{"id":"https://openalex.org/W3026499749","doi":"https://doi.org/10.1145/3384613.3384615","title":"The Prediction of Stock Index Movements Based on Machine Learning","display_name":"The Prediction of Stock Index Movements Based on Machine Learning","publication_year":2020,"publication_date":"2020-02-14","ids":{"openalex":"https://openalex.org/W3026499749","doi":"https://doi.org/10.1145/3384613.3384615","mag":"3026499749"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.1145/3384613.3384615","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/A5076246265","display_name":"Sanbo Wang","orcid":null},"institutions":[{"id":"https://openalex.org/I12912129","display_name":"Northeastern University","ror":"https://ror.org/04t5xt781","country_code":"US","type":"education","lineage":["https://openalex.org/I12912129"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Sanbo Wang","raw_affiliation_strings":["Northeastern University, USA"],"affiliations":[{"raw_affiliation_string":"Northeastern University, USA","institution_ids":["https://openalex.org/I12912129"]}]}],"institution_assertions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5076246265"],"corresponding_institution_ids":["https://openalex.org/I12912129"],"apc_list":null,"apc_paid":null,"fwci":0.242,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.520925,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":73,"max":76},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"6"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9999,"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":0.9999,"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":0.9961,"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"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9926,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.62758285},{"id":"https://openalex.org/keywords/technical-analysis","display_name":"Technical analysis","score":0.6237686}],"concepts":[{"id":"https://openalex.org/C169258074","wikidata":"https://www.wikidata.org/wiki/Q245748","display_name":"Random forest","level":2,"score":0.6982949},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.65095234},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.62758285},{"id":"https://openalex.org/C117245426","wikidata":"https://www.wikidata.org/wiki/Q235038","display_name":"Technical analysis","level":2,"score":0.6237686},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.6118726},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.578999},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5757434},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.55180085},{"id":"https://openalex.org/C12267149","wikidata":"https://www.wikidata.org/wiki/Q282453","display_name":"Support vector machine","level":2,"score":0.5103881},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4916516},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.47383747},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.19629246},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.17432487},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.16469362},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.09843275},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"is_oa":false,"landing_page_url":"https://doi.org/10.1145/3384613.3384615","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":[],"grants":[],"datasets":[],"versions":[],"referenced_works_count":13,"referenced_works":["https://openalex.org/W1980223370","https://openalex.org/W1980836123","https://openalex.org/W1986078433","https://openalex.org/W2007358469","https://openalex.org/W2012079387","https://openalex.org/W2025053102","https://openalex.org/W2032170121","https://openalex.org/W2059852492","https://openalex.org/W2126326837","https://openalex.org/W2170860445","https://openalex.org/W2270937275","https://openalex.org/W2303916163","https://openalex.org/W2606878197"],"related_works":["https://openalex.org/W4396689146","https://openalex.org/W4386639254","https://openalex.org/W4224941037","https://openalex.org/W4200112873","https://openalex.org/W3123122373","https://openalex.org/W3109225388","https://openalex.org/W2990652064","https://openalex.org/W2955796858","https://openalex.org/W2360554747","https://openalex.org/W2004826645"],"abstract_inverted_index":{"With":[0],"the":[1,22,35,53,57,120],"rapid":[2],"development":[3],"of":[4,105,122],"Artificial":[5,126],"Intelligence":[6],"technology,":[7],"different":[8],"methods":[9],"from":[10,60],"other":[11],"subjects":[12],"have":[13],"been":[14],"used":[15],"in":[16,56,78,103,118],"predicting":[17],"stock":[18,23,36,48,54,123],"market":[19,49],"movement":[20],"and":[21,81,97],"prices.":[24],"In":[25],"this":[26],"paper,":[27],"11":[28],"technical":[29,85],"indicators":[30,87],"were":[31],"calculated":[32,89],"to":[33,63,74],"predict":[34],"index":[37,50,106],"movements":[38,107,124],"using":[39],"two":[40],"machine":[41],"learning":[42],"technics.":[43],"S&P":[44],"500":[45],"is":[46,72],"a":[47,100,115],"that":[51,69],"measures":[52],"performance":[55],"United":[58],"States,":[59],"Jan":[61],"2004":[62],"Dec":[64],"2018.":[65],"The":[66],"results":[67],"showed":[68],"Random":[70,110],"Forest":[71],"superior":[73],"Support":[75],"Vector":[76],"Machine":[77],"both":[79],"training":[80],"test":[82],"sets.":[83],"Several":[84],"trend":[86],"we":[88],"here,":[90],"such":[91],"as":[92],"WILLR,":[93],"BBANDS,":[94],"CCI,":[95],"CMO":[96],"MACD,":[98],"play":[99],"significant":[101],"role":[102],"prediction":[104,121],"based":[108],"on":[109],"Forest.":[111],"This":[112],"paper":[113],"provides":[114],"fundamental":[116],"framework":[117],"studying":[119],"by":[125],"Intelligence.":[127]},"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W3026499749","counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2022,"cited_by_count":1}],"updated_date":"2025-01-18T20:02:13.907187","created_date":"2020-05-29"}