{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,7]],"date-time":"2026-03-07T19:47:54Z","timestamp":1772912874137,"version":"3.50.1"},"reference-count":34,"publisher":"Institute of Electrical and Electronics Engineers (IEEE)","license":[{"start":{"date-parts":[[2022,1,1]],"date-time":"2022-01-01T00:00:00Z","timestamp":1640995200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by-nc-nd\/4.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["IEEE Access"],"published-print":{"date-parts":[[2022]]},"DOI":"10.1109\/access.2022.3152152","type":"journal-article","created":{"date-parts":[[2022,2,16]],"date-time":"2022-02-16T20:31:03Z","timestamp":1645043463000},"page":"23425-23437","source":"Crossref","is-referenced-by-count":14,"title":["BERTFOREX: Cascading Model for Forex Market Forecasting Using Fundamental and Technical Indicator Data Based on BERT"],"prefix":"10.1109","volume":"10","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-7343-3435","authenticated-orcid":false,"given":"Arisara","family":"Pornwattanavichai","sequence":"first","affiliation":[{"name":"Department of Mathematics and Computer Science, Faculty of Science, Chulalongkorn University, Bangkok, Thailand"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-3827-2549","authenticated-orcid":false,"given":"Saranya","family":"Maneeroj","sequence":"additional","affiliation":[{"name":"Department of Mathematics and Computer Science, Faculty of Science, Chulalongkorn University, Bangkok, Thailand"}]},{"given":"Somjai","family":"Boonsiri","sequence":"additional","affiliation":[{"name":"Department of Mathematics and Computer Science, Faculty of Science, Chulalongkorn University, Bangkok, Thailand"}]}],"member":"263","reference":[{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.2307\/2331101"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1257\/000282803321455151"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1016\/S1042-4431(02)00039-2"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1016\/j.jimonfin.2004.12.004"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1016\/S0927-5398(03)00008-2"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.3844\/jcssp.2013.488.499"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1016\/S0925-2312(00)00300-3"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1109\/ICIII.2008.302"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.36334\/modsim.2015.e7.ling"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1186\/s40854-020-00220-2"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1145\/1593105.1593121"},{"key":"ref12","first-page":"3487","article-title":"Financial time series forecasting using back propagation neural network and deep learning architecture","volume":"8","author":"Handa","year":"2019","journal-title":"Int. J. Recent Technol. Eng."},{"key":"ref13","first-page":"1","article-title":"Fundamental indicators analysis toward foreign exchange (Forex) prediction using neural network method-radial basis function (NN-RBF)","volume-title":"Proc. CELSciTech","volume":"3","author":"Ifadhila"},{"key":"ref14","volume-title":"Effective Sampling and Windowingfor an Artificial Neural Network Model Used in Currency Exchange Rate Forecasting","author":"Johansson","year":"2017"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1109\/ICAwST.2019.8923188"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.4324\/9780203703144-6"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.3846\/bm.2012.017"},{"key":"ref18","article-title":"BERT-based financial sentiment index and LSTM-based stock return predictability","author":"Zoen Git Hiew","year":"2019","journal-title":"arXiv:1906.09024"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1109\/CSITSS.2018.8768767"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-319-20469-7_11"},{"key":"ref21","first-page":"5998","article-title":"Attention is all you need","volume-title":"Proc. Adv. Neural Inf. Process. Syst.","author":"Vaswani"},{"key":"ref22","article-title":"BERT: Pre-training of deep bidirectional transformers for language understanding","author":"Devlin","year":"2018","journal-title":"arXiv:1810.04805"},{"key":"ref23","first-page":"1","article-title":"Predicting Bitcoin prices by using rolling window LSTM model","volume-title":"Proc. Data Sci. FinTech","author":"Huisu"},{"issue":"4","key":"ref24","first-page":"25","article-title":"Time series forecasting: Analysis of LSTM neural networks to predict exchange rates of currencies","volume":"7","author":"Wijesinghe","year":"2020","journal-title":"Instrumentation"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1088\/1742-6596\/1237\/4\/042036"},{"key":"ref26","article-title":"Using recurrent neural networks to forecasting of Forex","author":"Kondratenko","year":"2003"},{"key":"ref27","doi-asserted-by":"publisher","DOI":"10.1109\/ICNNSP.2003.1279395"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1016\/j.jksuci.2017.12.010"},{"key":"ref29","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2017.05.044"},{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.36689\/uhk\/hed\/2020-01-011"},{"key":"ref31","doi-asserted-by":"publisher","DOI":"10.1145\/3411408.3411415"},{"key":"ref32","doi-asserted-by":"publisher","DOI":"10.1109\/MIS.2020.2977283"},{"key":"ref33","doi-asserted-by":"publisher","DOI":"10.1109\/NCA.2019.8935009"},{"key":"ref34","doi-asserted-by":"publisher","DOI":"10.1155\/2021\/5560886"}],"container-title":["IEEE Access"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/6287639\/9668973\/09715051.pdf?arnumber=9715051","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,1,17]],"date-time":"2024-01-17T23:00:39Z","timestamp":1705532439000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/9715051\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022]]},"references-count":34,"URL":"https:\/\/doi.org\/10.1109\/access.2022.3152152","relation":{},"ISSN":["2169-3536"],"issn-type":[{"value":"2169-3536","type":"electronic"}],"subject":[],"published":{"date-parts":[[2022]]}}}