{"id":"https://openalex.org/W2073711686","doi":"https://doi.org/10.4018/ijdwm.2015010104","title":"iTrade","display_name":"iTrade","publication_year":2015,"publication_date":"2015-01-01","ids":{"openalex":"https://openalex.org/W2073711686","doi":"https://doi.org/10.4018/ijdwm.2015010104","mag":"2073711686"},"language":"en","primary_location":{"id":"doi:10.4018/ijdwm.2015010104","is_oa":false,"landing_page_url":"https://doi.org/10.4018/ijdwm.2015010104","pdf_url":null,"source":{"id":"https://openalex.org/S53932126","display_name":"International Journal of Data Warehousing and Mining","issn_l":"1548-3924","issn":["1548-3924","1548-3932"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320424","host_organization_name":"IGI Global","host_organization_lineage":["https://openalex.org/P4310320424"],"host_organization_lineage_names":["IGI Global"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Data Warehousing and Mining","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/A5086685216","display_name":"Yong Hu","orcid":"https://orcid.org/0000-0002-3837-1750"},"institutions":[{"id":"https://openalex.org/I157773358","display_name":"Sun Yat-sen University","ror":"https://ror.org/0064kty71","country_code":"CN","type":"education","lineage":["https://openalex.org/I157773358"]},{"id":"https://openalex.org/I186272606","display_name":"Guangdong University of Foreign Studies","ror":"https://ror.org/00fhc9y79","country_code":"CN","type":"education","lineage":["https://openalex.org/I186272606"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yong Hu","raw_affiliation_strings":["Institute of Business Intelligence and Knowledge Discovery, Guangdong University of Foreign Studies, Guangzhou, China & School of Business, Sun Yat-sen University, Guanghzhou, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Business Intelligence and Knowledge Discovery, Guangdong University of Foreign Studies, Guangzhou, China & School of Business, Sun Yat-sen University, Guanghzhou, China","institution_ids":["https://openalex.org/I186272606","https://openalex.org/I157773358"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5051254107","display_name":"Xiangzhou Zhang","orcid":"https://orcid.org/0000-0003-3752-0045"},"institutions":[{"id":"https://openalex.org/I157773358","display_name":"Sun Yat-sen University","ror":"https://ror.org/0064kty71","country_code":"CN","type":"education","lineage":["https://openalex.org/I157773358"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xiangzhou Zhang","raw_affiliation_strings":["School of Business, Sun Yat-sen University, Guangzhou, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Business, Sun Yat-sen University, Guangzhou, China","institution_ids":["https://openalex.org/I157773358"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100883202","display_name":"Bin Feng","orcid":null},"institutions":[{"id":"https://openalex.org/I186272606","display_name":"Guangdong University of Foreign Studies","ror":"https://ror.org/00fhc9y79","country_code":"CN","type":"education","lineage":["https://openalex.org/I186272606"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Bin Feng","raw_affiliation_strings":["School of Management, Guangdong University of Foreign Studies, Guangzhou, China","School of Management, Guangdong University of Foreign Studies , Guangzhou , China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management, Guangdong University of Foreign Studies, Guangzhou, China","institution_ids":["https://openalex.org/I186272606"]},{"raw_affiliation_string":"School of Management, Guangdong University of Foreign Studies , Guangzhou , China","institution_ids":["https://openalex.org/I186272606"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101601131","display_name":"Kang Xie","orcid":"https://orcid.org/0000-0002-8276-5095"},"institutions":[{"id":"https://openalex.org/I157773358","display_name":"Sun Yat-sen University","ror":"https://ror.org/0064kty71","country_code":"CN","type":"education","lineage":["https://openalex.org/I157773358"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Kang Xie","raw_affiliation_strings":["School of Business, Sun Yat-sen University, Guangzhou, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Business, Sun Yat-sen University, Guangzhou, China","institution_ids":["https://openalex.org/I157773358"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5036466755","display_name":"Mei Liu","orcid":"https://orcid.org/0000-0002-8036-2110"},"institutions":[{"id":"https://openalex.org/I4210128618","display_name":"University of Kansas Medical Center","ror":"https://ror.org/036c9yv20","country_code":"US","type":"funder","lineage":["https://openalex.org/I4210128618"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Mei Liu","raw_affiliation_strings":["Department of Internal