{"id":"https://openalex.org/W4413348215","doi":"https://doi.org/10.3390/a18080517","title":"Hybrid BiLSTM-ARIMA Architecture with Whale-Driven Optimization for Financial Time Series Forecasting","display_name":"Hybrid BiLSTM-ARIMA Architecture with Whale-Driven Optimization for Financial Time Series Forecasting","publication_year":2025,"publication_date":"2025-08-15","ids":{"openalex":"https://openalex.org/W4413348215","doi":"https://doi.org/10.3390/a18080517"},"language":"en","primary_location":{"id":"doi:10.3390/a18080517","is_oa":true,"landing_page_url":"https://doi.org/10.3390/a18080517","pdf_url":"https://www.mdpi.com/1999-4893/18/8/517/pdf?version=1755500268","source":{"id":"https://openalex.org/S190629608","display_name":"Algorithms","issn_l":"1999-4893","issn":["1999-4893"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Algorithms","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://www.mdpi.com/1999-4893/18/8/517/pdf?version=1755500268","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5036193118","display_name":"Panke Qin","orcid":null},"institutions":[{"id":"https://openalex.org/I4210166499","display_name":"Henan Polytechnic University","ror":"https://ror.org/05vr1c885","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210166499"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Panke Qin","raw_affiliation_strings":["School of Software, Henan Polytechnic University, Jiaozuo 454000, China"],"raw_orcid":"https://orcid.org/0000-0002-6457-5853","affiliations":[{"raw_affiliation_string":"School of Software, Henan Polytechnic University, Jiaozuo 454000, China","institution_ids":["https://openalex.org/I4210166499"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5110045868","display_name":"Bo Ye","orcid":"https://orcid.org/0009-0009-0575-5895"},"institutions":[{"id":"https://openalex.org/I4210166499","display_name":"Henan Polytechnic University","ror":"https://ror.org/05vr1c885","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210166499"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Bo Ye","raw_affiliation_strings":["School of Software, Henan Polytechnic University, Jiaozuo 454000, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Software, Henan Polytechnic University, Jiaozuo 454000, China","institution_ids":["https://openalex.org/I4210166499"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100343657","display_name":"Ya Li","orcid":"https://orcid.org/0000-0002-3351-7909"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ya Li","raw_affiliation_strings":["Ningbo Artificial Intelligence Institute, Shanghai Jiaotong University, Ningbo 315000, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Ningbo Artificial Intelligence Institute, Shanghai Jiaotong University, Ningbo 315000, China","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101353957","display_name":"Zhongqi Cai","orcid":"https://orcid.org/0009-0000-2114-3025"},"institutions":[{"id":"https://openalex.org/I4210166499","display_name":"Henan Polytechnic University","ror":"https://ror.org/05vr1c885","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210166499"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhongqi Cai","raw_affiliation_strings":["School of Software, Henan Polytechnic University, Jiaozuo 454000, China"],"raw_orcid":"https://orcid.org/0009-0000-2114-3025","affiliations":[{"raw_affiliation_string":"School of Software, Henan Polytechnic University, Jiaozuo 454000, China","institution_ids":["https://openalex.org/I4210166499"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5109761545","display_name":"Zhenlun Gao","orcid":null},"institutions":[{"id":"https://openalex.org/I4210166499","display_name":"Henan Polytechnic University","ror":"https://ror.org/05vr1c885","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210166499"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhenlun Gao","raw_affiliation_strings":["School of Software, Henan Polytechnic University, Jiaozuo 454000, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Software, Henan Polytechnic University, Jiaozuo 454000, China","institution_ids":["https://openalex.org/I4210166499"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101519820","display_name":"Haoran Qi","orcid":"https://orcid.org/0009-0003-0481-7317"},"institutions":[{"id":"https://openalex.org/I4210166499","display_name":"Henan Polytechnic University","ror":"https://ror.org/05vr1c885","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210166499"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Haoran Qi","raw_affiliation_strings":["School of Computer Science and Technology, Henan Polytechnic University, Jiaozuo 454000, China"],"raw_orcid":"https://orcid.org/0009-0003-0481-7317","affiliations":[{"raw_affiliation_string":"School of Computer Science and Technology, Henan Polytechnic University, Jiaozuo 454000, China","institution_ids":["https://openalex.org/I4210166499"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5014769349","display_name":"Yongjie