{"id":"https://openalex.org/W4410640946","doi":"https://doi.org/10.3390/e27060550","title":"Artificial Intelligence Models for Predicting Stock Returns Using Fundamental, Technical, and Entropy-Based Strategies: A Semantic-Augmented Hybrid Approach","display_name":"Artificial Intelligence Models for Predicting Stock Returns Using Fundamental, Technical, and Entropy-Based Strategies: A Semantic-Augmented Hybrid Approach","publication_year":2025,"publication_date":"2025-05-23","ids":{"openalex":"https://openalex.org/W4410640946","doi":"https://doi.org/10.3390/e27060550","pmid":"https://pubmed.ncbi.nlm.nih.gov/40566137"},"language":"en","primary_location":{"id":"doi:10.3390/e27060550","is_oa":true,"landing_page_url":"https://doi.org/10.3390/e27060550","pdf_url":"https://www.mdpi.com/1099-4300/27/6/550/pdf?version=1748012359","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/1099-4300/27/6/550/pdf?version=1748012359","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5018113933","display_name":"Gil Cohen","orcid":"https://orcid.org/0000-0002-1173-0338"},"institutions":[{"id":"https://openalex.org/I23973178","display_name":"Western Galilee College","ror":"https://ror.org/00ajd9b21","country_code":"IL","type":"education","lineage":["https://openalex.org/I23973178"]}],"countries":["IL"],"is_corresponding":true,"raw_author_name":"Gil Cohen","raw_affiliation_strings":["School of Management, Western Galilee Academic College, Acre 2412101, Israel"],"affiliations":[{"raw_affiliation_string":"School of Management, Western Galilee Academic College, Acre 2412101, Israel","institution_ids":["https://openalex.org/I23973178"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5064521710","display_name":"Avishay Aiche","orcid":"https://orcid.org/0000-0002-1719-3801"},"institutions":[{"id":"https://openalex.org/I23973178","display_name":"Western Galilee College","ror":"https://ror.org/00ajd9b21","country_code":"IL","type":"education","lineage":["https://openalex.org/I23973178"]}],"countries":["IL"],"is_corresponding":false,"raw_author_name":"Avishay Aiche","raw_affiliation_strings":["School of Management, Western Galilee Academic College, Acre 2412101, Israel"],"affiliations":[{"raw_affiliation_string":"School of Management, Western Galilee Academic College, Acre 2412101, Israel","institution_ids":["https://openalex.org/I23973178"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5001483771","display_name":"Ron Eichel","orcid":"https://orcid.org/0000-0002-4951-9781"},"institutions":[{"id":"https://openalex.org/I23973178","display_name":"Western Galilee College","ror":"https://ror.org/00ajd9b21","country_code":"IL","type":"education","lineage":["https://openalex.org/I23973178"]}],"countries":["IL"],"is_corresponding":false,"raw_author_name":"Ron Eichel","raw_affiliation_strings":["School of Management, Western Galilee Academic College, Acre 2412101, Israel"],"affiliations":[{"raw_affiliation_string":"School of Management, Western Galilee Academic College, Acre 2412101, Israel","institution_ids":["https://openalex.org/I23973178"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5018113933"],"corresponding_institution_ids":["https://openalex.org/I23973178"],"apc_list":{"value":2000,"currency":"CHF","value_usd":2165},"apc_paid":{"value":2000,"currency":"CHF","value_usd":2165},"fwci":8.6952,"has_fulltext":true,"cited_by_count":4,"citation_normalized_percentile":{"value":0.97436713,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":95,"max":99},"biblio":{"volume":"27","issue":"6","first_page":"550","last_page":"550"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998000264167786,"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":0.9998000264167786,"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":0.9961000084877014,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.9922999739646912,"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/computer-science","display_name":"Computer science","score":0.5432712435722351},{"id":"https://openalex.org/keywords/entropy","display_name":"Entropy (arrow of time)","score":0.4916141629219055},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.48692238330841064},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.47595688700675964},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.34937405586242676},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.10949987173080444},{"id":"https://openalex.org/keywords/thermodynamics","display_name":"Thermodynamics","score":0.06987318396568298},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.05691000819206238}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5432712435722351},{"id":"https://openalex.org/C106301342","wikidata":"https://www.wikidata.org/wiki/Q4117933","display_name":"Entropy (arrow of