Medicine, University of Kansas Medical Center, Kansas City, KS, USA","Department of Internal Medicine, University of Kansas Medical Center, Kansas City, KS, USA;"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Internal Medicine, University of Kansas Medical Center, Kansas City, KS, USA","institution_ids":["https://openalex.org/I4210128618"]},{"raw_affiliation_string":"Department of Internal Medicine, University of Kansas Medical Center, Kansas City, KS, USA;","institution_ids":["https://openalex.org/I4210128618"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":5,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.7807,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":{"value":0.88682077,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"11","issue":"1","first_page":"66","last_page":"83"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12761","display_name":"Data Stream Mining Techniques","score":0.9990000128746033,"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"}},"topics":[{"id":"https://openalex.org/T12761","display_name":"Data Stream Mining Techniques","score":0.9990000128746033,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.9987000226974487,"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/T11161","display_name":"Consumer Market Behavior and Pricing","score":0.9786999821662903,"subfield":{"id":"https://openalex.org/subfields/1406","display_name":"Marketing"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.8110853433609009},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.50179123878479},{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.4992380142211914},{"id":"https://openalex.org/keywords/technical-analysis","display_name":"Technical analysis","score":0.46213263273239136},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.4544123411178589},{"id":"https://openalex.org/keywords/support-vector-machine","display_name":"Support vector machine","score":0.44080162048339844},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4303346276283264},{"id":"https://openalex.org/keywords/concept-drift","display_name":"Concept drift","score":0.425079345703125},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.414777547121048},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.35850924253463745},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.2725975215435028},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.14522850513458252}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8110853433609009},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.50179123878479},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.4992380142211914},{"id":"https://openalex.org/C117245426","wikidata":"https://www.wikidata.org/wiki/Q235038","display_name":"Technical analysis","level":2,"score":0.46213263273239136},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.4544123411178589},{"id":"https://openalex.org/C12267149","wikidata":"https://www.wikidata.org/wiki/Q282453","display_name":"Support vector machine","level":2,"score":0.44080162048339844},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4303346276283264},{"id":"https://openalex.org/C60777511","wikidata":"https://www.wikidata.org/wiki/Q3045002","display_name":"Concept drift","level":3,"score":0.425079345703125},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.414777547121048},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.35850924253463745},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.2725975215435028},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.14522850513458252},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C13280743","wikidata":"https://www.wikidata.org/wiki/Q131089","display_name":"Geodesy","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C89198739","wikidata":"https://www.wikidata.org/wiki/Q3079880","display_name":"Data stream mining","level":2,"score":0.0},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"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:10.4018/ijdwm.2015010104","is_oa":false,"landing_page_url":"https://doi.org/10.4018/ijdwm.2015010104","pdf_url":null,"source":{"id":"https://openalex.org/S53932126","display_name":"International Journal of Data Warehousing and Mining","issn_l":"1548-3924","issn":["1548-3924","1548-3932"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320424","host_organization_name":"IGI Global","host_organization_lineage":["https://openalex.org/P4310320424"],"host_organization_lineage_names":["IGI Global"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Data Warehousing and