{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,3,26]],"date-time":"2025-03-26T01:38:41Z","timestamp":1742953121244,"version":"3.40.3"},"publisher-location":"Cham","reference-count":22,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783031217425"},{"type":"electronic","value":"9783031217432"}],"license":[{"start":{"date-parts":[[2022,1,1]],"date-time":"2022-01-01T00:00:00Z","timestamp":1640995200000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2022,1,1]],"date-time":"2022-01-01T00:00:00Z","timestamp":1640995200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2022]]},"DOI":"10.1007\/978-3-031-21743-2_8","type":"book-chapter","created":{"date-parts":[[2022,12,8]],"date-time":"2022-12-08T14:24:05Z","timestamp":1670509445000},"page":"94-105","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Portfolio Investments in\u00a0the\u00a0Forex Market"],"prefix":"10.1007","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-7893-5410","authenticated-orcid":false,"given":"Przemys\u0142aw","family":"Juszczuk","sequence":"first","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-2128-6998","authenticated-orcid":false,"given":"Jan","family":"Kozak","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2022,12,9]]},"reference":[{"key":"8_CR1","doi-asserted-by":"publisher","first-page":"509","DOI":"10.1016\/j.eswa.2009.05.041","volume":"37","author":"M Amiri","year":"2010","unstructured":"Amiri, M., Zandieh, M., Vahdani, B., Soltani, R., Roshanaei, V.: An integrated eigenvector-DEA-TOPSIS methodology for portfolio risk evaluation in the FOREX spot market. Expert Syst. App. 37, 509\u2013516 (2010)","journal-title":"Expert Syst. App."},{"key":"8_CR2","unstructured":"Bollinger, J.: Bollinger on Bollinger Bands, McGraw-Hill, (2002)"},{"key":"8_CR3","doi-asserted-by":"crossref","unstructured":"de Brito, R. F. B., Oliveira, A. L. I.: Comparative study of forex trading systems builtwith SVR+GHSOM and genetic algorithms optimization of technical indicators, in: Proceedings of the 2012 24th IEEE International Conference on Tools withArtificial Intelligence, IEEE, pp. 351\u2013358, (2012)","DOI":"10.1109\/ICTAI.2012.55"},{"key":"8_CR4","doi-asserted-by":"publisher","first-page":"783","DOI":"10.1016\/j.asoc.2018.09.017","volume":"73","author":"J Carapuco","year":"2018","unstructured":"Carapuco, J., Neves, R., Horta, N.: Reinforcement learning applied to Forex trading. Appl. Soft Comput. 73, 783\u2013794 (2018)","journal-title":"Appl. Soft Comput."},{"key":"8_CR5","doi-asserted-by":"publisher","first-page":"49","DOI":"10.1007\/s10614-013-9407-6","volume":"45","author":"S Deng","year":"2015","unstructured":"Deng, S., Yoshiyama, K., Mitsubuchi, T., Sakurai, A.: Hybrid method of multiple kernel learning and genetic algorithm for forecasting short-term foreign exchangerates. Comput. Econ. 45, 49\u201389 (2015)","journal-title":"Comput. Econ."},{"key":"8_CR6","doi-asserted-by":"crossref","unstructured":"Edwards, D.: Risk Management in Trading: Techniques to Drive Profitability of Hedge Funds And Trading Desks, Wiley Finance (2014)","DOI":"10.1002\/9781118819692"},{"issue":"4","key":"8_CR7","doi-asserted-by":"publisher","first-page":"327","DOI":"10.1002\/ijfe.301","volume":"11","author":"T Gehrig","year":"2006","unstructured":"Gehrig, T., Menhhoff, L.: Extended evidence on the usage of technical analysis in foreign exchange. Int. J. Fin. Econ. 11(4), 327\u2013338 (2006)","journal-title":"Int. J. Fin. Econ."},{"issue":"13\u201314","key":"8_CR8","doi-asserted-by":"publisher","first-page":"763","DOI":"10.1080\/00207720412331303697","volume":"35","author":"A Hryshko","year":"2004","unstructured":"Hryshko, A., Downs, T.: System for foreign exchange trading using genetic algorithms and reinforcement learning. Int. J. Syst. Sci. 35(13\u201314), 763\u2013774 (2004)","journal-title":"Int. J. Syst. Sci."},{"key":"8_CR9","doi-asserted-by":"publisher","first-page":"188","DOI":"10.1016\/j.jinteco.2016.03.012","volume":"102","author":"P-H Hsu","year":"2016","unstructured":"Hsu, P.-H., Taylor, M.P., Wang, Z.: Technical trading: is it still beating the foreign exchange market? J. Int. Econ. 102, 188\u2013208 (2016)","journal-title":"J. Int. Econ."},{"key":"8_CR10","doi-asserted-by":"publisher","DOI":"10.1016\/j.asoc.2020.106654","volume":"96","author":"P Juszczuk","year":"2020","unstructured":"Juszczuk, P., Kru\u015b, L.: Soft multicriteria computing supporting decisions on the Forex market. Appl. Soft Comput. 96, 106654 (2020)","journal-title":"Appl. Soft Comput."},{"issue":"6","key":"8_CR11","doi-asserted-by":"publisher","first-page":"1215","DOI":"10.1016\/j.physa.2009.11.012","volume":"389","author":"PR Kaltwasser","year":"2010","unstructured":"Kaltwasser, P.R.: Uncertainty about fundamentals and herding behavior in the FOREX market. Phys. A Statist. Mech. App. 389(6), 1215\u20131222 (2010)","journal-title":"Phys. A Statist. Mech. App."},{"issue":"4","key":"8_CR12","doi-asserted-by":"publisher","first-page":"597","DOI":"10.1016\/j.ecosys.2018.05.003","volume":"42","author":"E Kocenda","year":"2018","unstructured":"Kocenda, E., Moravcova, M.: Intraday effect of news on emerging European forex markets: an event study analysis. Econ. Syst. 42(4), 597\u2013615 (2018)","journal-title":"Econ. Syst."