{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,2]],"date-time":"2024-09-02T05:06:24Z","timestamp":1725253584515},"reference-count":63,"publisher":"Springer Science and Business Media LLC","issue":"10","license":[{"start":{"date-parts":[[2021,2,27]],"date-time":"2021-02-27T00:00:00Z","timestamp":1614384000000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springer.com\/tdm"},{"start":{"date-parts":[[2021,2,27]],"date-time":"2021-02-27T00:00:00Z","timestamp":1614384000000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springer.com\/tdm"}],"funder":[{"DOI":"10.13039\/501100004329","name":"Javna Agencija za Raziskovalno Dejavnost RS","doi-asserted-by":"publisher","award":["P5-0027"],"id":[{"id":"10.13039\/501100004329","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100004329","name":"Javna Agencija za Raziskovalno Dejavnost RS","doi-asserted-by":"publisher","award":["J4-9302"],"id":[{"id":"10.13039\/501100004329","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100004329","name":"Javna Agencija za Raziskovalno Dejavnost RS","doi-asserted-by":"publisher","award":["J1-9112"],"id":[{"id":"10.13039\/501100004329","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100004329","name":"Javna Agencija za Raziskovalno Dejavnost RS","doi-asserted-by":"publisher","award":["P1-0403"],"id":[{"id":"10.13039\/501100004329","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100004329","name":"Javna Agencija za Raziskovalno Dejavnost RS","doi-asserted-by":"publisher","award":["P5-0027"],"id":[{"id":"10.13039\/501100004329","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100004329","name":"Javna Agencija za Raziskovalno Dejavnost RS","doi-asserted-by":"publisher","award":["J1-2457"],"id":[{"id":"10.13039\/501100004329","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Appl Intell"],"published-print":{"date-parts":[[2021,10]]},"DOI":"10.1007\/s10489-021-02249-x","type":"journal-article","created":{"date-parts":[[2021,2,27]],"date-time":"2021-02-27T23:04:02Z","timestamp":1614467042000},"page":"7177-7195","update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":22,"title":["Two robust long short-term memory frameworks for trading stocks"],"prefix":"10.1007","volume":"51","author":[{"ORCID":"http:\/\/orcid.org\/0000-0002-9604-0554","authenticated-orcid":false,"given":"Du\u0161an","family":"Fister","sequence":"first","affiliation":[]},{"ORCID":"http:\/\/orcid.org\/0000-0002-3087-541X","authenticated-orcid":false,"given":"Matja\u017e","family":"Perc","sequence":"additional","affiliation":[]},{"ORCID":"http:\/\/orcid.org\/0000-0001-7767-9988","authenticated-orcid":false,"given":"Timotej","family":"Jagri\u010d","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2021,2,27]]},"reference":[{"key":"2249_CR1","doi-asserted-by":"publisher","unstructured":"Barrot LD, Servvn L (2018) Gross capital flows, common factors, and the global financial cycle the world bank. https:\/\/doi.org\/10.2139\/ssrn.3116778","DOI":"10.2139\/ssrn.3116778"},{"key":"2249_CR2","doi-asserted-by":"publisher","first-page":"307","DOI":"10.1016\/j.eswa.2015.10.040","volume":"46","author":"JM Berutich","year":"2016","unstructured":"Berutich JM, L\u00f3pez F, Luna F, Quintana D (2016) Robust technical trading strategies using GP for algorithmic portfolio selection. Expert Systems with Applications 46:307\u2013315. https:\/\/doi.org\/10.1016\/j.eswa.2015.10.040, https:\/\/www.sciencedirect.com\/science\/article\/pii\/S0957417415007447","journal-title":"Expert Systems with Applications"},{"key":"2249_CR3","unstructured":"Brownlee J (2016) Time Series Prediction with LSTM Recurrent Neural Networks in Python with Keras - Machine Learning Mastery. Machine Learning Mastery pp. 