{"id":"https://openalex.org/W2043487217","doi":"https://doi.org/10.1109/ukci.2013.6651318","title":"Predicting fluctuations in foreign exchange rates","display_name":"Predicting fluctuations in foreign exchange rates","publication_year":2013,"publication_date":"2013-09-01","ids":{"openalex":"https://openalex.org/W2043487217","doi":"https://doi.org/10.1109/ukci.2013.6651318","mag":"2043487217"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.1109/ukci.2013.6651318","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},"type":"article","type_crossref":"proceedings-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/A5041227508","display_name":"D. W. Cross","orcid":null},"institutions":[{"id":"https://openalex.org/I143804889","display_name":"Loughborough University","ror":"https://ror.org/04vg4w365","country_code":"GB","type":"education","lineage":["https://openalex.org/I143804889"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"D. W. Cross","raw_affiliation_strings":["Dept. of Comput. Sci., Univ. of Loughborough, Loughborough, UK"],"affiliations":[{"raw_affiliation_string":"Dept. of Comput. Sci., Univ. of Loughborough, Loughborough, UK","institution_ids":["https://openalex.org/I143804889"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5073664678","display_name":"Chris Hinde","orcid":null},"institutions":[{"id":"https://openalex.org/I143804889","display_name":"Loughborough University","ror":"https://ror.org/04vg4w365","country_code":"GB","type":"education","lineage":["https://openalex.org/I143804889"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"C. J. Hinde","raw_affiliation_strings":["Dept. of Comput. Sci., Univ. of Loughborough, Loughborough, UK"],"affiliations":[{"raw_affiliation_string":"Dept. of Comput. Sci., Univ. of Loughborough, Loughborough, UK","institution_ids":["https://openalex.org/I143804889"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5019197838","display_name":"Martin S\u00fdkora","orcid":"https://orcid.org/0000-0002-5363-5857"},"institutions":[{"id":"https://openalex.org/I143804889","display_name":"Loughborough University","ror":"https://ror.org/04vg4w365","country_code":"GB","type":"education","lineage":["https://openalex.org/I143804889"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"M. D. Sykora","raw_affiliation_strings":["Dept. of Inf. Sci., Univ. of Loughborough, Loughborough, UK"],"affiliations":[{"raw_affiliation_string":"Dept. of Inf. Sci., Univ. of Loughborough, Loughborough, UK","institution_ids":["https://openalex.org/I143804889"]}]}],"institution_assertions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"fulltext_origin":"ngrams","cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":0,"max":65},"biblio":{"volume":null,"issue":null,"first_page":"286","last_page":"291"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9986,"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":0.9986,"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/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.9858,"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/T12761","display_name":"Data Stream Mining Techniques","score":0.9846,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/ensemble-learning","display_name":"Ensemble Learning","score":0.5080026}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.65835184},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.60366285},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.55344987},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.51670957},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.5083496},{"id":"https://openalex.org/C45942800","wikidata":"https://www.wikidata.org/wiki/Q245652","display_name":"Ensemble learning","level":2,"score":0.5080026},{"id":"https://openalex.org/C28719098","wikidata":"https://www.wikidata.org/wiki/Q44946","display_name":"Point (geometry)","level":2,"score":0.4685306},{"id":"https://openalex.org/C2983132609","wikidata":"https://www.wikidata.org/wiki/Q66076","display_name":"Foreign exchange","level":2,"score":0.41821653},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.12652558},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","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/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"is_oa":false,"landing_page_url":"https://doi.org/10.1109/ukci.2013.6651318","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.48,"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals"}],"grants":[],"datasets":[],"versions":[],"referenced_works_count":11,"referenced_works":["https://openalex.org/W1481566577","https://openalex.org/W2001408816","https://openalex.org/W2042899728","https://openalex.org/W2097027594","https://openalex.org/W2149706766","https://openalex.org/W2158781694","https://openalex.org/W2169155768","https://openalex.org/W2618495215","https://openalex.org/W3123021517","https://openalex.org/W4236137412","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W4376643315","https://openalex.org/W4375951447","https://openalex.org/W4324137541","https://openalex.org/W4285741730","https://openalex.org/W4285046548","https://openalex.org/W4210302090","https://openalex.org/W3111529524","https://openalex.org/W3092276832","https://openalex.org/W2900445707","https://openalex.org/W1191482210"],"abstract_inverted_index":{"This":[0,166],"paper":[1],"assesses":[2],"the":[3,9,15,21,25,41,54,74,79,84,89,101,152,179,190,195,198,206,217,234],"viability":[4],"of":[5,24,40,103,197,243],"predicting":[6],"fluctuations":[7],"in":[8,78,216,223],"foreign":[10],"exchange":[11],"markets.":[12],"It":[13],"investigates":[14],"new":[16,29,90,153,199],"Weka":[17,30,80,154,182,200],"filter":[18,31,155,201],"that":[19,52,72,88,99,110,133,222],"evolves":[20],"input":[22,191],"space":[23],"decision":[26],"system.":[27],"The":[28,63,146,184],"only":[32,177],"enhances":[33,189],"one":[34],"file":[35],"and":[36,56,82,143,193,211],"so":[37,83],"falls":[38],"short":[39,134],"requirements":[42],"for":[43,208],"this":[44,227],"project.":[45],"Subsequent":[46],"experiments":[47],"used":[48,73,215],"an":[49,69,224],"earlier":[50,70,235],"version":[51],"kept":[53],"training":[55,210],"testing":[57],"data":[58,65,213],"separate":[59,209],"but":[60,176,202],"enhanced":[61],"both.":[62],"test":[64,212],"was":[66,87,129,148,167,194,214],"taken":[67,114],"from":[68],"project":[71],"various":[75],"techniques":[76],"available":[77],"library":[81],"hypothesis":[85],"tested":[86,150],"system":[91,147,239],"would":[92],"give":[93],"improvements.":[94],"Various":[95],"systems":[96],"were":[97],"constructed":[98],"simplified":[100],"execution":[102],"multiple":[104,162],"tests.":[105,219],"There":[106],"are":[107,138],"important":[108],"factors":[109],"need":[111,207],"to":[112,141],"be":[113],"into":[115,204],"account":[116,205],"when":[117],"conducting":[118],"learning":[119,175,238],"schemes":[120],"on":[121,151,157],"continuous":[122],"financial":[123,136],"data.":[124],"A":[125],"price":[126,163],"history":[127],"model":[128],"constructed,":[130],"which":[131,188],"shows":[132],"period":[135],"predictions":[137],"very":[139],"difficult":[140],"predict":[142],"highly":[144],"volatile.":[145],"then":[149],"based":[156,186,237],"genetic":[158],"algorithms":[159],"with":[160,240],"a":[161,170,230,241],"point":[164],"model.":[165],"compared":[168],"against":[169],"prior":[171],"publication":[172],"using":[173,178],"ensemble":[174,225,236],"previously":[180],"existing":[181],"library.":[183],"GA":[185],"system,":[187],"space,":[192],"foundation":[196],"took":[203],"final":[218],"Results":[220],"indicate":[221],"combination,":[226],"technique":[228],"attains":[229],"higher":[231],"accuracy":[232],"than":[233],"confidence":[242],"97%.":[244]},"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W2043487217","counts_by_year":[],"updated_date":"2024-12-24T15:07:52.121816","created_date":"2016-06-24"}