{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,10]],"date-time":"2024-09-10T03:01:37Z","timestamp":1725937297542},"publisher-location":"Cham","reference-count":2,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783319701592"},{"type":"electronic","value":"9783319701608"}],"license":[{"start":{"date-parts":[[2017,12,28]],"date-time":"2017-12-28T00:00:00Z","timestamp":1514419200000},"content-version":"unspecified","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":[[2018]]},"DOI":"10.1007\/978-3-319-70160-8_4","type":"book-chapter","created":{"date-parts":[[2017,12,27]],"date-time":"2017-12-27T16:54:29Z","timestamp":1514393669000},"page":"45-64","update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Experiments and Results"],"prefix":"10.1007","author":[{"given":"Jo\u00e3o","family":"Leit\u00e3o","sequence":"first","affiliation":[]},{"given":"Rui Ferreira","family":"Neves","sequence":"additional","affiliation":[]},{"given":"Nuno C. G.","family":"Horta","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2017,12,28]]},"reference":[{"issue":"2","key":"4_CR1","doi-asserted-by":"crossref","first-page":"1","DOI":"10.3905\/jpm.1999.390965","volume":"25","author":"PL Bernstein","year":"1999","unstructured":"Bernstein, P.L.: A new look at the efficient market hypothesis. J. Porfolio Manag. 25(2), 1\u20132 (1999)","journal-title":"J. Porfolio Manag."},{"key":"4_CR2","doi-asserted-by":"crossref","unstructured":"Leit\u00e3o, J., Neves, R.F., Horta, N.: Combining rules between PIPs and SAX to identify patterns in financial markets.\u00a0Expert Syst. Appl.\u00a065, 242\u2013254 (2016). Reprinted with permission from Elsevier","DOI":"10.1016\/j.eswa.2016.08.032"}],"container-title":["SpringerBriefs in Applied Sciences and Technology","Identifying Patterns in Financial Markets"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-319-70160-8_4","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,10,8]],"date-time":"2019-10-08T15:24:51Z","timestamp":1570548291000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-319-70160-8_4"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,12,28]]},"ISBN":["9783319701592","9783319701608"],"references-count":2,"URL":"https:\/\/doi.org\/10.1007\/978-3-319-70160-8_4","relation":{},"ISSN":["2191-530X","2191-5318"],"issn-type":[{"type":"print","value":"2191-530X"},{"type":"electronic","value":"2191-5318"}],"subject":[],"published":{"date-parts":[[2017,12,28]]}}}