{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,5,13]],"date-time":"2025-05-13T16:15:17Z","timestamp":1747152917612,"version":"3.40.5"},"publisher-location":"Cham","reference-count":9,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783030472504"},{"type":"electronic","value":"9783030472511"}],"license":[{"start":{"date-parts":[[2020,7,14]],"date-time":"2020-07-14T00:00:00Z","timestamp":1594684800000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"},{"start":{"date-parts":[[2020,7,14]],"date-time":"2020-07-14T00:00:00Z","timestamp":1594684800000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2021]]},"DOI":"10.1007\/978-3-030-47251-1_6","type":"book-chapter","created":{"date-parts":[[2020,7,13]],"date-time":"2020-07-13T06:03:37Z","timestamp":1594620217000},"page":"75-101","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Results"],"prefix":"10.1007","author":[{"given":"Sim\u00e3o","family":"Moraes Sarmento","sequence":"first","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-1687-1447","authenticated-orcid":false,"given":"Nuno","family":"Horta","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2020,7,14]]},"reference":[{"issue":"1\u20132","key":"6_CR1","doi-asserted-by":"publisher","first-page":"126","DOI":"10.1057\/palgrave.dutr.1840046","volume":"12","author":"CL Dunis","year":"2006","unstructured":"Dunis CL, Laws J, Evans B (2006) Modelling and trading the gasoline crack spread: a non-linear story. Deriv Use Trading Regul 12(1\u20132):126\u2013145","journal-title":"Deriv Use Trading Regul"},{"issue":"4","key":"6_CR2","doi-asserted-by":"publisher","first-page":"352","DOI":"10.1080\/1351847X.2013.830140","volume":"21","author":"CL Dunis","year":"2015","unstructured":"Dunis CL, Laws J, Middleton PW, Karathanasopoulos A (2015) Trading and hedging the corn\/ethanol crush spread using time-varying leverage and nonlinear models. Eur J Financ 21(4):352\u2013375","journal-title":"Eur J Financ"},{"key":"6_CR3","unstructured":"ETFcom (2019) ETFs - Tools, Ratings, News. \nhttps:\/\/www.etf.com\/etfanalytics\/etf-finder\n\n, Accessed 2019-06-30"},{"key":"6_CR4","unstructured":"ETFcom (2019) GCC Overview. \nhttps:\/\/www.etf.com\/GCC#overview\n\n, Accessed 2019-07-28"},{"key":"6_CR5","doi-asserted-by":"crossref","unstructured":"Gers FA, Eck D, Schmidhuber J (2002) Applying lstm to time series predictable through time-window approaches. In: Neural Nets WIRN Vietri-01. Springer, Berlin, pp 193\u2013200","DOI":"10.1007\/978-1-4471-0219-9_20"},{"key":"6_CR6","unstructured":"Maaten Lvd, Hinton G (2008) Visualizing data using t-SNE. J Mach Learn Res 9(Nov):2579\u20132605"},{"key":"6_CR7","doi-asserted-by":"publisher","first-page":"531","DOI":"10.1007\/3-540-56798-4_198","volume-title":"New trends in neural computation","author":"A Olivier","year":"1993","unstructured":"Olivier A, Jean-Luc Z, Maurice M (1993) Identification and prediction of non-linear models with recurrent neural network. In: Mira J, Cabestany J, Prieto A (eds) New trends in neural computation. Springer, Berlin, pp 531\u2013535"},{"key":"6_CR8","doi-asserted-by":"crossref","unstructured":"Siami-Namini S, Tavakoli N, Namin AS (2018) A comparison of ARIMA and LSTM in forecasting time series. In: 2018 17th IEEE international conference on machine learning and applications (ICMLA), IEEE, pp 1394\u20131401","DOI":"10.1109\/ICMLA.2018.00227"},{"issue":"6","key":"6_CR9","doi-asserted-by":"publisher","first-page":"567","DOI":"10.1080\/088395196118434","volume":"10","author":"P Tenti","year":"1996","unstructured":"Tenti P (1996) Forecasting foreign exchange rates using recurrent neural networks. Appl Artif Intell 10(6):567\u2013582","journal-title":"Appl Artif Intell"}],"container-title":["SpringerBriefs in Applied Sciences and Technology","A Machine Learning based Pairs Trading Investment Strategy"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-030-47251-1_6","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,7,13]],"date-time":"2020-07-13T06:11:29Z","timestamp":1594620689000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-030-47251-1_6"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2020,7,14]]},"ISBN":["9783030472504","9783030472511"],"references-count":9,"URL":"https:\/\/doi.org\/10.1007\/978-3-030-47251-1_6","relation":{},"ISSN":["2191-530X","2191-5318"],"issn-type":[{"type":"print","value":"2191-530X"},{"type":"electronic","value":"2191-5318"}],"subject":[],"published":{"date-parts":[[2020,7,14]]},"assertion":[{"value":"14 July 2020","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}}]}}