{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,6]],"date-time":"2026-07-06T11:06:56Z","timestamp":1783336016931,"version":"3.54.6"},"reference-count":48,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2006,11,28]],"date-time":"2006-11-28T00:00:00Z","timestamp":1164672000000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Appl Intell"],"published-print":{"date-parts":[[2007,1,18]]},"DOI":"10.1007\/s10489-006-0001-7","type":"journal-article","created":{"date-parts":[[2006,11,27]],"date-time":"2006-11-27T21:48:29Z","timestamp":1164664109000},"page":"25-33","source":"Crossref","is-referenced-by-count":177,"title":["Stock market prediction with multiple classifiers"],"prefix":"10.1007","volume":"26","author":[{"given":"Bo","family":"Qian","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Khaled","family":"Rasheed","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"297","published-online":{"date-parts":[[2006,11,28]]},"reference":[{"issue":"1","key":"1_CR1","doi-asserted-by":"crossref","first-page":"1","DOI":"10.2307\/2525569","volume":"10","author":"EF Fama","year":"1969","unstructured":"Fama EF, Fisher L, Jensen M, Roll R (1969) The adjustment of stock price to new information. Int Eco Rev 10(1):1\u201321","journal-title":"Int Eco Rev"},{"issue":"5","key":"1_CR2","doi-asserted-by":"crossref","first-page":"1575","DOI":"10.1111\/j.1540-6261.1991.tb04636.x","volume":"46","author":"EF Fama","year":"1991","unstructured":"Fama EF (1991) Efficient capital markets: II J Fin 46(5):1575\u20131617","journal-title":"J Fin"},{"key":"1_CR3","volume-title":"The random character of stock market prices","author":"PH Cootner","year":"1964","unstructured":"Cootner PH (1964) The random character of stock market prices. MIT Press, MA"},{"key":"1_CR4","doi-asserted-by":"crossref","first-page":"34","DOI":"10.1086\/294743","volume":"38","author":"EF Fama","year":"1965","unstructured":"Fama EF (1965) The behaviour of stock market prices. J Bus 38:34\u2013105","journal-title":"J Bus"},{"key":"1_CR5","unstructured":"Alexander SS (1961) Price movements in speculative markets: Trends or random walks. Ind Manage Rev pp 7\u201326"},{"key":"1_CR6","doi-asserted-by":"crossref","first-page":"95","DOI":"10.1016\/0304-405X(78)90025-9","volume":"6","author":"MC Jensen","year":"1978","unstructured":"Jensen MC (1978) Some anomalous evidence regarding market efficiency. J Fin Eco 6:95\u2013102","journal-title":"J Fin Eco"},{"key":"1_CR7","first-page":"245","volume":"69","author":"L Gallagher","year":"2002","unstructured":"Gallagher L, Taylor M (2002) Permanent and temporary components of stock prices: Evidence from assessing macroeconomic stocks. Southern Eco J 69:245\u2013262","journal-title":"Southern Eco J"},{"key":"1_CR8","first-page":"363","volume":"1","author":"AW Lo","year":"1997","unstructured":"Lo AW, MacKinlay AC (1997) Stock market prices do not follow random walks. Market Efficiency: Stock Market Behaviour in Theory and Practice 1:363\u2013389","journal-title":"Market Efficiency: Stock Market Behaviour in Theory and Practice"},{"key":"1_CR9","doi-asserted-by":"crossref","unstructured":"Kavussanos MG, Dockery E (2001) A multivariate test for stock market efficiency: The case of ASE Applied Financial Economics 11(5):573\u2013579(7)","DOI":"10.1080\/09603100010013006"},{"issue":"1","key":"1_CR10","doi-asserted-by":"crossref","first-page":"197","DOI":"10.1016\/0378-4266(92)90085-E","volume":"16","author":"CB Kirt","year":"1992","unstructured":"Kirt CB, Malaikah SJ (1992) Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia. J Bank & Fin 16(1):197\u2013210","journal-title":"J Bank & Fin"},{"issue":"4","key":"1_CR11","doi-asserted-by":"crossref","first-page":"203","DOI":"10.1080\/07421222.2001.11045659","volume":"17","author":"S Walczak","year":"2001","unstructured":"Walczak S (2001) An empirical analysis of data requirements for financial forecasting with neural networks. J Manag Infor Syst 17(4):203\u2013222","journal-title":"J Manag Infor Syst"},{"key":"1_CR12","first-page":"254","volume-title":"forecasting financial markets, financial economics and quantitative analysis","author":"DJE Baestaens","year":"1996","unstructured":"Baestaens DJE, van den Bergh WM, Vaudrey H (1996) Market inefficiencies, technical trading and neural networks. In: Dunis C (ed) forecasting financial markets, financial economics and quantitative analysis. John Wiley & Sons, Chichester, England, pp 254\u2013 260"},{"key":"1_CR13","unstructured":"Tsibouris G, Zeidenberg M (1995) Testing the efficient markets hypothesis with gradient descent algorithms. In: Refenes AP (ed) Neural networks in the capital markets. John Wiley & Sons, Chichester, England, Chap 8, pp 127\u2013136"},{"key":"1_CR14","unstructured":"Hellstrom T, Holmstrom K (1998) Predicting the stock market, technical report series IMa-TOM-1997-07, Center of Mathematical Modeling, Malardalen University"},{"issue":"5","key":"1_CR15","doi-asserted-by":"crossref","first-page":"259","DOI":"10.1016\/0893-6080(89)90020-8","volume":"2","author":"K Hornik","year":"1989","unstructured":"Hornik K, Stinchcombe M, White H (1989) Multilayer feedforward networks are universal approximators. Neural Net 2(5):259\u2013366","journal-title":"Neural Net"},{"key":"1_CR16","volume-title":"Neural networks in the capital markets","author":"A Refenes","year":"1995","unstructured":"Refenes A (1995) Neural networks in the capital markets. Wiley, New York"},{"key":"1_CR17","volume-title":"Neural networks for financial forecasting","author":"E Gately","year":"1996","unstructured":"Gately E (1996) Neural networks for financial forecasting. Wiley, New York"},{"key":"1_CR18","volume-title":"Financial prediction using neural networks","author":"JS Zirilli","year":"1997","unstructured":"Zirilli JS (1997) Financial prediction using neural networks. International Thomson Computer Press, UK"},{"issue":"5","key":"1_CR19","doi-asserted-by":"crossref","first-page":"1097","DOI":"10.1111\/1468-0262.00152","volume":"68","author":"H White","year":"2000","unstructured":"White H (2000) A reality check for data snooping. Econometrica 68(5):1097\u20131126","journal-title":"Econometrica"},{"key":"1_CR20","doi-asserted-by":"crossref","first-page":"770","DOI":"10.1061\/TACEAT.0006518","volume":"116","author":"HE Hurst","year":"1951","unstructured":"Hurst HE (1951) Long-term storage of reservoirs: an experimental study. Trans Amer Soc Civil Engi 116:770\u2013799","journal-title":"Trans Amer Soc Civil Engi"},{"key":"1_CR21","doi-asserted-by":"crossref","first-page":"422","DOI":"10.1137\/1010093","volume":"10","author":"BB Mandelbrot","year":"1968","unstructured":"Mandelbrot BB, Ness JV (1968) Fractional brownian motions, fractional noises and applications. SIAM Rev 10:422\u2013437","journal-title":"SIAM Rev"},{"key":"1_CR22","volume-title":"The fractal geometry of nature","author":"B Mandelbrot","year":"1982","unstructured":"Mandelbrot B (1982) The fractal geometry of nature. WH Freeman, New York"},{"key":"1_CR23","volume-title":"Nonlinear pricing: theory & applications","author":"CT May","year":"1999","unstructured":"May CT (1999) Nonlinear pricing: theory & applications. Wiley, New York"},{"issue":"2","key":"1_CR24","doi-asserted-by":"crossref","first-page":"65","DOI":"10.17578\/6-2-1","volume":"6","author":"M