1\u2013135. http:\/\/machinelearningmastery.com\/time-series-prediction-lstm-recurrent-neural-networks-python-keras\/"},{"issue":"313","key":"2249_CR4","doi-asserted-by":"publisher","first-page":"192","DOI":"10.19083\/ridu.11.498","volume":"46","author":"J Brownlee","year":"2017","unstructured":"Brownlee J (2017) Long Short-Term memory networks with python develop sequence prediction models with deep learning. Machine Learning Mastery 46(313):192\u2013202. https:\/\/doi.org\/10.19083\/ridu.11.498","journal-title":"Machine Learning Mastery"},{"key":"2249_CR5","volume-title":"Fundamentals of deep learning: designing Next-Generation machine intelligence algorithms","author":"N Buduma","year":"2017","unstructured":"Buduma N, Locascio N (2017) Fundamentals of deep learning: designing Next-Generation machine intelligence algorithms. O\u2019Reilly Media Inc, Newton"},{"key":"2249_CR6","doi-asserted-by":"publisher","first-page":"195","DOI":"10.1016\/j.eswa.2016.04.025","volume":"59","author":"WC Chiang","year":"2016","unstructured":"Chiang WC, Enke D, Wu T, Wang R (2016) An adaptive stock index trading decision support system. Expert Syst Appl 59:195\u2013207. https:\/\/doi.org\/10.1016\/j.eswa.2016.04.025","journal-title":"Expert Syst Appl"},{"key":"2249_CR7","doi-asserted-by":"publisher","unstructured":"Chihab Y, Bousbaa Z, Chihab M, Bencharef O, Ziti S (2019) Algo-Trading Strategy for intraweek foreign exchange speculation based on random forest and probit regression. Applied Computational Intelligence and Soft Computing, p 2019. https:\/\/doi.org\/10.1155\/2019\/8342461","DOI":"10.1155\/2019\/8342461"},{"issue":"14","key":"2249_CR8","doi-asserted-by":"publisher","first-page":"1111","DOI":"10.1080\/13504850600993598","volume":"15","author":"TTL Chong","year":"2008","unstructured":"Chong TTL, Ng WK (2008) Technical analysis and the London stock exchange: Testing the MACD and RSI rules using the FT30. Applied Economics Letters 15(14):1111\u20131114. https:\/\/doi.org\/10.1080\/13504850600993598. http:\/\/www.tandfonline.com\/doi\/abs\/10.1080\/13504850600993598","journal-title":"Applied Economics Letters"},{"key":"2249_CR9","doi-asserted-by":"publisher","first-page":"298","DOI":"10.1016\/j.eswa.2015.07.063","volume":"43","author":"K Chourmouziadis","year":"2016","unstructured":"Chourmouziadis K, Chatzoglou PD (2016) An intelligent short term stock trading fuzzy system for assisting investors in portfolio management. Expert Syst Appl 43:298\u2013311. https:\/\/doi.org\/10.1016\/j.eswa.2015.07.063","journal-title":"Expert Syst Appl"},{"issue":"4","key":"2249_CR10","doi-asserted-by":"publisher","first-page":"531","DOI":"10.1080\/14697688.2012.664921","volume":"12","author":"G Creamer","year":"2012","unstructured":"Creamer G (2012) Model calibration and automated trading agent for Euro futures. Quantitative Finance 12(4):531\u2013545. https:\/\/doi.org\/10.1080\/14697688.2012.664921","journal-title":"Quantitative Finance"},{"key":"2249_CR11","volume-title":"Damodaran on valuation: security analysis for investment and corporate finance, vol 324","author":"A Damodaran","year":"2016","unstructured":"Damodaran A (2016) Damodaran on valuation: security analysis for investment and corporate finance, vol 324. John Wiley & Sons, Hoboken"},{"issue":"366","key":"2249_CR12","doi-asserted-by":"publisher","first-page":"427","DOI":"10.2307\/2286348","volume":"74","author":"DA Dickey","year":"1979","unstructured":"Dickey DA, Fuller WA (1979) Distribution of the estimators for autoregressive time series with a unit root. J Am Stat Assoc 74(366):427. https:\/\/doi.org\/10.2307\/2286348","journal-title":"J Am Stat Assoc"},{"issue":"4","key":"2249_CR13","doi-asserted-by":"publisher","first-page":"639","DOI":"10.1007\/s41066-018-00143-5","volume":"4","author":"E Egrioglu","year":"2019","unstructured":"Egrioglu