{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,9]],"date-time":"2026-04-09T06:30:29Z","timestamp":1775716229574,"version":"3.50.1"},"reference-count":24,"publisher":"Wiley","license":[{"start":{"date-parts":[[2017,1,1]],"date-time":"2017-01-01T00:00:00Z","timestamp":1483228800000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"funder":[{"DOI":"10.13039\/501100004663","name":"Ministry of Science and Technology, Taiwan","doi-asserted-by":"publisher","award":["MOST-104-2221-E-390-019"],"award-info":[{"award-number":["MOST-104-2221-E-390-019"]}],"id":[{"id":"10.13039\/501100004663","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Computational Intelligence and Neuroscience"],"published-print":{"date-parts":[[2017]]},"abstract":"<jats:p>The advancement of information technology in financial applications nowadays have led to fast market-driven events that prompt flash decision-making and actions issued by computer algorithms. As a result, today\u2019s markets experience intense activity in the highly dynamic environment where trading systems respond to others at a much faster pace than before. This new breed of technology involves the implementation of high-speed trading strategies which generate significant portion of activity in the financial markets and present researchers with a wealth of information not available in traditional low-speed trading environments. In this study, we aim at developing feasible computational intelligence methodologies, particularly genetic algorithms (GA), to shed light on high-speed trading research using price data of stocks on the microscopic level. Our empirical results show that the proposed GA-based system is able to improve the accuracy of the prediction significantly for price movement, and we expect this GA-based methodology to advance the current state of research for high-speed trading and other relevant financial applications.<\/jats:p>","DOI":"10.1155\/2017\/9580815","type":"journal-article","created":{"date-parts":[[2017,2,20]],"date-time":"2017-02-20T16:04:03Z","timestamp":1487606643000},"page":"1-18","source":"Crossref","is-referenced-by-count":12,"title":["An Evolutionary Method for Financial Forecasting in Microscopic High-Speed Trading Environment"],"prefix":"10.1155","volume":"2017","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-0246-287X","authenticated-orcid":true,"given":"Chien-Feng","family":"Huang","sequence":"first","affiliation":[{"name":"Dept. of Computer Science and Information Engineering, National University of Kaohsiung, Kaohsiung, Taiwan"}]},{"given":"Hsu-Chih","family":"Li","sequence":"additional","affiliation":[{"name":"Dept. of Computer Science and Information Engineering, National University of Kaohsiung, Kaohsiung, Taiwan"}]}],"member":"311","reference":[{"key":"1","doi-asserted-by":"publisher","DOI":"10.1016\/j.finmar.2013.05.003"},{"key":"2","volume-title":"On regulation of trading in financial instruments\u2014\u2018dark pools\u2019","year":"2010"},{"issue":"1","key":"3","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1186\/s40854-015-0007-4","volume":"1","year":"2015","journal-title":"Financial Innovation"},{"key":"4","year":"2010"},{"key":"5","doi-asserted-by":"publisher","DOI":"10.1016\/j.asoc.2011.10.009"},{"key":"6","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2016.02.006"},{"key":"9","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-9236(03)00087-3"},{"key":"10","doi-asserted-by":"publisher","DOI":"10.1155\/2015\/939606"},{"key":"11","doi-asserted-by":"publisher","DOI":"10.1016\/s0378-4266(98)00059-4"},{"key":"12","doi-asserted-by":"publisher","DOI":"10.1155\/2014\/314728"},{"key":"14","doi-asserted-by":"publisher","DOI":"10.1016\/j.ins.2009.07.007"},{"key":"16","doi-asserted-by":"publisher","DOI":"10.1007\/s10898-011-9692-3"},{"key":"17","doi-asserted-by":"publisher","DOI":"10.12988\/ams.2015.5188"},{"key":"18","doi-asserted-by":"publisher","DOI":"10.2298\/csis121024017r"},{"key":"19","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2015.06.001"},{"key":"20","doi-asserted-by":"publisher","DOI":"10.1016\/S0957-4174(00)00027-0"},{"issue":"4","key":"22","volume":"4","year":"2000","journal-title":"Journal of Management and Economics"},{"key":"23","doi-asserted-by":"publisher","DOI":"10.1016\/j.asoc.2014.06.041"},{"issue":"1","key":"24","first-page":"19","volume":"16","year":"2008","journal-title":"Journal of Financial Studies"},{"key":"27","doi-asserted-by":"publisher","DOI":"10.1016\/j.jfineco.2003.09.004"},{"key":"28","year":"1975"},{"key":"30","first-page":"69","volume-title":"A comparative analysis of selection schemes used in genetic algorithms","year":"1991"},{"key":"31","doi-asserted-by":"publisher","DOI":"10.1109\/21.286385"},{"key":"32","year":"1996"}],"container-title":["Computational Intelligence and Neuroscience"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/downloads.hindawi.com\/journals\/cin\/2017\/9580815.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/downloads.hindawi.com\/journals\/cin\/2017\/9580815.xml","content-type":"application\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/downloads.hindawi.com\/journals\/cin\/2017\/9580815.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,25]],"date-time":"2017-06-25T06:58:04Z","timestamp":1498373884000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.hindawi.com\/journals\/cin\/2017\/9580815\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017]]},"references-count":24,"alternative-id":["9580815","9580815"],"URL":"https:\/\/doi.org\/10.1155\/2017\/9580815","relation":{},"ISSN":["1687-5265","1687-5273"],"issn-type":[{"value":"1687-5265","type":"print"},{"value":"1687-5273","type":"electronic"}],"subject":[],"published":{"date-parts":[[2017]]}}}