},{"key":"8_CR13","doi-asserted-by":"crossref","unstructured":"Korczak, J., Lipinski, P.: Evolutionary building of stock trading experts in a real-time system. In: Proceedings, 2004 Congress on Evolutionary Computation, pp. 940\u2013947. IEEE (2004)","DOI":"10.1109\/CEC.2004.1330962"},{"key":"8_CR14","unstructured":"Larsen, F.: Automatic stock market trading based on technical analysis. Master\u2019s thesis, Norwegian University of Science and Technology (2007)"},{"issue":"1","key":"8_CR15","first-page":"77","volume":"7","author":"H Markowitz","year":"1952","unstructured":"Markowitz, H.: Portfolio selection. J. Finan. 7(1), 77\u201391 (1952)","journal-title":"J. Finan."},{"issue":"4","key":"8_CR16","doi-asserted-by":"publisher","first-page":"1851","DOI":"10.2307\/2329621","volume":"7","author":"R Merton","year":"1972","unstructured":"Merton, R.: An analytic derivation of the efficient portfolio frontier. J. Finan. Quant. Anal. 7(4), 1851\u20131872 (1972)","journal-title":"J. Finan. Quant. Anal."},{"issue":"1","key":"8_CR17","doi-asserted-by":"publisher","first-page":"306","DOI":"10.1016\/j.eswa.2014.08.004","volume":"42","author":"AK Nassirtoussi","year":"2015","unstructured":"Nassirtoussi, A.K., Aghabozorgi, S., Wah, T.Y., Ngo, D.C.L.: Text mining of news-headlines for FOREX market prediction: a multi-layer dimension reduction algorithm with semantics and sentiment. Expert Syst. App. 42(1), 306\u2013324 (2015)","journal-title":"Expert Syst. App."},{"key":"8_CR18","doi-asserted-by":"publisher","first-page":"2815","DOI":"10.1016\/j.neucom.2008.09.023","volume":"72","author":"H Ni","year":"2009","unstructured":"Ni, H., Yin, H.: Exchange rate prediction using hybrid neural networks and trading indicators. Neurocomputing 72, 2815\u20132823 (2009)","journal-title":"Neurocomputing"},{"key":"8_CR19","doi-asserted-by":"publisher","first-page":"290","DOI":"10.1016\/j.eswa.2017.08.011","volume":"90","author":"A Petropoulos","year":"2017","unstructured":"Petropoulos, A., Chatzis, S.P., Siakoulis, V., Vlachogiannakis, N.: A stacked generalization system for automated FOREX portfolio trading. Expert Syst. App. 90, 290\u2013302 (2017)","journal-title":"Expert Syst. App."},{"key":"8_CR20","doi-asserted-by":"publisher","DOI":"10.1016\/j.asoc.2020.106181","volume":"90","author":"OB Sezer","year":"2020","unstructured":"Sezer, O.B., Gudelek, M.Y., Ozbayoglu, A.M.: Financial time series forecasting with deep learning\u202f: a systematic literature review: 2005\u20132019. App. Soft Comput. 90, 106181 (2020)","journal-title":"App. Soft Comput."},{"key":"8_CR21","doi-asserted-by":"publisher","first-page":"55","DOI":"10.1016\/j.jbankfin.2016.06.010","volume":"70","author":"A Shynkevich","year":"2016","unstructured":"Shynkevich, A.: Predictability in bond returns using technical trading rules. J. Bank. Finan. 70, 55\u201369 (2016)","journal-title":"J. Bank. Finan."},{"key":"8_CR22","doi-asserted-by":"publisher","first-page":"79","DOI":"10.1016\/S0925-2312(00)00300-3","volume":"34","author":"J Yao","year":"2000","unstructured":"Yao, J., Tan, C.L.: A case study on using neural networks to perform technical forecasting of forex. Neurocomputing 34, 79\u201398 (2000)","journal-title":"Neurocomputing"}],"container-title":["Lecture Notes in Computer Science","Intelligent Information and Database Systems"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-031-21743-2_8","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,10,10]],"date-time":"2024-10-10T02:44:30Z","timestamp":1728528270000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/978-3-031-21743-2_8"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022]]},"ISBN":["9783031217425","9783031217432"],"references-count":22,"URL":"https:\/\/doi.org\/10.1007\/978-3-031-21743-2_8","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"type":"print","value":"0302-9743"},{"type":"electronic","value":"1611-3349"}],"subject":[],"published":{"date-parts":[[2022]]},"assertion":[{"value":"9 December 2022","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}},{"value":"ACIIDS","order":1,"name":"conference_acronym","label":"Conference Acronym","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Asian Conference on Intelligent Information and Database Systems","order":2,"name":"conference_name","label":"Conference Name","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Ho Chi Minh City","order":3,"name":"conference_city","label":"Conference City","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Vietnam","order":4,"name":"conference_country","label":"Conference Country","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2022","order":5,"name":"conference_year","label":"Conference Year","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"28 November 2022","order":7,"name":"conference_start_date","label":"Conference Start Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"30 November 2022","order":8,"name":"conference_end_date","label":"Conference End Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"14","order":9,"name":"conference_number","label":"Conference Number","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"aciids2022","order":10,"name":"conference_id","label":"Conference ID","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"https:\/\/aciids.pwr.edu.pl\/2022\/","order":11,"name":"conference_url","label":"Conference URL","group":{"name":"ConferenceInfo","label":"Conference Information"}}]}}