{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,6,27]],"date-time":"2023-06-27T23:25:19Z","timestamp":1687908319774},"reference-count":25,"publisher":"Springer Science and Business Media LLC","issue":"4","license":[{"start":{"date-parts":[[2007,4,19]],"date-time":"2007-04-19T00:00:00Z","timestamp":1176940800000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Comput Manage Sci"],"published-print":{"date-parts":[[2008,10]]},"DOI":"10.1007\/s10287-007-0056-x","type":"journal-article","created":{"date-parts":[[2007,4,19]],"date-time":"2007-04-19T16:13:29Z","timestamp":1176999209000},"page":"317-335","source":"Crossref","is-referenced-by-count":7,"title":["Using economic and financial information for stock selection"],"prefix":"10.1007","volume":"5","author":[{"given":"I.","family":"Roko","sequence":"first","affiliation":[]},{"given":"M.","family":"Gilli","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2007,4,19]]},"reference":[{"key":"56_CR1","doi-asserted-by":"crossref","first-page":"295","DOI":"10.1007\/978-1-4615-4389-3_13","volume-title":"Advances in quantitative asset management.","author":"G Albanis","year":"2000","unstructured":"Albanis G, Batchelor R (2000) Five classification algorithms to predict high performance stocks. In: Dunis C (ed) Advances in quantitative asset management. Kluwer Academic Publishers, Boston, pp 295\u2013318"},{"key":"56_CR2","doi-asserted-by":"crossref","first-page":"185","DOI":"10.1007\/s10109-003-0097-9","volume":"5","author":"T Arentze","year":"2003","unstructured":"Arentze T, Timmermans H (2003) Measuring the goodness-of-fit of decision-tree models of discrete and continuous activity-travel choice: methods and empirical illustration. J Geograph Syst 5:185\u2013206","journal-title":"J Geograph Syst"},{"issue":"3","key":"56_CR3","doi-asserted-by":"crossref","first-page":"663","DOI":"10.1111\/j.1540-6261.1977.tb01979.x","volume":"32","author":"S Basu","year":"1977","unstructured":"Basu S (1977) Investment performance of common stocks in relation to their price-earnings ratios: a test of the efficient market hypothesis. J Finance 32(3):663\u2013682","journal-title":"J Finance"},{"issue":"1","key":"56_CR4","doi-asserted-by":"crossref","first-page":"116","DOI":"10.1086\/261527","volume":"96","author":"T Bollerslev","year":"1988","unstructured":"Bollerslev T, Engle R, Wooldridge J (1988) A capital asset pricing model with time-varying covariances. J Polit Econ 96(1):116\u2013131","journal-title":"J Polit Econ"},{"issue":"2","key":"56_CR5","first-page":"123","volume":"24","author":"L Breiman","year":"1996","unstructured":"Breiman L (1996) Bagging predictors. Mach Learn 24(2):123\u2013140","journal-title":"Mach Learn"},{"key":"56_CR6","volume-title":"Classification and regression trees","author":"L Breiman","year":"1984","unstructured":"Breiman L, Friedman J, Olshen R, Stone C (1984) Classification and regression trees. Wadsworth, Belmont California"},{"issue":"1","key":"56_CR7","doi-asserted-by":"crossref","first-page":"27","DOI":"10.2469\/faj.v49.n1.27","volume":"49","author":"C Capual","year":"1993","unstructured":"Capual C, Rowley I, Sharpe WF (1993) International value and growth stock returns. Financ Anal J 49(1): 27\u201336","journal-title":"Financ Anal J"},{"issue":"5","key":"56_CR8","doi-asserted-by":"crossref","first-page":"1681","DOI":"10.1111\/j.1540-6261.1996.tb05222.x","volume":"51","author":"LKC Chan","year":"1996","unstructured":"Chan LKC, Jegadeesh N, Lakonishok J (1996) Momentum strategies. J Finance 51(5):1681\u20131713","journal-title":"J Finance"},{"issue":"3","key":"56_CR9","doi-asserted-by":"crossref","first-page":"1681","DOI":"10.1111\/j.1540-6261.1985.tb05004.x","volume":"40","author":"W De Bondt","year":"1985","unstructured":"De Bondt W, Thaler R (1985) Does the stocks market overreact?. J Finance 40(3):1681\u20131713","journal-title":"J Finance"},{"issue":"3","key":"56_CR10","doi-asserted-by":"crossref","first-page":"557","DOI":"10.1111\/j.1540-6261.1987.tb04569.x","volume":"42","author":"W De Bondt","year":"1987","unstructured":"De Bondt W, Thaler R (1987) Further evidence on investor overreaction and stock market seasonality. J Finance 42(3):557\u2013581","journal-title":"J Finance"},{"issue":"2","key":"56_CR11","doi-asserted-by":"crossref","first-page":"427","DOI":"10.1111\/j.1540-6261.1992.tb04398.x","volume":"47","author":"E Fama","year":"1992","unstructured":"Fama E, French K (1992) The cross-section of expected stock returns. J Finance 47(2):427\u2013465","journal-title":"J Finance"},{"key":"56_CR12","doi-asserted-by":"crossref","unstructured":"George TJ, Hwang C-Y (2004) The 52-week high and momentum investing. J Finance 59(5)","DOI":"10.1111\/j.1540-6261.2004.00695.x"},{"key":"56_CR13","volume-title":"Data mining: concepts and techniques","author":"J