E, Yolcu U, Bas E (2019) Intuitionistic high-order fuzzy time series forecasting method based on pi-sigma artificial neural networks trained by artificial bee colony. Granular Computing 4(4):639\u2013654","journal-title":"Granular Computing"},{"issue":"11-12","key":"2249_CR14","doi-asserted-by":"publisher","first-page":"1743","DOI":"10.1016\/S0378-4266(97)00048-4","volume":"21","author":"EJ Elton","year":"1997","unstructured":"Elton EJ, Gruber MJ (1997) Modern portfolio theory, 1950 to date. Journal of Banking and Finance 21(11-12):1743\u20131759. https:\/\/doi.org\/10.1016\/S0378-4266(97)00048-4","journal-title":"Journal of Banking and Finance"},{"key":"2249_CR15","doi-asserted-by":"crossref","unstructured":"Engle RF, Patton AJ (2007) What good is a volatility model?. In: Forecasting volatility in the financial markets, pp. 47\u201363. Elsevier","DOI":"10.1016\/B978-075066942-9.50004-2"},{"issue":"2","key":"2249_CR16","doi-asserted-by":"publisher","first-page":"421","DOI":"10.2307\/2325486","volume":"25","author":"EF Fama","year":"1970","unstructured":"Fama EF (1970) Efficient Capital Markets: A Review of Theory and Empirical Work: Discussion. The Journal of Finance 25(2):421. https:\/\/doi.org\/10.2307\/2325488. https:\/\/onlinelibrary.wiley.com\/doi\/abs\/10.1111\/j.1540-6261.1970.tb00518.x","journal-title":"The Journal of Finance"},{"issue":"1","key":"2249_CR17","doi-asserted-by":"publisher","first-page":"89","DOI":"10.1016\/S0165-1765(00)00270-6","volume":"69","author":"F Fern\u00e1ndez-Rodr\u00edguez","year":"2000","unstructured":"Fern\u00e1ndez-Rodr\u00edguez F, Gonz\u00e1lez-Martel C, Sosvilla-rivero S (2000) On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market. Economics Letters 69(1):89\u201394. https:\/\/doi.org\/10.1016\/s0165-1765(00)00270-6","journal-title":"Economics Letters"},{"key":"2249_CR18","unstructured":"Filos A (2019) Reinforcement learning for portfolio management. arXiv:1909.09571"},{"key":"2249_CR19","doi-asserted-by":"publisher","unstructured":"Fister D, Jagri\u010d T (2019) Online long short-term memory network for stock trading. StucoSRec Proceedings of the 2019 6th Student Computer Science Research Conference, pp 5\u20138. https:\/\/doi.org\/10.26493\/978-961-7055-82-5.5-8","DOI":"10.26493\/978-961-7055-82-5.5-8"},{"issue":"3","key":"2249_CR20","doi-asserted-by":"publisher","first-page":"151","DOI":"10.14311\/NNW.2019.29.011","volume":"29","author":"D Fister","year":"2019","unstructured":"Fister D, Mun JC, Jagri\u010d V, Jagri\u010d T (2019) Deep learning for stock market trading: a superior trading strategy? Neural Network World 29(3):151\u2013171. https:\/\/doi.org\/10.14311\/NNW.2019.29.011","journal-title":"Neural Network World"},{"issue":"1","key":"2249_CR21","doi-asserted-by":"publisher","first-page":"13","DOI":"10.3905\/jpm.2015.42.1.013","volume":"42","author":"CR Harvey","year":"2015","unstructured":"Harvey CR, Liu Y (2015) Backtesting. The Journal of Portfolio Management 42(1):13\u201328","journal-title":"The Journal of Portfolio Management"},{"key":"2249_CR22","unstructured":"Hochreiter S, Bengio Y, Frasconi P, Schmidhuber J (2001) Gradient flow in recurrent nets: the difficulty of learning long-term dependencies"},{"issue":"8","key":"2249_CR23","doi-asserted-by":"publisher","first-page":"1735","DOI":"10.1162\/neco.1997.9.8.1735","volume":"9","author":"S Hochreiter","year":"1997","unstructured":"Hochreiter S, Schmidhuber J (1997) Long Short-Term Memory. Neural Computation 9(8):1735\u20131780. https:\/\/doi.org\/10.1162\/neco.1997.9.8.1735. http:\/\/www.mitpressjournals.org\/doi\/10.1162\/neco.1997.9.8.1735","journal-title":"Neural Computation"},{"key":"2249_CR24","unstructured":"Hochreiter S, Schmidhuber J (1997) LSTM Can solve hard long time lag