{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,8]],"date-time":"2024-09-08T14:15:20Z","timestamp":1725804920680},"publisher-location":"Cham","reference-count":13,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783319114323"},{"type":"electronic","value":"9783319114330"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2014]]},"DOI":"10.1007\/978-3-319-11433-0_4","type":"book-chapter","created":{"date-parts":[[2014,9,11]],"date-time":"2014-09-11T03:30:38Z","timestamp":1410406238000},"page":"49-64","source":"Crossref","is-referenced-by-count":2,"title":["Learning Gated Bayesian Networks for Algorithmic Trading"],"prefix":"10.1007","author":[{"given":"Marcus","family":"Bendtsen","sequence":"first","affiliation":[]},{"given":"Jose M.","family":"Pe\u00f1a","sequence":"additional","affiliation":[]}],"member":"297","reference":[{"key":"4_CR1","doi-asserted-by":"publisher","first-page":"76","DOI":"10.1145\/2500117","volume":"56","author":"P. Treleaven","year":"2013","unstructured":"Treleaven, P., Galas, M., Lalchand, V.: Algorithmic Trading Review. Commun. ACM.\u00a056, 76\u201385 (2013)","journal-title":"Commun. ACM."},{"key":"4_CR2","doi-asserted-by":"publisher","first-page":"61","DOI":"10.1109\/MC.2011.31","volume":"44","author":"G. Nuti","year":"2011","unstructured":"Nuti, G., Mirghaemi, M., Treleaven, P., Yingsaeree, C.: Algorithmic Trading. Computer\u00a044, 61\u201369 (2011)","journal-title":"Computer"},{"key":"4_CR3","doi-asserted-by":"crossref","unstructured":"Pearl, J.: Probabilistic Reasoning in Intelligent Systems: Networks of Plausible Inference. Morgan Kaufmann (1988)","DOI":"10.1016\/B978-0-08-051489-5.50008-4"},{"key":"4_CR4","doi-asserted-by":"crossref","unstructured":"Jensen, F.V., Nielsen, T.D.: Bayesian Networks and Decision Graphs. Springer (2007)","DOI":"10.1007\/978-0-387-68282-2"},{"key":"4_CR5","unstructured":"Bendtsen, M., Pe\u00f1a, J.M.: Gated Bayesian Networks. In: 12th Scandinavian Conference on Artificial Intelligence, pp. 35\u201344. IOS Press (2013)"},{"key":"4_CR6","unstructured":"Pardo, R.: The Evaluation and Optimization of Trading Strategies. John Wiley & Sons (2008)"},{"key":"4_CR7","unstructured":"Chan, E.P.: Quantitative Trading: How to Build Your Own Algorithmic Trading Business. John Wiley & Sons (2009)"},{"key":"4_CR8","doi-asserted-by":"publisher","first-page":"60","DOI":"10.2469\/faj.v31.n2.60","volume":"31","author":"W.F. Sharpe","year":"1975","unstructured":"Sharpe, W.F.: Likely Gains from Market Timing. Financial Analysts Journal\u00a031, 60\u201369 (1975)","journal-title":"Financial Analysts Journal"},{"key":"4_CR9","doi-asserted-by":"publisher","first-page":"437","DOI":"10.1016\/S0169-2070(00)00065-0","volume":"11","author":"L.J. Tashman","year":"2000","unstructured":"Tashman, L.J.: Out-of-Sample Tests of Forecasting Accuracy: An Analysis and Review. International Journal of Forecasting\u00a011, 437\u2013450 (2000)","journal-title":"International Journal of Forecasting"},{"key":"4_CR10","unstructured":"Journal of Technical Analysis, \n                  \n                    http:\/\/www.mta.org"},{"key":"4_CR11","unstructured":"Murphy, J.J.: Technical Analysis of the Financial Markets. New York Institute of Finance (1999)"},{"key":"4_CR12","unstructured":"Liehr, S., Pawelzik, K., Kohlmorgen, J., Lemm, S., M\u00fcller, K.-R.: Hidden Markov Gating for Prediction of Change Points in Switching Dynamical Systems. In: ESANN, pp. 405\u2013410 (1999)"},{"key":"4_CR13","unstructured":"Pe\u00f1a, J.M.: Every LWF and AMP Chain Graph Originates From a Set of Causal Models. ArXiv e-prints (2013)"}],"container-title":["Lecture Notes in Computer Science","Probabilistic Graphical Models"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-319-11433-0_4","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,27]],"date-time":"2019-05-27T21:28:15Z","timestamp":1558992495000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-319-11433-0_4"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014]]},"ISBN":["9783319114323","9783319114330"],"references-count":13,"URL":"https:\/\/doi.org\/10.1007\/978-3-319-11433-0_4","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"type":"print","value":"0302-9743"},{"type":"electronic","value":"1611-3349"}],"subject":[],"published":{"date-parts":[[2014]]}}}