://content.openalex.org/works/W4310266416.grobid-xml"},"referenced_works_count":50,"referenced_works":["https://openalex.org/W1484773021","https://openalex.org/W1969004385","https://openalex.org/W1982696407","https://openalex.org/W1997845526","https://openalex.org/W2011030315","https://openalex.org/W2016949262","https://openalex.org/W2018607732","https://openalex.org/W2035288627","https://openalex.org/W2040114126","https://openalex.org/W2065376635","https://openalex.org/W2066836562","https://openalex.org/W2067752928","https://openalex.org/W2068924101","https://openalex.org/W2069896554","https://openalex.org/W2085538322","https://openalex.org/W2086696748","https://openalex.org/W2090488372","https://openalex.org/W2094439218","https://openalex.org/W2095705004","https://openalex.org/W2096552681","https://openalex.org/W2113350326","https://openalex.org/W2128084896","https://openalex.org/W2128960840","https://openalex.org/W2137151419","https://openalex.org/W2162863369","https://openalex.org/W2166864280","https://openalex.org/W2170484796","https://openalex.org/W2171237286","https://openalex.org/W2171865010","https://openalex.org/W2302922559","https://openalex.org/W2462232973","https://openalex.org/W2524272550","https://openalex.org/W2554714061","https://openalex.org/W2766140847","https://openalex.org/W2951047170","https://openalex.org/W2952817145","https://openalex.org/W3013907248","https://openalex.org/W3112756409","https://openalex.org/W3125240613","https://openalex.org/W3127446923","https://openalex.org/W3168054336","https://openalex.org/W3199698207","https://openalex.org/W3203968483","https://openalex.org/W4281774433","https://openalex.org/W4286111326","https://openalex.org/W4286775591","https://openalex.org/W6606710844","https://openalex.org/W6628950950","https://openalex.org/W6674330103","https://openalex.org/W6680229276"],"related_works":["https://openalex.org/W4366411693","https://openalex.org/W3211641817","https://openalex.org/W3164717803","https://openalex.org/W4389915954","https://openalex.org/W3123387860","https://openalex.org/W4291291739","https://openalex.org/W2915579847","https://openalex.org/W4285804126","https://openalex.org/W4297825617","https://openalex.org/W4387607359"],"abstract_inverted_index":{"At":[0,111],"present,":[1],"gold":[2,17,28,81],"and":[3,18,24,29,36,70,82,129],"bitcoin":[4,19,30,128],"have":[5],"become":[6],"mainstream":[7],"assets":[8,26],"in":[9],"market":[10],"transactions.":[11],"Due":[12],"to":[13,46,95],"the":[14,31,59,62,65,72,76,85,102,112,121,124],"volatility":[15],"of":[16,42,78,80],"prices,":[20],"we":[21,34],"can":[22],"buy":[23,35],"sell":[25,37],"like":[27],"same":[32,113],"way":[33],"stocks.":[38],"The":[39,99],"research":[40,74,100,122],"goal":[41],"this":[43],"article":[44],"is":[45],"develop":[47],"an":[48],"optimal":[49],"trading":[50],"strategy":[51],"that":[52],"maximizes":[53],"our":[54],"post-trade":[55],"returns.":[56],"By":[57],"studying":[58],"relationship":[60,104,126],"between":[61,105,127],"two,":[63],"on":[64,75,84,101,123],"one":[66],"hand,":[67,87],"it":[68,88,115],"supplements":[69],"enriches":[71],"theoretical":[73],"rate":[77],"return":[79],"Bitcoin,":[83],"other":[86],"provides":[89],"a":[90],"certain":[91],"reference":[92],"for":[93,120],"investors":[94],"construct":[96],"investment":[97],"strategies.":[98],"cointegration":[103,125],"them":[106],"has":[107,116],"important":[108,117],"practical":[109,118],"significance.":[110],"time,":[114],"significance":[119],"gold.":[130]},"counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2026-07-22T07:51:19.307946","created_date":"2025-10-10T00:00:00"}