problems. In: Advances in neural information processing systems, pp. 473\u2013479"},{"key":"2249_CR25","doi-asserted-by":"publisher","first-page":"534","DOI":"10.1016\/j.asoc.2015.07.008","volume":"36","author":"Y Hu","year":"2015","unstructured":"Hu Y, Liu K, Zhang X, Su L, Ngai EW, Liu M (2015) Application of evolutionary computation for rule discovery in stock algorithmic trading: a literature review. Applied Soft Computing Journal 36:534\u2013551. https:\/\/doi.org\/10.1016\/j.asoc.2015.07.008","journal-title":"Applied Soft Computing Journal"},{"issue":"3","key":"2249_CR26","doi-asserted-by":"publisher","first-page":"255","DOI":"10.1016\/0165-1765(80)90024-5","volume":"6","author":"CM Jarque","year":"1980","unstructured":"Jarque CM, Bera AK (1980) Efficient tests for normality, homoscedasticity and serial independence of regression residuals. Economics Letters 6(3):255\u2013259. https:\/\/doi.org\/10.1016\/0165-1765(80)90024-5. https:\/\/www.sciencedirect.com\/science\/article\/pii\/0165176580900245","journal-title":"Economics Letters"},{"issue":"2","key":"2249_CR27","doi-asserted-by":"publisher","first-page":"389","DOI":"10.1111\/j.1540-6261.1968.tb00815.x","volume":"23","author":"MC Jensen","year":"1968","unstructured":"Jensen MC (1968) The performance of mutual funds in the period 1945-1964. The Journal of Finance 23(2):389. https:\/\/doi.org\/10.2307\/2325404. https:\/\/doi.org\/10.2307\/2325404","journal-title":"The Journal of Finance"},{"key":"2249_CR28","unstructured":"Kay J (2019) Sunshine on a Cloudy Day: Evidence in Support of a Moving Sunshine on a Cloudy Day: Evidence in Support of a Moving Average Strategy Across Down Markets Using ETFS Average Strategy Across Down Markets Using ETFS. https:\/\/digitalcommons.library.umaine.edu\/honors"},{"key":"2249_CR29","unstructured":"Kindleberger CP, Aliber RZ (2011) Manias, panics and crashes: a history of financial crises Palgrave Macmillan"},{"key":"2249_CR30","unstructured":"Kingma DP, Ba J (2014) Adam:, A method for stochastic optimization. arXiv:1412.6980"},{"issue":"1","key":"2249_CR31","doi-asserted-by":"publisher","first-page":"17","DOI":"10.1515\/9781400829095.17","volume":"1","author":"AW Lo","year":"2014","unstructured":"Lo AW, MacKinlay AC (2014) Stock market prices do not follow random walks: evidence from a simple specification test. A Non-Random Walk Down Wall Street 1(1):17\u201346. https:\/\/doi.org\/10.1515\/9781400829095.17","journal-title":"A Non-Random Walk Down Wall Street"},{"issue":"1","key":"2249_CR32","doi-asserted-by":"publisher","first-page":"59","DOI":"10.1257\/089533003321164958","volume":"17","author":"BG Malkiel","year":"2003","unstructured":"Malkiel BG (2003) The efficient market hypothesis and its critics. J Econ Perspect 17(1):59\u201382. https:\/\/doi.org\/10.1257\/089533003321164958","journal-title":"J Econ Perspect"},{"issue":"2","key":"2249_CR33","doi-asserted-by":"publisher","first-page":"211","DOI":"10.1007\/s41066-018-0133-2","volume":"4","author":"P Melin","year":"2019","unstructured":"Melin P, S\u00e1nchez D. (2019) Optimization of type-1, interval type-2 and general type-2 fuzzy inference systems using a hierarchical genetic algorithm for modular granular neural networks. Granular Computing 4 (2):211\u2013236","journal-title":"Granular Computing"},{"issue":"1","key":"2249_CR34","doi-asserted-by":"publisher","first-page":"212","DOI":"10.1029\/WR008i001p00212","volume":"8","author":"CF Meyer","year":"1972","unstructured":"Meyer CF (1972) Surrogate modeling. Water Resour Res 8(1):212\u2013216. https:\/\/doi.org\/10.1029\/WR008i001p00212","journal-title":"Water Resour Res"},{"issue":"24","key":"2249_CR35","doi-asserted-by":"publisher","first-page":"9603","DOI":"10.1016\/j.eswa.2015.07.052","volume":"42","author":"TH