{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,11,26]],"date-time":"2025-11-26T16:26:00Z","timestamp":1764174360992,"version":"3.37.3"},"reference-count":30,"publisher":"Elsevier BV","license":[{"start":{"date-parts":[[2017,10,1]],"date-time":"2017-10-01T00:00:00Z","timestamp":1506816000000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"funder":[{"DOI":"10.13039\/501100003711","name":"Ministry of Science and Technology","doi-asserted-by":"publisher","award":["104-2221-E-009-128-MY3"],"award-info":[{"award-number":["104-2221-E-009-128-MY3"]}],"id":[{"id":"10.13039\/501100003711","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["elsevier.com","sciencedirect.com"],"crossmark-restriction":true},"short-container-title":["Applied Soft Computing"],"published-print":{"date-parts":[[2017,10]]},"DOI":"10.1016\/j.asoc.2017.05.032","type":"journal-article","created":{"date-parts":[[2017,6,3]],"date-time":"2017-06-03T06:47:06Z","timestamp":1496472426000},"page":"303-315","update-policy":"https:\/\/doi.org\/10.1016\/elsevier_cm_policy","source":"Crossref","is-referenced-by-count":19,"special_numbering":"C","title":["A novel methodology for stock investment using high utility episode mining and genetic algorithm"],"prefix":"10.1016","volume":"59","author":[{"given":"Yu-Feng","family":"Lin","sequence":"first","affiliation":[]},{"given":"Chien-Feng","family":"Huang","sequence":"additional","affiliation":[]},{"given":"Vincent S.","family":"Tseng","sequence":"additional","affiliation":[]}],"member":"78","reference":[{"key":"10.1016\/j.asoc.2017.05.032_bib0005","doi-asserted-by":"crossref","first-page":"295","DOI":"10.1016\/S0957-4174(99)00041-X","article-title":"Improving returns on stock investment through neural network selection","volume":"17","author":"Quah","year":"1999","journal-title":"Expert Syst. Appl."},{"key":"10.1016\/j.asoc.2017.05.032_bib0010","doi-asserted-by":"crossref","first-page":"125","DOI":"10.1016\/S0957-4174(00)00027-0","article-title":"Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index","volume":"19","author":"Kim","year":"2000","journal-title":"Expert Syst. Appl."},{"key":"10.1016\/j.asoc.2017.05.032_bib0015","series-title":"Genetic Programming Theory and Practice II","first-page":"87","article-title":"Lessons learned using genetic programming in a stock picking context","author":"Caplan","year":"2004"},{"key":"10.1016\/j.asoc.2017.05.032_bib0020","first-page":"509","article-title":"Application of fuzzy multiple attribute decision making on company analysis for stock selection","author":"Chu","year":"1996","journal-title":"Proceedings of Soft Computing on Intelligent Systems and Information Processing"},{"key":"10.1016\/j.asoc.2017.05.032_bib0025","doi-asserted-by":"crossref","first-page":"807","DOI":"10.1016\/j.asoc.2011.10.009","article-title":"A hybrid stock selection model using genetic algorithms and support vector regression","volume":"12","author":"Huang","year":"2012","journal-title":"Appl. Soft Comput."},{"key":"10.1016\/j.asoc.2017.05.032_bib0030","first-page":"65","article-title":"Feature selection and parameter optimization of a fuzzy-based stock selection model using genetic algorithms","volume":"14","author":"Huang","year":"2012","journal-title":"Int. J. Fuzzy Syst."},{"key":"10.1016\/j.asoc.2017.05.032_bib0035","first-page":"451","article-title":"Economic prediction using neural networks: the case of IBM daily stock returns","volume":"2","author":"White","year":"1998","journal-title":"Proceedings of the 2th Annual IEEE Conference on Neural Networks"},{"key":"10.1016\/j.asoc.2017.05.032_bib0040","doi-asserted-by":"crossref","first-page":"1720","DOI":"10.1108\/EC-11-2012-0293","article-title":"A study of risk-adjusted stock selection models using genetic algorithms","volume":"31","author":"Huang","year":"2014","journal-title":"Eng. Comput."