{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,30]],"date-time":"2026-07-30T14:13:15Z","timestamp":1785420795408,"version":"3.56.0"},"reference-count":24,"publisher":"Elsevier BV","issue":"1-2","license":[{"start":{"date-parts":[[2003,9,1]],"date-time":"2003-09-01T00:00:00Z","timestamp":1062374400000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Neurocomputing"],"published-print":{"date-parts":[[2003,9]]},"DOI":"10.1016\/s0925-2312(03)00372-2","type":"journal-article","created":{"date-parts":[[2003,5,19]],"date-time":"2003-05-19T14:45:52Z","timestamp":1053355552000},"page":"307-319","source":"Crossref","is-referenced-by-count":1267,"title":["Financial time series forecasting using support vector machines"],"prefix":"10.1016","volume":"55","author":[{"given":"Kyoung-jae","family":"Kim","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"78","reference":[{"key":"10.1016\/S0925-2312(03)00372-2_BIB1","series-title":"Technical Analysis from A to Z","author":"Achelis","year":"1995"},{"key":"10.1016\/S0925-2312(03)00372-2_BIB2","doi-asserted-by":"crossref","unstructured":"H. Ahmadi, Testability of the arbitrage pricing theory by neural networks, in: Proceedings of the International Conference on Neural Networks, San Diego, CA, 1990, pp. 385\u2013393.","DOI":"10.1109\/IJCNN.1990.137598"},{"key":"10.1016\/S0925-2312(03)00372-2_BIB3","series-title":"Technical Indicators and Analysis Methods","author":"Chang","year":"1996"},{"key":"10.1016\/S0925-2312(03)00372-2_BIB4","unstructured":"C.-C. Chang, C.-J. Lin, LIBSVM: a library for support vector machines, Technical Report, Department of Computer Science and Information Engineering, National Taiwan University, 2001, Available at http:\/\/www.csie.edu.tw\/~cjlin\/papers\/libsvm.pdf."},{"key":"10.1016\/S0925-2312(03)00372-2_BIB5","series-title":"Technical Indicators","author":"Choi","year":"1995"},{"key":"10.1016\/S0925-2312(03)00372-2_BIB6","unstructured":"J.H. Choi, M.K. Lee, M.W. Rhee, Trading S&P 500 stock index futures using a neural network, in: Proceedings of the Annual International Conference on Artificial Intelligence Applications on Wall Street, New York, 1995, pp. 63\u201372."},{"key":"10.1016\/S0925-2312(03)00372-2_BIB7","series-title":"Business Research Methods","author":"Cooper","year":"1995"},{"issue":"5","key":"10.1016\/S0925-2312(03)00372-2_BIB8","doi-asserted-by":"crossref","first-page":"1048","DOI":"10.1109\/72.788645","article-title":"Support vector machines for spam categorization","volume":"10","author":"Drucker","year":"1999","journal-title":"IEEE Trans. Neural Networks"},{"key":"10.1016\/S0925-2312(03)00372-2_BIB9","series-title":"Investor's Guide to Technical Analysis: Predicting Price Action in the Markets","author":"Gifford","year":"1995"},{"key":"10.1016\/S0925-2312(03)00372-2_BIB10","series-title":"Chaos & Nonlinear Dynamics in the Financial Markets: Theory, Evidence and Applications","first-page":"163","article-title":"Modeling structured nonlinear knowledge to predict stock market returns","author":"Hiemstra","year":"1995"},{"key":"10.1016\/S0925-2312(03)00372-2_BIB11","doi-asserted-by":"crossref","unstructured":"K. Kamijo, T. Tanigawa, Stock price pattern recognition: a recurrent neural network approach, in: Proceedings of the International Joint Conference on Neural Networks, San Diego, CA, 1990, pp. 215\u2013221.","DOI":"10.1109\/IJCNN.1990.137572"},{"issue":"2","key":"10.1016\/S0925-2312(03)00372-2_BIB12","doi-asserted-by":"crossref","first-page":"125","DOI":"10.1016\/S0957-4174(00)00027-0","article-title":"Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index","volume":"19","author":"Kim","year":"2000","journal-title":"Expert Syst. Appl."