{"id":"https://openalex.org/W4396554381","doi":"https://doi.org/10.5220/0012607200003717","title":"Stock Market Forecasting Using Machine Learning Models Through Volatility-Driven Trading Strategies","display_name":"Stock Market Forecasting Using Machine Learning Models Through Volatility-Driven Trading Strategies","publication_year":2024,"publication_date":"2024-01-01","ids":{"openalex":"https://openalex.org/W4396554381","doi":"https://doi.org/10.5220/0012607200003717"},"language":"en","primary_location":{"id":"doi:10.5220/0012607200003717","is_oa":true,"landing_page_url":"https://doi.org/10.5220/0012607200003717","pdf_url":null,"source":null,"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 6th International Conference on Finance, Economics, Management and IT Business","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://doi.org/10.5220/0012607200003717","any_repository_has_fulltext":null},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5014004028","display_name":"Ivan Letteri","orcid":"https://orcid.org/0000-0002-3843-386X"},"institutions":[{"id":"https://openalex.org/I26415053","display_name":"University of L'Aquila","ror":"https://ror.org/01j9p1r26","country_code":"IT","type":"education","lineage":["https://openalex.org/I26415053"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Ivan Letteri","raw_affiliation_strings":["Department of Life, Health and Environmental Sciences, University of L\u2019Aquila, Italy, --- Select a Country ---"],"affiliations":[{"raw_affiliation_string":"Department of Life, Health and Environmental Sciences, University of L\u2019Aquila, Italy, --- Select a Country ---","institution_ids":["https://openalex.org/I26415053"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5014004028"],"corresponding_institution_ids":["https://openalex.org/I26415053"],"apc_list":null,"apc_paid":null,"fwci":1.032,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.76855622,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"96","last_page":"103"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9940999746322632,"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":0.9940999746322632,"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":0.9470999836921692,"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":0.901199996471405,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.6410326957702637},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5486755967140198},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.5377727746963501},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5246115922927856},{"id":"https://openalex.org/keywords/stock-trading","display_name":"Stock trading","score":0.51961749792099},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4965861439704895},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4892840087413788},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.45263636112213135},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.38351595401763916},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.378190815448761},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3768985867500305},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.24671924114227295},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.08114162087440491}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6410326957702637},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5486755967140198},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.5377727746963501},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5246115922927856},{"id":"https://openalex.org/C2989233474","wikidata":"https://www.wikidata.org/wiki/Q7831917","display_name":"Stock trading","level":4,"score":0.51961749792099},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4965861439704895},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4892840087413788},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.45263636112213135},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.38351595401763916},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.378190815448761},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3768985867500305},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.24671924114227295},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.08114162087440491},{"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},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.5220/0012607200003717","is_oa":true,"landing_page_url":"https://doi.org/10.5220/0012607200003717","pdf_url":null,"source":null,"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 6th International Conference on Finance, Economics, Management and IT Business","raw_type":"proceedings-article"}],"best_oa_location":{"id":"doi:10.5220/0012607200003717","is_oa":true,"landing_page_url":"https://doi.org/10.5220/0012607200003717","pdf_url":null,"source":null,"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 6th International Conference on Finance, Economics, Management and IT Business","raw_type":"proceedings-article"},"sustainable_development_goals":[{"display_name":"Partnerships for the goals","score":0.4099999964237213,"id":"https://metadata.un.org/sdg/17"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W4313491999","https://openalex.org/W4311922785","https://openalex.org/W4286702726","https://openalex.org/W78115955","https://openalex.org/W3175255688","https://openalex.org/W2144176215","https://openalex.org/W3176836227","https://openalex.org/W1564421840","https://openalex.org/W1497538559","https://openalex.org/W2886042381"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2}],"updated_date":"2025-12-23T23:11:35.936235","created_date":"2025-10-10T00:00:00"}
