{"id":"https://openalex.org/W4319024975","doi":"https://doi.org/10.3390/e25020279","title":"An IPSO-FW-WSVM Method for Stock Trading Signal Forecasting","display_name":"An IPSO-FW-WSVM Method for Stock Trading Signal Forecasting","publication_year":2023,"publication_date":"2023-02-02","ids":{"openalex":"https://openalex.org/W4319024975","doi":"https://doi.org/10.3390/e25020279","pmid":"https://pubmed.ncbi.nlm.nih.gov/36832646"},"language":"en","primary_location":{"id":"doi:10.3390/e25020279","is_oa":true,"landing_page_url":"http://dx.doi.org/10.3390/e25020279","pdf_url":"https://www.mdpi.com/1099-4300/25/2/279/pdf?version=1675327218","source":{"id":"https://openalex.org/S195231649","display_name":"Entropy","issn_l":"1099-4300","issn":["1099-4300"],"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":"Entropy","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj","pubmed"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://www.mdpi.com/1099-4300/25/2/279/pdf?version=1675327218","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100610235","display_name":"Yingjun Chen","orcid":"https://orcid.org/0000-0001-7121-862X"},"institutions":[{"id":"https://openalex.org/I116953780","display_name":"Tongji University","ror":"https://ror.org/03rc6as71","country_code":"CN","type":"education","lineage":["https://openalex.org/I116953780"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Yingjun Chen","raw_affiliation_strings":["Department of Computer Science and Technology, Tongji University, Shanghai 201804, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Technology, Tongji University, Shanghai 201804, China","institution_ids":["https://openalex.org/I116953780"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5008774513","display_name":"Zhigang Zhu","orcid":"https://orcid.org/0000-0002-0911-179X"},"institutions":[{"id":"https://openalex.org/I148128674","display_name":"University of Shanghai for Science and Technology","ror":"https://ror.org/00ay9v204","country_code":"CN","type":"education","lineage":["https://openalex.org/I148128674"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhigang Zhu","raw_affiliation_strings":["School of Health Science and Engineering, University of Shanghai for Science and Technology, Shanghai 200093, China"],"raw_orcid":"https://orcid.org/0000-0002-0911-179X","affiliations":[{"raw_affiliation_string":"School of Health Science and Engineering, University of Shanghai for Science and Technology, Shanghai 200093, China","institution_ids":["https://openalex.org/I148128674"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5100610235"],"corresponding_institution_ids":["https://openalex.org/I116953780"],"apc_list":{"value":2000,"currency":"CHF","value_usd":2165},"apc_paid":{"value":2000,"currency":"CHF","value_usd":2165},"fwci":0.2398,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":{"value":0.53128176,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"25","issue":"2","first_page":"279","last_page":"279"},"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.9927999973297119,"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":0.9873999953269958,"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/stock","display_name":"Stock (firearms)","score":0.4552752375602722},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.45315197110176086},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.39156681299209595},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3755485713481903},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.31325584650039673},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.19871968030929565}],"concepts":[{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4552752375602722},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.45315197110176086},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.39156681299209595},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3755485713481903},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.31325584650039673},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.19871968030929565},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.3390/e25020279","is_oa":true,"landing_page_url":"http://dx.doi.org/10.3390/e25020279","pdf_url":"https://www.mdpi.com/1099-4300/25/2/279/pdf?version=1675327218","source":{"id":"https://openalex.org/S195231649","display_name":"Entropy","issn_l":"1099-4300","issn":["1099-4300"],"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":"Entropy","raw_type":"journal-article"},{"id":"pmid:36832646","is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/36832646","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":"Entropy (Basel, Switzerland)","raw_type":null},{"id":"pmh:oai:pubmedcentral.nih.gov:9955070","is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/9955070","pdf_url":"https://pmc.ncbi.nlm.nih.gov/articles/PMC9955070/pdf/entropy-25-00279.pdf","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":"Entropy (Basel)","raw_type":"Text"},{"id":"pmh:oai:doaj.org/article:c0e6e2c7e116488da0c6e26d49c7e15b","is_oa":true,"landing_page_url":"https://doaj.org/article/c0e6e2c7e116488da0c6e26d49c7e15b","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":"Entropy, Vol 