},{"key":"10.1016\/j.asoc.2017.05.032_bib0045","doi-asserted-by":"crossref","first-page":"1817","DOI":"10.1016\/j.eswa.2007.08.088","article-title":"Particle swarm optimization for parameter determination and feature selection of support vector machines","volume":"35","author":"Lin","year":"2008","journal-title":"Expert Syst. Appl."},{"key":"10.1016\/j.asoc.2017.05.032_bib0050","first-page":"410","article-title":"A fast algorithm for finding frequent episodes in event streams","author":"Laxman","year":"2007","journal-title":"Proceedings of ACM SIGKDD Int\u2019l Conf. on Knowledge Discovery and Data Mining (KDD)"},{"issue":"3","key":"10.1016\/j.asoc.2017.05.032_bib0055","doi-asserted-by":"crossref","first-page":"259","DOI":"10.1023\/A:1009748302351","article-title":"Discovery of frequent episodes in event sequences","volume":"1","author":"Mannila","year":"1997","journal-title":"Data Min. Knowl. Discov."},{"key":"10.1016\/j.asoc.2017.05.032_bib0060","first-page":"1172","article-title":"Mining closed episodes with simultaneous events","author":"Tatti","year":"2012","journal-title":"Proceedings of ACM SIGKDD Int\u2019l Conf. on Knowledge Discovery and Data Mining (KDD)"},{"key":"10.1016\/j.asoc.2017.05.032_bib0065","doi-asserted-by":"crossref","first-page":"27","DOI":"10.1007\/3-540-36175-8_4","article-title":"Mining frequent episodes for relating financial events and stock trends","author":"Ng","year":"2003","journal-title":"Proceedings of the 7th Pacific-Asia Conference on Advances in Knowledge Discovery and Data Mining (PAKDD)"},{"key":"10.1016\/j.asoc.2017.05.032_bib0070","article-title":"Identifying stock similarity based on episode distances","author":"Dattasharma","year":"2008","journal-title":"IEEE Int\u2019l Workshop on Data Mining and Artificial Intelligence (DMAI)"},{"key":"10.1016\/j.asoc.2017.05.032_bib0075","first-page":"153","article-title":"Identifying stock similarity based on multi-event episodes","author":"Dattasharma","year":"2008","journal-title":"Proceedings of the 7th Australasian Data Mining Conference (AusDM)"},{"key":"10.1016\/j.asoc.2017.05.032_bib0080","first-page":"571","article-title":"A novel methodology for stock investment using episode mining and technical indicators","volume":"30","author":"Lin","year":"2014","journal-title":"J. Inf. Sci. Eng."},{"key":"10.1016\/j.asoc.2017.05.032_bib0085","doi-asserted-by":"crossref","first-page":"536","DOI":"10.1145\/2487575.2487654","article-title":"Mining high utility episodes in complex event sequences","author":"Wu","year":"2013","journal-title":"Proceedings of ACM SIGKDD Int\u2019l Conf. on Knowledge Discovery and Data Mining (KDD)"},{"key":"10.1016\/j.asoc.2017.05.032_bib0090","doi-asserted-by":"crossref","first-page":"35","DOI":"10.1016\/S0169-2070(97)00044-7","article-title":"Forecasting with artificial neural networks: the state of the art","volume":"14","author":"Zhang","year":"1998","journal-title":"Int. J. Forecast."},{"key":"10.1016\/j.asoc.2017.05.032_bib0095","doi-asserted-by":"crossref","first-page":"1529","DOI":"10.1016\/j.eswa.2007.11.062","article-title":"A hybrid SOFM-SVR with a filterbased feature selection for stock market forecasting","volume":"36","author":"Huang","year":"2009","journal-title":"Expert Syst. Appl."},{"key":"10.1016\/j.asoc.2017.05.032_bib0100","doi-asserted-by":"crossref","first-page":"2557","DOI":"10.1103\/PhysRevE.55.2557","article-title":"Forecasting chaotic time series with genetic algorithms","volume":"55","author":"Szpiro","year":"1997","journal-title":"Phys. Rev. E"},{"key":"10.1016\/j.asoc.2017.05.032_bib0105","doi-asserted-by":"crossref","first-page":"367","DOI":"10.1016\/S0169-2070(98)00010-7","article-title":"A nonlinear forecasts combination method based on Takagi-Sugeno fuzzy systems","volume":"14","author":"Fiordaliso","year":"1998","journal-title":"Int. J. Forecast."