Nguyen","year":"2015","unstructured":"Nguyen TH, Shirai K, Velcin J (2015) Sentiment analysis on social media for stock movement prediction. Expert Syst Appl 42(24):9603\u20139611","journal-title":"Expert Syst Appl"},{"key":"2249_CR36","doi-asserted-by":"publisher","unstructured":"Ni J, Zhang C (2005) An Efficient Implementation of the Backtesting of Trading Strategies. In: Lecture notes in computer science (including subseries lecture notes in artificial intelligence and lecture notes in bioinformatics), vol. 3758 LNCS, pp. 126\u2013131. https:\/\/doi.org\/10.1007\/11576235_17","DOI":"10.1007\/11576235_17"},{"issue":"3","key":"2249_CR37","doi-asserted-by":"publisher","first-page":"297","DOI":"10.1007\/s11408-005-4692-2","volume":"19","author":"M Pojarliev","year":"2005","unstructured":"Pojarliev M (2005) Performance of currency trading strategies in developed and emerging markets: some striking differences. Fin Mkts Portfolio Mgmt 19 (3):297\u2013311. https:\/\/doi.org\/10.1007\/s11408-005-4692-2","journal-title":"Fin Mkts Portfolio Mgmt"},{"issue":"13","key":"2249_CR38","doi-asserted-by":"publisher","first-page":"390","DOI":"10.1016\/j.ifacol.2018.07.310","volume":"51","author":"R Ruiz-Cruz","year":"2018","unstructured":"Ruiz-Cruz R (2018) Portfolio modeling for an algorithmic trading based on control theory. IFAC-PapersOnLine 51(13):390\u2013395. https:\/\/doi.org\/10.1016\/j.ifacol.2018.07.310","journal-title":"IFAC-PapersOnLine"},{"key":"2249_CR39","doi-asserted-by":"crossref","unstructured":"Rumelhart DE, Hinton GE, Mcclelland JL (1986) A General framework for Parallel Distributed Processing","DOI":"10.7551\/mitpress\/5236.001.0001"},{"key":"2249_CR40","doi-asserted-by":"publisher","unstructured":"Ruta D (2014) Automated trading with machine learning on big data. In: Proceedings of the 2014 IEEE international congress on big data, bigdata congress 2014, pp. 824\u2013830. https:\/\/doi.org\/10.1109\/BigData.Congress.2014.143. https:\/\/ieeexplore.ieee.org\/abstract\/document\/6906878\/","DOI":"10.1109\/BigData.Congress.2014.143"},{"key":"2249_CR41","unstructured":"Samuelson PA, Nordhaus WD (2009) Economics 19th International Edition"},{"key":"2249_CR42","doi-asserted-by":"publisher","first-page":"525","DOI":"10.1016\/j.asoc.2018.04.024","volume":"70","author":"OB Sezer","year":"2018","unstructured":"Sezer OB, Ozbayoglu AM (2018) Algorithmic financial trading with deep convolutional neural networks: Time series to image conversion approach. Applied Soft Computing Journal 70:525\u2013538. https:\/\/doi.org\/10.1016\/j.asoc.2018.04.024","journal-title":"Applied Soft Computing Journal"},{"issue":"1","key":"2249_CR43","doi-asserted-by":"publisher","first-page":"119","DOI":"10.1086\/294846","volume":"39","author":"WF Sharpe","year":"1966","unstructured":"Sharpe WF (1966) Mutual fund performance. J Bus 39(1):119\u2013138","journal-title":"J Bus"},{"issue":"PART C","key":"2249_CR44","doi-asserted-by":"publisher","first-page":"1305","DOI":"10.1016\/S1574-0048(99)10033-8","volume":"1","author":"RJ Shiller","year":"1999","unstructured":"Shiller RJ (1999) Human behavior and the efficiency of the financial system. Handb Macroecon 1(PART C):1305\u20131340. https:\/\/doi.org\/10.1016\/S1574-0048(99)10033-8","journal-title":"Handb Macroecon"},{"issue":"1","key":"2249_CR45","doi-asserted-by":"publisher","first-page":"27","DOI":"10.1016\/j.eswa.2003.12.002","volume":"27","author":"HW Shin","year":"2004","unstructured":"Shin HW, Sohn SY (2004) Segmentation of stock trading customers according to potential value. Expert Syst Appl 27(1):27\u201333. https:\/\/doi.org\/10.1016\/j.eswa.2003.12.002","journal-title":"Expert Syst Appl"},{"issue":"9","key":"2249_CR46","doi-asserted-by":"publisher","first-page":"1449","DOI":"10.1080\/14697688.2019.1622295","volume":"19","author":"J