25, Iss 2, p 279 (2023)","raw_type":"article"},{"id":"pmh:oai:mdpi.com:/1099-4300/25/2/279/","is_oa":true,"landing_page_url":"https://dx.doi.org/10.3390/e25020279","pdf_url":null,"source":{"id":"https://openalex.org/S4306400947","display_name":"MDPI (MDPI AG)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210097602","host_organization_name":"Multidisciplinary Digital Publishing Institute (Switzerland)","host_organization_lineage":["https://openalex.org/I4210097602"],"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":"Entropy","raw_type":"Text"}],"best_oa_location":{"id":"doi:10.3390/e25020279","is_oa":true,"landing_page_url":"http://dx.doi.org/10.3390/e25020279","pdf_url":"https://www.mdpi.com/1099-4300/25/2/279/pdf?version=1675327218","source":{"id":"https://openalex.org/S195231649","display_name":"Entropy","issn_l":"1099-4300","issn":["1099-4300"],"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":"Entropy","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":false},"content_urls":{"pdf":"https://content.openalex.org/works/W4319024975.pdf"},"referenced_works_count":49,"referenced_works":["https://openalex.org/W1793927692","https://openalex.org/W1980223370","https://openalex.org/W1986834168","https://openalex.org/W2016574294","https://openalex.org/W2017605581","https://openalex.org/W2056466844","https://openalex.org/W2060398565","https://openalex.org/W2073172233","https://openalex.org/W2084072817","https://openalex.org/W2108388069","https://openalex.org/W2153635508","https://openalex.org/W2184207288","https://openalex.org/W2208448102","https://openalex.org/W2260992041","https://openalex.org/W2282741897","https://openalex.org/W2345563409","https://openalex.org/W2515077010","https://openalex.org/W2568858846","https://openalex.org/W2572554044","https://openalex.org/W2593555562","https://openalex.org/W2601029648","https://openalex.org/W2758567761","https://openalex.org/W2889831223","https://openalex.org/W2894041752","https://openalex.org/W2965511779","https://openalex.org/W3003986983","https://openalex.org/W3006466875","https://openalex.org/W3010623202","https://openalex.org/W3097382998","https://openalex.org/W3121251852","https://openalex.org/W3137109590","https://openalex.org/W3140362009","https://openalex.org/W3143696967","https://openalex.org/W3150739688","https://openalex.org/W3158669684","https://openalex.org/W3171925258","https://openalex.org/W3175934715","https://openalex.org/W3189706564","https://openalex.org/W3195437903","https://openalex.org/W3201640000","https://openalex.org/W3206822938","https://openalex.org/W3209485964","https://openalex.org/W4210812462","https://openalex.org/W4232024493","https://openalex.org/W4311392818","https://openalex.org/W6684237752","https://openalex.org/W6686444232","https://openalex.org/W6775613672","https://openalex.org/W6801219313"],"related_works":["https://openalex.org/W2748952813","https://openalex.org/W1979597421","https://openalex.org/W2007980826","https://openalex.org/W4245490552","https://openalex.org/W4225152035","https://openalex.org/W2061531152","https://openalex.org/W3002753104","https://openalex.org/W2077600819","https://openalex.org/W1587224694","https://openalex.org/W2911598644"],"abstract_inverted_index":{"Trading":[0],"signal":[1],"detection":[2],"is":[3,57,76,85,133],"a":[4,19,33,79,97],"very":[5],"popular":[6],"yet":[7],"challenging":[8],"research":[9],"topic":[10],"in":[11,52,135],"the":[12,41,48,69,89,130,136],"financial":[13],"investment":[14,112],"area.":[15],"This":[16],"paper":[17],"develops":[18],"novel":[20],"method":[21,121,132],"integrating":[22],"piecewise":[23],"linear":[24],"representation":[25],"(PLR),":[26],"improved":[27],"particle":[28],"swarm":[29],"optimization":[30],"(IPSO)":[31],"and":[32,47,104,126],"feature-weighted":[34],"support":[35],"vector":[36],"machine":[37],"(FW-WSVM)":[38],"to":[39,59,87],"analyze":[40],"nonlinear":[42],"relationships":[43],"between":[44,102],"trading":[45,62,139],"signals":[46],"stock":[49],"data":[50],"hidden":[51],"historical":[53,70],"data.":[54,71],"First,":[55],"PLR":[56],"applied":[58],"generate":[60],"numerous":[61],"points":[63],"(valleys":[64],"or":[65],"peaks)":[66],"based":[67],"on":[68,106],"These":[72],"turning":[73],"points'":[74],"prediction":[75,124,137],"formulated":[77],"as":[78],"three-class":[80],"classification":[81],"problem.":[82],"Then,":[83],"IPSO":[84],"utilized":[86],"find":[88],"optimal":[90],"parameters":[91],"of":[92,99,138],"FW-WSVM.":[93],"Lastly,":[94],"we":[95],"conduct":[96],"series":[98],"comparative":[100],"experiments":[101],"IPSO-FW-WSVM":[103,131],"PLR-ANN":[105],"25":[107],"stocks":[108],"with":[109],"2":[110],"different":[111],"strategies.":[113],"The":[114],"experiment":[115],"results":[116],"show":[117],"that":[118],"our":[119],"proposed":[120],"achieves":[122],"higher":[123],"accuracy":[125],"profitability,":[127],"which":[128],"indicates":[129],"effective":[134],"signals.":[140]},"counts_by_year":[{"year":2023,"cited_by_count":1}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}
