{"id":"https://openalex.org/W4210542300","doi":"https://doi.org/10.1007/978-3-030-95467-3_7","title":"A Study on Relevant Features for Intraday S&P 500 Prediction Using a Hybrid Feature Selection Approach","display_name":"A Study on Relevant Features for Intraday S&P 500 Prediction Using a Hybrid Feature Selection Approach","publication_year":2022,"publication_date":"2022-01-01","ids":{"openalex":"https://openalex.org/W4210542300","doi":"https://doi.org/10.1007/978-3-030-95467-3_7"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-95467-3_7","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319965","https://openalex.org/P4310319900"],"host_organization_lineage_names":["Springer Nature","Springer Science+Business Media"],"type":"book series"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},"type":"book-chapter","type_crossref":"book-chapter","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/A5040694494","display_name":"Mahinda Mailagaha Kumbure","orcid":"https://orcid.org/0000-0002-2849-4917"},"institutions":[{"id":"https://openalex.org/I63548447","display_name":"Lappeenranta-Lahti University of Technology","ror":"https://ror.org/0208vgz68","country_code":"FI","type":"funder","lineage":["https://openalex.org/I63548447"]}],"countries":["FI"],"is_corresponding":true,"raw_author_name":"Mahinda Mailagaha Kumbure","raw_affiliation_strings":["School of Business and Management, LUT University, 53850, Lappeenranta, Finland"],"affiliations":[{"raw_affiliation_string":"School of Business and Management, LUT University, 53850, Lappeenranta, Finland","institution_ids":["https://openalex.org/I63548447"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5078012652","display_name":"Christoph Lohrmann","orcid":"https://orcid.org/0000-0001-8129-2487"},"institutions":[{"id":"https://openalex.org/I63548447","display_name":"Lappeenranta-Lahti University of Technology","ror":"https://ror.org/0208vgz68","country_code":"FI","type":"funder","lineage":["https://openalex.org/I63548447"]}],"countries":["FI"],"is_corresponding":false,"raw_author_name":"Christoph Lohrmann","raw_affiliation_strings":["School of Business and Management, LUT University, 53850, Lappeenranta, Finland"],"affiliations":[{"raw_affiliation_string":"School of Business and Management, LUT University, 53850, Lappeenranta, Finland","institution_ids":["https://openalex.org/I63548447"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5069244594","display_name":"Pasi Luukka","orcid":"https://orcid.org/0000-0003-0124-6646"},"institutions":[{"id":"https://openalex.org/I63548447","display_name":"Lappeenranta-Lahti University of Technology","ror":"https://ror.org/0208vgz68","country_code":"FI","type":"funder","lineage":["https://openalex.org/I63548447"]}],"countries":["FI"],"is_corresponding":false,"raw_author_name":"Pasi Luukka","raw_affiliation_strings":["School of Business and Management, LUT University, 53850, Lappeenranta, Finland"],"affiliations":[{"raw_affiliation_string":"School of Business and Management, LUT University, 53850, Lappeenranta, Finland","institution_ids":["https://openalex.org/I63548447"]}]}],"institution_assertions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5040694494"],"corresponding_institution_ids":["https://openalex.org/I63548447"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":1.166,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.695474,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":59,"max":69},"biblio":{"volume":null,"issue":null,"first_page":"93","last_page":"104"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9996,"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":0.9996,"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":0.9922,"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"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9863,"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/feature","display_name":"Feature (linguistics)","score":0.47553897}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8274441},{"id":"https://openalex.org/C148483581","wikidata":"https://www.wikidata.org/wiki/Q446488","display_name":"Feature selection","level":2,"score":0.7807784},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.6439938},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.55460167},{"id":"https://openalex.org/C2776401178","wikidata":"https://www.wikidata.org/wiki/Q12050496","display_name":"Feature (linguistics)","level":2,"score":0.47553897},{"id":"https://openalex.org/C153180895","wikidata":"https://www.wikidata.org/wiki/Q7148389","display_name":"Pattern recognition (psychology)","level":2,"score":0.42168158},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.3706224},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-95467-3_7","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319965","https://openalex.org/P4310319900"],"host_organization_lineage_names":["Springer Nature","Springer Science+Business Media"],"type":"book series"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","score":0.75,"display_name":"Decent work and economic growth"}],"grants":[],"datasets":[],"versions":[],"referenced_works_count":20,"referenced_works":["https://openalex.org/W1879678483","https://openalex.org/W1964537798","https://openalex.org/W1996911861","https://openalex.org/W2005424446","https://openalex.org/W2007358469","https://openalex.org/W2011368107","https://openalex.org/W2021664313","https://openalex.org/W2040895929","https://openalex.org/W2066795664","https://openalex.org/W2122111042","https://openalex.org/W2139239847","https://openalex.org/W2167101736","https://openalex.org/W2593740144","https://openalex.org/W2900329809","https://openalex.org/W2902640113","https://openalex.org/W2931437238","https://openalex.org/W2947836816","https://openalex.org/W3048630347","https://openalex.org/W3091883341","https://openalex.org/W4212791338"],"related_works":["https://openalex.org/W4386564352","https://openalex.org/W4205762803","https://openalex.org/W3147584709","https://openalex.org/W2977677679","https://openalex.org/W2952668426","https://openalex.org/W2535856026","https://openalex.org/W2468698815","https://openalex.org/W2322875716","https://openalex.org/W2265065644","https://openalex.org/W2134699697"],"abstract_inverted_index":null,"abstract_inverted_index_v3":null,"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W4210542300","counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2025-04-15T19:04:57.423909","created_date":"2022-02-08"}