Sirignano","year":"2019","unstructured":"Sirignano J, Cont R (2019) Universal features of price formation in financial markets: perspectives from deep learning. Quantitative Finance 19(9):1449\u20131459","journal-title":"Quantitative Finance"},{"issue":"3","key":"2249_CR47","doi-asserted-by":"publisher","first-page":"301","DOI":"10.3326\/fintp.35.3.3","volume":"35","author":"V \u0160onje","year":"2011","unstructured":"\u0160onje V, Alajbeg D, Buba\u0161 Z (2011) Efficient market hypothesis: is the Croatian stock market as (in) efficient as the US market. Financial theory and practice 35(3):301\u2013326","journal-title":"Financial theory and practice"},{"key":"2249_CR48","doi-asserted-by":"publisher","first-page":"128","DOI":"10.1016\/j.inffus.2019.07.006","volume":"54","author":"J Sun","year":"2020","unstructured":"Sun J, Li H, Fujita H, Fu B, Ai W (2020) Class-imbalanced dynamic financial distress prediction based on adaboost-svm ensemble combined with smote and time weighting. Information Fusion 54:128\u2013144","journal-title":"Information Fusion"},{"key":"2249_CR49","volume-title":"Training recurrent neural networks","author":"I Sutskever","year":"2013","unstructured":"Sutskever I (2013) Training recurrent neural networks. University of Toronto, Toronto, Canada"},{"key":"2249_CR50","first-page":"1556","volume":"1","author":"KS Tai","year":"2015","unstructured":"Tai KS, Socher R, Manning CD (2015) Improved semantic representations from tree-structured long short-term memory networks. ACL-IJCNLP 2015 - 53rd annual meeting of the association for computational linguistics and the 7th international joint conference on natural language processing of the asian federation of natural language Processing. Proceedings of the Conference 1:1556\u20131566","journal-title":"Proceedings of the Conference"},{"issue":"4","key":"2249_CR51","doi-asserted-by":"publisher","first-page":"339","DOI":"10.3233\/IDA-2001-5405","volume":"5","author":"FEH Tay","year":"2001","unstructured":"Tay FEH, Cao LJ (2001) Improved financial time series forecasting by combining support vector machines with self-organizing feature map. Intelligent Data Analysis 5(4):339\u2013354","journal-title":"Intelligent Data Analysis"},{"issue":"10","key":"2249_CR52","doi-asserted-by":"publisher","first-page":"6885","DOI":"10.1016\/j.eswa.2010.03.033","volume":"37","author":"LA Teixeira","year":"2010","unstructured":"Teixeira LA, De Oliveira ALI (2010) A method for automatic stock trading combining technical analysis and nearest neighbor classification. Expert Syst Appl 37(10):6885\u20136890. https:\/\/doi.org\/10.1016\/j.eswa.2010.03.033","journal-title":"Expert Syst Appl"},{"issue":"5","key":"2249_CR53","doi-asserted-by":"publisher","first-page":"269","DOI":"10.48084\/etasr.200","volume":"2","author":"K Theofilatos","year":"2012","unstructured":"Theofilatos K, Likothanassis S, Karathanasopoulos A (2012) Modeling and trading the EUR\/USD exchange rate using machine learning techniques. Technology & Applied Science Research 2(5):269\u2013272. www.etasr.com","journal-title":"Technology & Applied Science Research"},{"key":"2249_CR54","doi-asserted-by":"crossref","unstructured":"Treynor JL (1961) Market value, time, and risk. Time, and Risk (August 8, 1961)","DOI":"10.2139\/ssrn.2600356"},{"issue":"3 PART 1","key":"2249_CR55","doi-asserted-by":"publisher","first-page":"5450","DOI":"10.1016\/j.eswa.2008.06.119","volume":"36","author":"JL Wang","year":"2009","unstructured":"Wang JL, Chan SH (2009) Trading rule discovery in the US stock market: an empirical study. Expert Syst Appl 36(3 PART 1):5450\u20135455. https:\/\/doi.org\/10.1016\/j.eswa.2008.06.119","journal-title":"Expert Syst Appl"},{"key":"2249_CR56","doi-asserted-by":"publisher","unstructured":"Weber