{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,5,21]],"date-time":"2025-05-21T06:11:31Z","timestamp":1747807891077},"publisher-location":"London","reference-count":15,"publisher":"Springer London","isbn-type":[{"type":"print","value":"9781846282232"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"DOI":"10.1007\/1-84628-224-1_6","type":"book-chapter","created":{"date-parts":[[2007,10,26]],"date-time":"2007-10-26T07:50:33Z","timestamp":1193385033000},"page":"64-77","source":"Crossref","is-referenced-by-count":5,"title":["A Neural Network Approach to Predicting Stock Exchange Movements using External Factors"],"prefix":"10.1007","author":[{"given":"Niall","family":"O\u2019Connor","sequence":"first","affiliation":[]},{"given":"Michael G.","family":"Madden","sequence":"additional","affiliation":[]}],"member":"297","reference":[{"key":"6_CR1","doi-asserted-by":"crossref","unstructured":"Yao, J. & Tan, C.J.: \u201cA Case Study on Using Neural Networks to Perform Technical Forecasting of FOREX\u201d, Neurocomputing, 2000.","DOI":"10.1016\/S0925-2312(00)00300-3"},{"key":"6_CR2","unstructured":"Li, J. & Tsang, E.P.J.: \u201cImproving Technical Analysis Predictions: An Application of Genetic Programming\u201d, Florida Artificial Intelligence Research Symposium, USA, 1999."},{"key":"6_CR3","unstructured":"Lavrenko, V., Schmill, M., Lawrie, D. & Ogilvie, P.: \u201cMining of Concurrent Text and Time Series\u201d, Proc. 6th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, Workshop on Text Mining, 2000."},{"key":"6_CR4","doi-asserted-by":"crossref","unstructured":"Fern\u00e1ndez-Rodr\u00edguez, F., Gonz\u00e1lez-Martel, C., Sosviall-Rivero, S.: \u201cOn the Profitability of Technical Trading Rules based on Artificial Neural Networks: Evidence from the Madrid Stock Market\u201d, Economics Letters, 2000.","DOI":"10.1016\/S0165-1765(00)00270-6"},{"key":"6_CR5","unstructured":"Historic Dow Jones Data, Yahoo Finance, http:\/\/finance.yahoo.com."},{"key":"6_CR6","unstructured":"WTI Cushing Crude Oil data, US Dept. of Energy Information Administration, http:\/\/www.eia.doe.gov."},{"key":"6_CR7","unstructured":"Foreign Currency Data, Oanda, The Currency Site, http:\/\/www.oanda.com\/."},{"key":"6_CR8","unstructured":"iShare Dow Jones ETF: http:\/\/www.ishare.com."},{"key":"6_CR9","doi-asserted-by":"crossref","unstructured":"Chen, A.S., Leung, M.T. and Daouk, H.: \u201cApplication of Neural Networks to an Emerging Financial Market: Forecasting and Trading the Taiwan Stock Index\u201d, Computers & Operations Research, Vol. 30, No. 6, 2003.","DOI":"10.1016\/S0305-0548(02)00037-0"},{"key":"6_CR10","unstructured":"Thawornwong, S., D. Enke, and C. Dagli, \u201cGenetic Algorithms and Neural Networks for Stock Trading Prediction and Technical Signal Optimization\u201d, 33rd Annual Meeting of the Decision Sciences Institute in San Diego, 2002."},{"key":"6_CR11","unstructured":"Thawornwong, S., D. Enke, and C.H. Dagli, \u201cUsing Neural Networks and Technical Analysis Indicators for Predicting Stock Trends\u201d, Intelligent Engineering Systems through Artificial Neural Networks, Vol. 11, 2001."},{"key":"6_CR12","series-title":"Technical Report","volume-title":"Predicting the Stock Market","author":"T. Hellstr\u00f6m","year":"1997","unstructured":"Hellstr\u00f6m, T. & Holmstr\u00f6m, K.: \u201cPredicting the Stock Market\u201d, Technical Report IMa-TOM-1997-07, M\u00e4lardalen University, Sweden, 1997."},{"key":"6_CR13","doi-asserted-by":"crossref","unstructured":"Yao, J., Tan, C.J. & Poh, H.L.: \u201cNeural Networks for Technical Analysis: A Study on KLCI\u201d. International Journal of Theoretical and Applied Finance, Vol.2, No.2, 1999.","DOI":"10.1142\/S0219024999000145"},{"key":"6_CR14","unstructured":"Anastasakis, L. and Mort, N.: \u201cNeural Network-Based Prediction of the USD\/GBP Exchange Rate: The Utilisation of Data Compression Techniques for Input Dimension Reduction\u201d, Technical Report, University of Sheffield, 2000."},{"key":"6_CR15","doi-asserted-by":"crossref","unstructured":"Lendasse, A., de Bodt, E., Wertz, V. and Verleysen, M.: \u201cNon-Linear Financial Time Series Forecasting \u2014 Application to the Bel 20 Stock Market Index\u201d, European Journal of Economic and Social Systems, Vol. 14, No. 1, 2000.","DOI":"10.1051\/ejess:2000110"}],"container-title":["Applications and Innovations in Intelligent Systems XIII"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/1-84628-224-1_6.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,4,27]],"date-time":"2021-04-27T20:20:13Z","timestamp":1619554813000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/1-84628-224-1_6"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[null]]},"ISBN":["9781846282232"],"references-count":15,"URL":"https:\/\/doi.org\/10.1007\/1-84628-224-1_6","relation":{},"subject":[]}}