Corazza","year":"2002","unstructured":"Corazza M, Malliaris AG (2002) Multi-fractality in foreign currency markets. Multinat Fin J 6(2):65\u201398","journal-title":"Multinat Fin J"},{"key":"1_CR25","doi-asserted-by":"crossref","first-page":"133","DOI":"10.1016\/j.physa.2004.01.018","volume":"336","author":"D Grech","year":"2004","unstructured":"Grech D, Mazur Z (2004) Can one make any crash prediction in finance using the local Hurst exponent idea?. Physica A: Statistical Mech Appl 336:133\u2013145","journal-title":"Physica A: Statistical Mech Appl"},{"key":"1_CR26","volume-title":"Chaos and order in the capital markets: a new view of cycles, prices, and market volatility","author":"EE Peters","year":"1991","unstructured":"Peters EE (1991) Chaos and order in the capital markets: a new view of cycles, prices, and market volatility. Wiley, New York"},{"key":"1_CR27","volume-title":"Fractal market analysis: applying chaos theory to investment and economics","author":"EE Peters","year":"1994","unstructured":"Peters EE (1994) Fractal market analysis: applying chaos theory to investment and economics. Wiley, New York"},{"key":"1_CR28","unstructured":"Qian B, Rasheed K (2004) Hurst exponent and financial market predictability. In: Proceedings of The 2nd IASTED international conference on financial engineering and applications. Cambridge, MA, USA, pp 203\u2013209"},{"issue":"4","key":"1_CR29","doi-asserted-by":"crossref","first-page":"203","DOI":"10.1080\/07421222.2001.11045659","volume":"17","author":"S Walczak","year":"2001","unstructured":"Walczak S (2001) An empirical analysis of data requirements for financial forecasting with neural networks. J Manag Infor Syst 17(4):203\u2013222","journal-title":"J Manag Infor Syst"},{"key":"1_CR30","doi-asserted-by":"crossref","first-page":"1839","DOI":"10.1111\/j.1540-6261.1991.tb04646.x","volume":"46","author":"DA Hsieh","year":"1991","unstructured":"Hsieh DA (1991) Chaos and nonlinear dynamics: application to financial markets. J Fin 46:1839\u20131877","journal-title":"J Fin"},{"key":"1_CR31","unstructured":"Takens F (1981) Dynamical system and turbulence. In: Rand A, Young Ls (eds) Lecture notes in mathematics, 898(Warwick 1980). Springer, Berlin"},{"key":"1_CR32","doi-asserted-by":"crossref","first-page":"43","DOI":"10.1016\/S0167-2789(97)00118-8","volume":"110","author":"L Cao","year":"1997","unstructured":"Cao L (1997) Practical method for determining the minimum embedding dimension of a scalar time series. Physica D 110:43\u201350","journal-title":"Physica D"},{"key":"1_CR33","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4615-0931-8","volume-title":"Modelling and forecasting financial data: techniques of nonlinear dynamics","author":"AS Soofi","year":"2002","unstructured":"Soofi AS, Cao L (2002) Modelling and forecasting financial data: techniques of nonlinear dynamics. Kluwer Academic Publishers: Norwell, Massachusetts"},{"key":"1_CR34","doi-asserted-by":"crossref","unstructured":"Frank RJ, Davey N, Hunt SP (2000) Input window size and neural network predictors. IEEE-INNS-ENNS Int Joint Conf Neural Netw (IJCNN\u201900)-Vol 2, pp. 2237\u20132242","DOI":"10.1109\/IJCNN.2000.857903"},{"key":"1_CR35","unstructured":"Merkwirth C, Parlitz U, Wedekind I, Lauterborn W (2002) TSTOOL user manual, http:\/\/www.physik3.gwdg.de\/tstool\/manual.pdf"},{"key":"1_CR36","volume-title":"Neural network design","author":"MT Hagan","year":"1996","unstructured":"Hagan MT, Demuth HB, Beale MH (1996) Neural network design. PWS