BW (1999) Screen-based trading in futures markets: Recent developments and research propositions. In: Proceedings of the Hawaii International Conference on System Sciences, p. 247. IEEE. https:\/\/doi.org\/10.1109\/hicss.1999.772767","DOI":"10.1109\/hicss.1999.772767"},{"issue":"10","key":"2249_CR57","doi-asserted-by":"publisher","first-page":"1550","DOI":"10.1109\/5.58337","volume":"78","author":"PJ Werbos","year":"1990","unstructured":"Werbos PJ (1990) Backpropagation through time: what it does and how to do it. Proc IEEE 78(10):1550\u20131560. https:\/\/doi.org\/10.1109\/5.58337","journal-title":"Proc IEEE"},{"key":"2249_CR58","doi-asserted-by":"publisher","unstructured":"Wilson CL (1994) Self-organizing neural network system for trading common stocks. In: IEEE International conference on neural networks - conference proceedings, vol. 6, pp. 3651\u20133654. https:\/\/doi.org\/10.1109\/icnn.1994.374924","DOI":"10.1109\/icnn.1994.374924"},{"issue":"7","key":"2249_CR59","doi-asserted-by":"publisher","first-page":"543","DOI":"10.1080\/0960310022000020906","volume":"13","author":"WK Wong","year":"2003","unstructured":"Wong WK, Manzur M, Chew BK (2003) How rewarding is technical analysis? Evidence from Singapore stock market. Applied Financial Economics 13 (7):543\u2013551. https:\/\/doi.org\/10.1080\/0960310022000020906","journal-title":"Applied Financial Economics"},{"key":"2249_CR60","doi-asserted-by":"crossref","unstructured":"Wu X, Chen H, Wang J, Troiano L, Loia V, Fujita H (2020) Adaptive stock trading strategies with deep reinforcement learning methods Information Sciences","DOI":"10.1016\/j.ins.2020.05.066"},{"key":"2249_CR61","doi-asserted-by":"publisher","unstructured":"Ye W, Duo W (2019) Autonomous forex trading agents. In: ACM International conference proceeding series, pp. 205\u2013210. https:\/\/doi.org\/10.1145\/3373419.3373436","DOI":"10.1145\/3373419.3373436"},{"key":"2249_CR62","doi-asserted-by":"crossref","unstructured":"Zhang F (2010) High-frequency trading, stock volatility, and price discovery Available at SSRN 1691679","DOI":"10.2139\/ssrn.1691679"},{"key":"2249_CR63","doi-asserted-by":"crossref","unstructured":"Zhang W, Skiena S, et al. (2010) Trading strategies to exploit blog and news sentiment. In: Icwsm","DOI":"10.1609\/icwsm.v4i1.14075"}],"container-title":["Applied Intelligence"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s10489-021-02249-x.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/article\/10.1007\/s10489-021-02249-x\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s10489-021-02249-x.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,12,19]],"date-time":"2022-12-19T08:16:48Z","timestamp":1671437808000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/s10489-021-02249-x"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2021,2,27]]},"references-count":63,"journal-issue":{"issue":"10","published-print":{"date-parts":[[2021,10]]}},"alternative-id":["2249"],"URL":"https:\/\/doi.org\/10.1007\/s10489-021-02249-x","relation":{},"ISSN":["0924-669X","1573-7497"],"issn-type":[{"value":"0924-669X","type":"print"},{"value":"1573-7497","type":"electronic"}],"subject":[],"published":{"date-parts":[[2021,2,27]]},"assertion":[{"value":"28 January 2021","order":1,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"27 February 2021","order":2,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}},{"order":1,"name":"Ethics","group":{"name":"EthicsHeading","label":"Declarations"}},{"value":"The authors declare that they have no conflict of interest.","order":2,"name":"Ethics","group":{"name":"EthicsHeading","label":"Conflict of Interests"}},{"value":"This content has been made available to all.","name":"free","label":"Free to read"}]}}