},{"key":"10.1016\/S0925-2312(03)00372-2_BIB13","doi-asserted-by":"crossref","unstructured":"T. Kimoto, K. Asakawa, M. Yoda, M. Takeoka, Stock market prediction system with modular neural network, in: Proceedings of the International Joint Conference on Neural Networks, San Diego, CA, 1990, pp. 1\u20136.","DOI":"10.1109\/IJCNN.1990.137535"},{"issue":"1","key":"10.1016\/S0925-2312(03)00372-2_BIB14","doi-asserted-by":"crossref","first-page":"11","DOI":"10.1002\/(SICI)1099-1174(199703)6:1<11::AID-ISAF115>3.0.CO;2-3","article-title":"Stock price prediction using prior knowledge and neural networks","volume":"6","author":"Kohara","year":"1997","journal-title":"Int. J. Intell. Syst. Accounting Finance Manage."},{"key":"10.1016\/S0925-2312(03)00372-2_BIB15","doi-asserted-by":"crossref","unstructured":"S. Mukherjee, E. Osuna, F. Girosi, Nonlinear prediction of chaotic time series using support vector machines, in: Proceedings of the IEEE Workshop on Neural Networks for Signal Processing, Amelia Island, FL, 1997, pp. 511\u2013520.","DOI":"10.1109\/NNSP.1997.622433"},{"key":"10.1016\/S0925-2312(03)00372-2_BIB16","series-title":"Technical Analysis of the Futures Markets: A Comprehensive Guide to Trading Methods and Applications","author":"Murphy","year":"1986"},{"key":"10.1016\/S0925-2312(03)00372-2_BIB17","doi-asserted-by":"crossref","first-page":"295","DOI":"10.1016\/S0957-4174(99)00041-X","article-title":"Improving returns on stock investment through neural network selection","volume":"17","author":"Quah","year":"1999","journal-title":"Expert Syst. Appl."},{"key":"10.1016\/S0925-2312(03)00372-2_BIB18","doi-asserted-by":"crossref","first-page":"309","DOI":"10.1016\/S0305-0483(01)00026-3","article-title":"Application of support vector machines in financial time series forecasting","volume":"29","author":"Tay","year":"2001","journal-title":"Omega"},{"key":"10.1016\/S0925-2312(03)00372-2_BIB19","doi-asserted-by":"crossref","first-page":"27","DOI":"10.3905\/jpm.1992.409432","article-title":"Trading equity index futures with a neural network","volume":"19","author":"Trippi","year":"1992","journal-title":"J. Portfolio Manage."},{"issue":"2","key":"10.1016\/S0925-2312(03)00372-2_BIB20","doi-asserted-by":"crossref","first-page":"161","DOI":"10.1016\/S0167-9236(98)00028-1","article-title":"Forecasting S&P 500 stock index futures with a hybrid AI system","volume":"23","author":"Tsaih","year":"1998","journal-title":"Decision Support Syst."},{"key":"10.1016\/S0925-2312(03)00372-2_BIB21","series-title":"Statistical Learning Theory","author":"Vapnik","year":"1998"},{"key":"10.1016\/S0925-2312(03)00372-2_BIB22","series-title":"Data Mining: Practical Machine Learning Tools and Techniques with Java Implementations","author":"Witten","year":"2000"},{"key":"10.1016\/S0925-2312(03)00372-2_BIB23","unstructured":"Y. Yoon, G. Swales, Predicting stock price performance: a neural network approach, in: Proceedings of the 24th Annual Hawaii International Conference on System Sciences, Hawaii, 1991, pp. 156\u2013162."},{"key":"10.1016\/S0925-2312(03)00372-2_BIB24","doi-asserted-by":"crossref","first-page":"35","DOI":"10.1016\/S0169-2070(97)00044-7","article-title":"Forecasting with artificial neural networks","volume":"14","author":"Zhang","year":"1998","journal-title":"Int. J. Forecasting"}],"container-title":["Neurocomputing"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0925231203003722?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0925231203003722?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2019,3,21]],"date-time":"2019-03-21T05:29:00Z","timestamp":1553146140000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0925231203003722"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2003,9]]},"references-count":24,"journal-issue":{"issue":"1-2","published-print":{"date-parts":[[2003,9]]}},"alternative-id":["S0925231203003722"],"URL":"https:\/\/doi.org\/10.1016\/s0925-2312(03)00372-2","relation":{},"ISSN":["0925-2312"],"issn-type":[{"value":"0925-2312","type":"print"}],"subject":[],"published":{"date-parts":[[2003,9]]}}}