Publishing, Boston, MA"},{"issue":"6","key":"1_CR37","doi-asserted-by":"crossref","first-page":"989","DOI":"10.1109\/72.329697","volume":"5","author":"MT Hagan","year":"1994","unstructured":"Hagan MT, Menhaj M (1994) Training feedforward networks with the Marquardt algorithm. IEEE Trans Neural Netw 5(6):989\u2013993","journal-title":"IEEE Trans Neural Netw"},{"key":"1_CR38","first-page":"37","volume":"6","author":"D Aha","year":"1991","unstructured":"Aha D, Kibler DW, Albert MK (1991) Instance-based learning algorithms. Mach Learn 6:37\u201366","journal-title":"Mach Learn"},{"key":"1_CR39","unstructured":"Mitchell T (1997) Decision tree learning, machine learning. The McGraw-Hill Companies, Inc., pp 52\u201378"},{"key":"1_CR40","volume-title":"Classification and regression trees","author":"L Breiman","year":"1984","unstructured":"Breiman L, Friedman J, Stone CJ, Olshen RA (1984) Classification and regression trees. Chapman & Hall (Wadsworth, Inc.), New York"},{"key":"1_CR41","doi-asserted-by":"crossref","first-page":"111","DOI":"10.1111\/j.2517-6161.1974.tb00994.x","volume":"36","author":"M Stone","year":"1974","unstructured":"Stone M (1974) Cross-validatory choice and assessment of statistical prediction. J Roy Statistic Soc B 36:111\u2013120","journal-title":"J Roy Statistic Soc B"},{"issue":"2","key":"1_CR42","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"},{"issue":"4","key":"1_CR43","first-page":"97","volume":"18","author":"TG Dietterich","year":"1997","unstructured":"Dietterich TG (1997) Machine-learning research: Four current direction. AI Magazine 18(4):97\u2013136","journal-title":"AI Magazine"},{"key":"1_CR44","doi-asserted-by":"crossref","unstructured":"Hansen L, Salamon P (1990) Neural network ensembles. IEEE Trans Patt Analy Mach Intell (12):993\u20131001","DOI":"10.1109\/34.58871"},{"key":"1_CR45","doi-asserted-by":"crossref","unstructured":"Dietterich TG (2000) Ensemble methods in machine learning. First International Workshop on Multiple Classifier Systems, New York","DOI":"10.1007\/3-540-45014-9_1"},{"key":"1_CR46","unstructured":"Schapire RE, Freund Y, Bartlett P, Lee WS (1997) Boosting the margin: A new explanation for the effectiveness of voting methods. In: Proceedings of the fourteenth international conference on machine learning. Morgan Kaufmann, pp 322\u2013330"},{"key":"1_CR47","doi-asserted-by":"crossref","unstructured":"Wolpert DH (1992) \u2018Stacked generalization,\u2019 Neural networks. Pergamon Press, vol 5, pp. 241\u2013259","DOI":"10.1016\/S0893-6080(05)80023-1"},{"key":"1_CR48","doi-asserted-by":"crossref","first-page":"271","DOI":"10.1613\/jair.594","volume":"10","author":"KM Ting","year":"1999","unstructured":"Ting KM, Witten IH (1999) Issues in stacked generalization. J Artif Intell Res 10:271\u2013289","journal-title":"J Artif Intell Res"}],"container-title":["Applied Intelligence"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10489-006-0001-7.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10489-006-0001-7\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10489-006-0001-7","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,1,12]],"date-time":"2025-01-12T04:53:53Z","timestamp":1736657633000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10489-006-0001-7"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2006,11,28]]},"references-count":48,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2007,1,18]]}},"alternative-id":["1"],"URL":"https:\/\/doi.org\/10.1007\/s10489-006-0001-7","relation":{},"ISSN":["0924-669X","1573-7497"],"issn-type":[{"value":"0924-669X","type":"print"},{"value":"1573-7497","type":"electronic"}],"subject":[],"published":{"date-parts":[[2006,11,28]]}}}