},{"key":"10.1016\/j.asoc.2017.05.032_bib0110","first-page":"224","article-title":"Mining high utility mobile sequential patterns in mobile commerce environments","author":"Shie","year":"2011","journal-title":"Proceedings of DASFAA"},{"year":"2005","series-title":"Technical Analysis Power Tools for Active Investors","author":"Appel","key":"10.1016\/j.asoc.2017.05.032_bib0115"},{"key":"10.1016\/j.asoc.2017.05.032_bib0120","doi-asserted-by":"crossref","first-page":"1731","DOI":"10.1111\/j.1540-6261.1992.tb04681.x","article-title":"Simple technical trading rules and the stochastic properties of stock returns","volume":"47","author":"Brock","year":"1992","journal-title":"J. Finance"},{"key":"10.1016\/j.asoc.2017.05.032_bib0125","doi-asserted-by":"crossref","first-page":"415","DOI":"10.1007\/s10115-004-0174-5","article-title":"Reliable detection of episodes in event sequences","volume":"7","author":"Gwadera","year":"2005","journal-title":"Knowl. Inf. Syst."},{"key":"10.1016\/j.asoc.2017.05.032_bib0130","doi-asserted-by":"crossref","first-page":"25","DOI":"10.1016\/j.jfineco.2008.02.011","article-title":"Performance evaluation and self-designated benchmark indexes in the mutual fund industry","volume":"92","author":"Sensoy","year":"2009","journal-title":"J. Financ. Econ."},{"key":"10.1016\/j.asoc.2017.05.032_bib0135","doi-asserted-by":"crossref","first-page":"279","DOI":"10.1016\/S1044-0283(97)90020-X","article-title":"A performance evaluation of global equity mutual funds: evidence from 1988 to 95","volume":"8","author":"Shukla","year":"1997","journal-title":"Glob. Finance J."},{"year":"2001","series-title":"Learning and Soft Computing: Support Vector Machines, Neural Networks, and Fuzzy Logic Models","author":"Kecman","key":"10.1016\/j.asoc.2017.05.032_bib0140"},{"key":"10.1016\/j.asoc.2017.05.032_bib0145","first-page":"374","article-title":"Stock market movement direction prediction using tree algorithms","author":"Gunter","year":"2012","journal-title":"3rd International Symposium on Sustainable Development"},{"key":"10.1016\/j.asoc.2017.05.032_bib0150","first-page":"69","article-title":"A comparative analysis of selection schemes used in genetic algorithms","author":"Goldberg","year":"1991","journal-title":"Found. Genet. Algorithms"}],"container-title":["Applied Soft Computing"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S1568494617302958?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S1568494617302958?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2023,8,23]],"date-time":"2023-08-23T22:14:39Z","timestamp":1692828879000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S1568494617302958"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,10]]},"references-count":30,"alternative-id":["S1568494617302958"],"URL":"https:\/\/doi.org\/10.1016\/j.asoc.2017.05.032","relation":{},"ISSN":["1568-4946"],"issn-type":[{"type":"print","value":"1568-4946"}],"subject":[],"published":{"date-parts":[[2017,10]]},"assertion":[{"value":"Elsevier","name":"publisher","label":"This article is maintained by"},{"value":"A novel methodology for stock investment using high utility episode mining and genetic algorithm","name":"articletitle","label":"Article Title"},{"value":"Applied Soft Computing","name":"journaltitle","label":"Journal Title"},{"value":"https:\/\/doi.org\/10.1016\/j.asoc.2017.05.032","name":"articlelink","label":"CrossRef DOI link to publisher maintained version"},{"value":"article","name":"content_type","label":"Content Type"},{"value":"\u00a9 2017 Elsevier B.V. All rights reserved.","name":"copyright","label":"Copyright"}]}}