Han","year":"2001","unstructured":"Han J, Kamber M (2001) Data mining: concepts and techniques. Morgan Kaufmann, San Francisco"},{"key":"56_CR14","doi-asserted-by":"crossref","DOI":"10.1007\/978-0-387-21606-5","volume-title":"Elements of statistical learning: data mining, inference, and prediction","author":"T Hastie","year":"2001","unstructured":"Hastie T, Tibshirani R, Friedman J (2001) Elements of statistical learning: data mining, inference, and prediction. Springer, New York"},{"key":"56_CR15","volume-title":"Applied logistic regression (Wiley series in probability and statistics - applied probability and statistics section), 2nd edn","author":"DWJ Hosmer","year":"2000","unstructured":"Hosmer DWJ, Lemeshow S (2000) Applied logistic regression (Wiley series in probability and statistics - applied probability and statistics section), 2nd edn. Wiley\u2013Interscience, New york"},{"issue":"3","key":"56_CR16","doi-asserted-by":"crossref","first-page":"881","DOI":"10.1111\/j.1540-6261.1990.tb05110.x","volume":"45","author":"N Jegadeesh","year":"1990","unstructured":"Jegadeesh N (1990) Evidence of predictable behavior of securities returns. J Finance 45(3):881\u2013898","journal-title":"J Finance"},{"issue":"2","key":"56_CR17","doi-asserted-by":"crossref","first-page":"699","DOI":"10.1111\/0022-1082.00342","volume":"56","author":"N Jegadeesh","year":"2001","unstructured":"Jegadeesh N, Titman S (2001) Profitability of momentum strategies: an evaluation of alternative explanations. J Finance 56(2):699\u2013720","journal-title":"J Finance"},{"key":"56_CR18","doi-asserted-by":"crossref","first-page":"37","DOI":"10.2469\/faj.v55.n1.2240","volume":"55","author":"D Kao","year":"1999","unstructured":"Kao D, Shumaker R (1999) Equity style timing. Financ Anal J 55:37\u201348","journal-title":"Financ Anal J"},{"issue":"1","key":"56_CR19","doi-asserted-by":"crossref","first-page":"1","DOI":"10.2307\/2937816","volume":"105","author":"BN Lehmann","year":"1990","unstructured":"Lehmann BN (1990) Fads martingales and market efficiency. Q J Econ 105(1):1\u201328","journal-title":"Q J Econ"},{"issue":"4","key":"56_CR20","doi-asserted-by":"crossref","first-page":"1705","DOI":"10.1111\/0022-1082.00265","volume":"55","author":"AW Lo","year":"2000","unstructured":"Lo AW, Mamaysky H, Wang J (2000) Foundations of technical analysis: computational algorithms, statistical inference, and empirical implementation. J Finance 55(4):1705\u20131770","journal-title":"J Finance"},{"key":"56_CR21","volume-title":"Computational statistics handbook with MATLAB","author":"WL Martinez","year":"2002","unstructured":"Martinez WL, Martinez AR (2002) Computational statistics handbook with MATLAB. Chapman and Hall\/CRC, London"},{"key":"56_CR22","doi-asserted-by":"crossref","unstructured":"Ritschard G, Zighed DA (2003) Goodness-of-fit measures for induction trees. In: Foundations of intelligent systems, 14th international symposium, ISMIS 2003, Maebashi City, Japan, October 28\u201331, 2003, Proceedings, pp 57\u201364, Springer, Heidelberg","DOI":"10.1007\/978-3-540-39592-8_9"},{"key":"56_CR23","doi-asserted-by":"crossref","unstructured":"Sorensen E, Miller K, Ooi C (2000) The decision tree approach to stock selection. J Portfolio Manage 42\u201352","DOI":"10.3905\/jpm.2000.319781"},{"key":"56_CR24","doi-asserted-by":"crossref","unstructured":"Sutton CD (2005) Classification and regression trees, bagging and boosting. In: Rao C, Wegman E, Solka J (eds) Handbook of statistics: data mining and data visualization, vol 24. Elsevier, North Holland","DOI":"10.1016\/S0169-7161(04)24011-1"},{"issue":"3","key":"56_CR25","doi-asserted-by":"crossref","first-page":"231","DOI":"10.1007\/s10287-004-0014-9","volume":"1","author":"M Velikova","year":"2004","unstructured":"Velikova M, Daniels H (2004) Decision trees for monotone price models. Comput Manage Sci 1(3):231\u2013244","journal-title":"Comput Manage Sci"}],"container-title":["Computational Management Science"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10287-007-0056-x.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10287-007-0056-x\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10287-007-0056-x","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,29]],"date-time":"2019-05-29T12:12:47Z","timestamp":1559131967000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10287-007-0056-x"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2007,4,19]]},"references-count":25,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2008,10]]}},"alternative-id":["56"],"URL":"https:\/\/doi.org\/10.1007\/s10287-007-0056-x","relation":{},"ISSN":["1619-697X","1619-6988"],"issn-type":[{"value":"1619-697X","type":"print"},{"value":"1619-6988","type":"electronic"}],"subject":[],"published":{"date-parts":[[2007,4,19]]}}}