Mining","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:igg:jdwm00:v:11:y:2015:i:1:p:66-83","is_oa":false,"landing_page_url":"https://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/ijdwm.2015010104","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":44,"referenced_works":["https://openalex.org/W78885126","https://openalex.org/W116828910","https://openalex.org/W1568331579","https://openalex.org/W1905113743","https://openalex.org/W1925407788","https://openalex.org/W1970872742","https://openalex.org/W1977229415","https://openalex.org/W1989455386","https://openalex.org/W1996703612","https://openalex.org/W1999233885","https://openalex.org/W2005346797","https://openalex.org/W2007004102","https://openalex.org/W2008056655","https://openalex.org/W2009727399","https://openalex.org/W2011368107","https://openalex.org/W2017209242","https://openalex.org/W2026315141","https://openalex.org/W2027212376","https://openalex.org/W2030292188","https://openalex.org/W2030562831","https://openalex.org/W2035731137","https://openalex.org/W2038585278","https://openalex.org/W2051863219","https://openalex.org/W2052848417","https://openalex.org/W2058777398","https://openalex.org/W2066456070","https://openalex.org/W2066795664","https://openalex.org/W2075853504","https://openalex.org/W2085708398","https://openalex.org/W2091621250","https://openalex.org/W2120911092","https://openalex.org/W2124259195","https://openalex.org/W2135046866","https://openalex.org/W2150940164","https://openalex.org/W2153580489","https://openalex.org/W2156909104","https://openalex.org/W2159877036","https://openalex.org/W2166215547","https://openalex.org/W2166781513","https://openalex.org/W2318628205","https://openalex.org/W2385866669","https://openalex.org/W2997644599","https://openalex.org/W3125177509","https://openalex.org/W4235130247"],"related_works":["https://openalex.org/W3154480698","https://openalex.org/W2942345991","https://openalex.org/W4288095971","https://openalex.org/W880995879","https://openalex.org/W4285342199","https://openalex.org/W3165885989","https://openalex.org/W2759772657","https://openalex.org/W2163488659","https://openalex.org/W4366124061","https://openalex.org/W2947703542"],"abstract_inverted_index":{"Among":[0],"all":[1],"investors":[2,17,135],"in":[3,19,52,142,218],"the":[4,111,125,129,145,190,196,203,214,224],"Chinese":[5],"stock":[6,55,219],"market,":[7,220],"more":[8],"than":[9],"95%":[10],"are":[11,18],"non-professional":[12],"individual":[13,16],"investors.":[14,235],"These":[15],"great":[20],"need":[21],"of":[22,45,131,165,198,233],"mobile":[23,70,207],"apps":[24],"that":[25,180,210],"can":[26,94],"provide":[27,95],"professional":[28],"and":[29,33,49,77,118,128,149,158,206,212,231],"handy":[30],"trading":[31],"analysis":[32],"decision":[34],"support":[35],"everywhere.":[36],"However,":[37],"financial":[38],"data":[39,79],"is":[40,68,84,167,170,202],"challenging":[41],"to":[42,99,114,189],"analyze":[43],"because":[44],"its":[46],"large-scale,":[47],"non-linear":[48],"noisy":[50],"characteristics":[51],"a":[53,60,69,88,104,120,173],"varying":[54],"environment.":[56],"This":[57],"paper":[58],"develops":[59],"Mobile":[61],"Data-Driven":[62],"Stock":[63],"Trading":[64],"System":[65],"(iTrade),":[66],"which":[67,93,109,169],"app":[71,208],"system":[72,209],"based":[73,171],"on":[74,172],"Client-Server":[75],"architecture":[76],"various":[78],"mining":[80],"techniques.":[81],"The":[82],"iTrade":[83,143,166,181],"characterized":[85],"by":[86],"1)":[87],"data-driven":[89,228],"intelligent":[90,229],"learning":[91],"model,":[92],"further":[96],"insight":[97],"compared":[98,188],"empirical":[100],"technical":[101],"analysis,":[102,123],"2)":[103],"concept":[105,215],"drift":[106,216],"adaptation":[107,113],"process,":[108],"facilitates":[110],"model":[112,230],"market":[115],"structure":[116],"changes,":[117],"3)":[119],"rigorous":[121],"benchmark":[122,191],"including":[124],"Buy-and-Hold":[126],"strategy":[127],"strategies":[130,232],"three":[132],"world-famous":[133],"master":[134,234],"(e.g.,":[136],"Warren":[137],"E.":[138],"Buffett).":[139],"Technologies":[140],"used":[141],"include":[144],"Least":[146],"Absolute":[147],"Shrinkage":[148],"Selection":[150],"Operator":[151],"(Lasso)":[152],"algorithm,":[153],"Support":[154],"Vector":[155],"Machine":[156],"(SVM)":[157],"risk-adjusted":[159],"portfolio":[160],"optimization.":[161],"An":[162],"application":[163],"case":[164],"presented,":[168],"seven-year":[174],"(2005-2011)":[175],"back-testing.":[176],"Evaluation":[177],"results":[178],"indicated":[179],"could":[182],"gain":[183],"much":[184],"higher":[185],"cumulative":[186],"return":[187],"(Shanghai":[192],"Composite":[193],"Index).":[194],"To":[195],"best":[197],"our":[199],"knowledge,":[200],"this":[201],"first":[204],"study":[205],"emphasizes":[211],"investigates":[213],"phenomenon":[217],"as":[221,223],"well":[222],"performance":[225],"comparison":[226],"between":[227]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":2}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2016-06-24T00:00:00"}