time)","level":2,"score":0.4916141629219055},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.48692238330841064},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.47595688700675964},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.34937405586242676},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.10949987173080444},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.06987318396568298},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.05691000819206238},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.3390/e27060550","is_oa":true,"landing_page_url":"https://doi.org/10.3390/e27060550","pdf_url":"https://www.mdpi.com/1099-4300/27/6/550/pdf?version=1748012359","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:40566137","is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/40566137","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:doaj.org/article:3cc04c0a7fb7418890614f9163bb6e91","is_oa":true,"landing_page_url":"https://doaj.org/article/3cc04c0a7fb7418890614f9163bb6e91","pdf_url":null,"source":{"id":"https://openalex.org/S112646816","display_name":"SHILAP Revista de lepidopterolog\u00eda","issn_l":"0300-5267","issn":["0300-5267","2340-4078"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Entropy, Vol 27, Iss 6, p 550 (2025)","raw_type":"article"},{"id":"pmh:oai:pubmedcentral.nih.gov:12191900","is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/12191900","pdf_url":null,"source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","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":"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"}],"best_oa_location":{"id":"doi:10.3390/e27060550","is_oa":true,"landing_page_url":"https://doi.org/10.3390/e27060550","pdf_url":"https://www.mdpi.com/1099-4300/27/6/550/pdf?version=1748012359","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":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4410640946.pdf","grobid_xml":"https://content.openalex.org/works/W4410640946.grobid-xml"},"referenced_works_count":26,"referenced_works":["https://openalex.org/W1555686918","https://openalex.org/W1750813743","https://openalex.org/W2104955455","https://openalex.org/W2114355295","https://openalex.org/W2117678451","https://openalex.org/W2122806526","https://openalex.org/W2801041858","https://openalex.org/W2973471094","https://openalex.org/W3123858831","https://openalex.org/W3181963689","https://openalex.org/W3185341429","https://openalex.org/W4224302811","https://openalex.org/W4225538066","https://openalex.org/W4327618051","https://openalex.org/W4367844827","https://openalex.org/W4386844423","https://openalex.org/W4387600803","https://openalex.org/W4390195877","https://openalex.org/W4390674636","https://openalex.org/W4391936472","https://openalex.org/W4395677378","https://openalex.org/W4400569133","https://openalex.org/W4404384259","https://openalex.org/W6798057236","https://openalex.org/W6798101419","https://openalex.org/W6857802902"],"related_works":["https://openalex.org/W2961085424","https://openalex.org/W4306674287","https://openalex.org/W4387369504","https://openalex.org/W4394896187","https://openalex.org/W3170094116","https://openalex.org/W4386462264","https://openalex.org/W3107602296","https://openalex.org/W4364306694","https://openalex.org/W4312192474","https://openalex.org/W4283697347"],"abstract_inverted_index":{"This":[0],"study":[1],"examines":[2],"the":[3,32,66,69,73,91,124,143,148,153,156,160],"effectiveness":[4],"of":[5,45,48,116,126,146,155],"combining":[6],"semantic":[7,52,105,118],"intelligence":[8],"drawn":[9],"from":[10],"large":[11],"language":[12],"models":[13],"(LLMs)":[14],"such":[15],"as":[16],"ChatGPT-4o":[17],"with":[18,81,86,163],"traditional":[19],"machine-learning":[20],"(ML)":[21],"algorithms":[22],"to":[23,128,151],"develop":[24],"predictive":[25,37,130,157],"portfolio":[26,167],"strategies":[27],"for":[28,136,166],"NASDAQ-100":[29],"stocks":[30],"over":[31],"2020-2025":[33],"period.":[34],"Three":[35],"different":[36],"frameworks--fundamental,":[38],"technical,":[39],"and":[40,50,119,159,169],"entropy-based--are":[41],"tested":[42],"through":[43],"examination":[44],"novel":[46],"combinations":[47],"ML-":[49],"LLM-derived":[51,104],"metrics.":[53],"The":[54,107],"empirical":[55],"results":[56],"reveal":[57],"a":[58,113],"considerable":[59],"divergence":[60],"in":[61,172],"optimal":[62],"blending":[63],"methods":[64],"across":[65],"methodologies;":[67],"namely,":[68],"technical":[70],"methodology":[71,93,109],"exhibits":[72],"best":[74],"performance":[75],"when":[76,98],"using":[77],"only":[78],"ML":[79,120],"predictions,":[80],"around":[82],"1978%":[83],"cumulative":[84],"returns":[85],"monthly":[87],"rebalancing.":[88],"In":[89],"contrast,":[90],"fundamental":[92],"achieves":[94],"its":[95],"full":[96],"potential":[97,125],"it":[99],"is":[100,110],"based":[101],"primarily":[102],"on":[103],"insights.":[106],"Entropy":[108],"improved":[111],"by":[112,132],"balanced":[114],"combination":[115],"both":[117],"signals,":[121],"thus":[122],"highlighting":[123],"LLMs":[127],"improve":[129],"power":[131],"offering":[133],"interpretative":[134],"context":[135],"complex":[137],"market":[138],"interactions.":[139],"These":[140],"findings":[141],"highlight":[142],"strategic":[144],"importance":[145],"tailoring":[147],"semantic-algorithmic":[149],"fusion":[150],"suit":[152],"nature":[154],"data":[158],"investment":[161],"horizon,":[162],"significant":[164],"implications":[165],"management":[168],"future":[170],"research":[171],"financial":[173],"modeling.":[174]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":2}],"updated_date":"2026-03-24T08:02:53.985720","created_date":"2025-10-10T00:00:00"}