Ding","orcid":null},"institutions":[{"id":"https://openalex.org/I4210166499","display_name":"Henan Polytechnic University","ror":"https://ror.org/05vr1c885","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210166499"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yongjie Ding","raw_affiliation_strings":["School of Software, Henan Polytechnic University, Jiaozuo 454000, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Software, Henan Polytechnic University, Jiaozuo 454000, China","institution_ids":["https://openalex.org/I4210166499"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5036193118"],"corresponding_institution_ids":["https://openalex.org/I4210166499"],"apc_list":{"value":1600,"currency":"CHF","value_usd":1782},"apc_paid":{"value":1600,"currency":"CHF","value_usd":1782},"fwci":3.4202,"has_fulltext":true,"cited_by_count":3,"citation_normalized_percentile":{"value":0.92634494,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":91,"max":98},"biblio":{"volume":"18","issue":"8","first_page":"517","last_page":"517"},"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9975000023841858,"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/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9954000115394592,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"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/autoregressive-integrated-moving-average","display_name":"Autoregressive integrated moving average","score":0.8596621751785278},{"id":"https://openalex.org/keywords/whale","display_name":"Whale","score":0.6282857656478882},{"id":"https://openalex.org/keywords/architecture","display_name":"Architecture","score":0.5994399785995483},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.5944406986236572},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5610262155532837},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.5352438688278198},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.41757601499557495},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.41191112995147705},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.34631651639938354},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.23355987668037415},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.2223571538925171},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.207999587059021},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.15961331129074097},{"id":"https://openalex.org/keywords/fishery","display_name":"Fishery","score":0.14371970295906067},{"id":"https://openalex.org/keywords/geology","display_name":"Geology","score":0.06878560781478882}],"concepts":[{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.8596621751785278},{"id":"https://openalex.org/C2777704720","wikidata":"https://www.wikidata.org/wiki/Q1865281","display_name":"Whale","level":2,"score":0.6282857656478882},{"id":"https://openalex.org/C123657996","wikidata":"https://www.wikidata.org/wiki/Q12271","display_name":"Architecture","level":2,"score":0.5994399785995483},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5944406986236572},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5610262155532837},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5352438688278198},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.41757601499557495},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.41191112995147705},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.34631651639938354},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.23355987668037415},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.2223571538925171},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.207999587059021},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.15961331129074097},{"id":"https://openalex.org/C505870484","wikidata":"https://www.wikidata.org/wiki/Q180538","display_name":"Fishery","level":1,"score":0.14371970295906067},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.06878560781478882},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.3390/a18080517","is_oa":true,"landing_page_url":"https://doi.org/10.3390/a18080517","pdf_url":"https://www.mdpi.com/1999-4893/18/8/517/pdf?version=1755500268","source":{"id":"https://openalex.org/S190629608","display_name":"Algorithms","issn_l":"1999-4893","issn":["1999-4893"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Algorithms","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:5922ba6caeca4b00a2891f4bc9bafa9d","is_oa":true,"landing_page_url":"https://doaj.org/article/5922ba6caeca4b00a2891f4bc9bafa9d","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":"Algorithms, Vol 18, Iss 8, p 517 (2025)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.3390/a18080517","is_oa":true,"landing_page_url":"https://doi.org/10.3390/a18080517","pdf_url":"https://www.mdpi.com/1999-4893/18/8/517/pdf?version=1755500268","source":{"id":"https://openalex.org/S190629608","display_name":"Algorithms","issn_l":"1999-4893","issn":["1999-4893"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Algorithms","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G4578169880","display_name":null,"funder_award_id":"62472144","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G5902057442","display_name":null,"funder_award_id":"2024Z005","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G7248031830","display_name":null,"funder_award_id":"252400410396","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4413348215.pdf","grobid_xml":"https://content.openalex.org/works/W4413348215.grobid-xml"},"referenced_works_count":33,"referenced_works":["https://openalex.org/W1963187276","https://openalex.org/W1975994995","https://openalex.org/W1999403663","https://openalex.org/W1999996900","https://openalex.org/W2012079387","https://openalex.org/W2022097384","https://openalex.org/W2064675550","https://openalex.org/W2110603299","https://openalex.org/W2290883490","https://openalex.org/W2293023260","https://openalex.org/W3011279120","https://openalex.org/W3021318637","https://openalex.org/W3031678578","https://openalex.org/W4205515379","https://openalex.org/W4210976080","https://openalex.org/W4229333499","https://openalex.org/W4280550128","https://openalex.org/W4281612099","https://openalex.org/W4321377565","https://openalex.org/W4366466035","https://openalex.org/W4386282861","https://openalex.org/W4400650555","https://openalex.org/W4400940294","https://openalex.org/W4404238271","https://openalex.org/W4404414900","https://openalex.org/W4405216410","https://openalex.org/W4407360717","https://openalex.org/W6644390931","https://openalex.org/W6691840795","https://openalex.org/W6775417653","https://openalex.org/W6807858533","https://openalex.org/W6875007182","https://openalex.org/W6876822982"],"related_works":["https://openalex.org/W3175321409","https://openalex.org/W4412948621","https://openalex.org/W4312561791","https://openalex.org/W2389894046","https://openalex.org/W2215717369","https://openalex.org/W2146461990","https://openalex.org/W4312309719","https://openalex.org/W4391216528","https://openalex.org/W2980748541","https://openalex.org/W4399581288"],"abstract_inverted_index":{"Financial":[0],"time":[1,29,107,148],"series":[2,30,149],"display":[3],"inherent":[4,50],"nonlinearity":[5],"and":[6,145,199],"high":[7],"volatility,":[8],"creating":[9],"substantial":[10],"challenges":[11,86],"for":[12,27,75,95],"accurate":[13,144],"forecasting.":[14,31,150],"Advancements":[15],"in":[16,44,87,105,115,132],"artificial":[17],"intelligence":[18],"have":[19],"positioned":[20],"deep":[21,34],"learning":[22,35],"as":[23],"a":[24,59],"critical":[25],"tool":[26],"financial":[28,46,106,147],"However,":[32],"conventional":[33,88],"models":[36],"often":[37],"fail":[38],"to":[39,49,91,160,169],"accurately":[40],"predict":[41],"future":[42,165],"trends":[43],"complex":[45],"data":[47],"due":[48],"limitations.":[51],"To":[52,109,151],"address":[53],"these":[54],"challenges,":[55],"this":[56,156],"study":[57],"introduces":[58],"WOA-BiLSTM-ARIMA":[60,172],"hybrid":[61],"forecasting":[62],"model":[63,137],"leveraging":[64],"parameter":[65,84],"optimization.":[66],"Specifically,":[67],"the":[68,76,111,119,136,153,161,192,200],"whale":[69],"optimization":[70],"algorithm":[71],"(WOA)":[72],"optimizes":[73],"hyperparameters":[74],"Bidirectional":[77],"Long":[78],"Short-Term":[79],"Memory":[80],"(BiLSTM)":[81],"network,":[82],"overcoming":[83],"tuning":[85],"approaches.":[89],"Due":[90],"its":[92],"strong":[93],"capacity":[94],"nonlinear":[96,103],"feature":[97],"extraction,":[98],"BiLSTM":[99,114],"excels":[100],"at":[101],"modeling":[102,133],"patterns":[104],"series.":[108],"mitigate":[110],"shortcomings":[112],"of":[113,164,190],"capturing":[116],"linear":[117,134],"patterns,":[118],"Autoregressive":[120],"Integrated":[121],"Moving":[122],"Average":[123],"(ARIMA)":[124],"methodology":[125],"is":[126,185],"integrated.":[127],"By":[128],"exploiting":[129],"ARIMA\u2019s":[130],"strengths":[131],"features,":[135],"refines":[138],"BiLSTM\u2019s":[139],"prediction":[140,162],"residuals,":[141],"achieving":[142],"more":[143],"comprehensive":[146],"validate":[152],"model\u2019s":[154],"effectiveness,":[155],"paper":[157],"applies":[158],"it":[159],"experiment":[163],"spread":[166],"data.":[167],"Compared":[168],"classical":[170],"models,":[171],"achieves":[173],"significant":[174],"improvements":[175],"across":[176],"multiple":[177],"evaluation":[178],"metrics.":[179],"The":[180],"mean":[181,193,201],"squared":[182],"error":[183,195,204],"(MSE)":[184],"reduced":[186],"by":[187,197,206],"an":[188],"average":[189],"30.5%,":[191],"absolute":[194,202],"(MAE)":[196],"20.8%,":[198],"percentage":[203],"(MAPE)":[205],"29.7%.":[207]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":1}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}
