{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,3]],"date-time":"2026-07-03T10:50:05Z","timestamp":1783075805046,"version":"3.54.6"},"reference-count":36,"publisher":"Institute of Electrical and Electronics Engineers (IEEE)","license":[{"start":{"date-parts":[[2025,1,1]],"date-time":"2025-01-01T00:00:00Z","timestamp":1735689600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/legalcode"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["IEEE Access"],"published-print":{"date-parts":[[2025]]},"DOI":"10.1109\/access.2025.3599677","type":"journal-article","created":{"date-parts":[[2025,8,18]],"date-time":"2025-08-18T19:46:26Z","timestamp":1755546386000},"page":"151001-151015","source":"Crossref","is-referenced-by-count":2,"title":["An In-Depth Investigation of Genetic Programming Under Physical Time and Directional Change Frameworks for Algorithmic Trading"],"prefix":"10.1109","volume":"13","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-7506-8371","authenticated-orcid":false,"given":"Xinpeng","family":"Long","sequence":"first","affiliation":[{"name":"School of Computer Science and Electronic Engineering, University of Essex, Colchester, U.K."}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-0047-7565","authenticated-orcid":false,"given":"Michael","family":"Kampouridis","sequence":"additional","affiliation":[{"name":"School of Computer Science and Electronic Engineering, University of Essex, Colchester, U.K."}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-8093-1379","authenticated-orcid":false,"given":"Panagiotis","family":"Kanellopoulos","sequence":"additional","affiliation":[{"name":"School of Computer Science and Electronic Engineering, University of Essex, Colchester, U.K."}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"263","reference":[{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1007\/s10710-019-09359-z"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1007\/s007800050018"},{"key":"ref3","article-title":"Directional changes, definitions","author":"Tsang","year":"2010"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2021.114645"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2010.481632"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1007\/BF00175355"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1016\/j.intfin.2015.02.009"},{"key":"ref8","first-page":"26","article-title":"GP-evolved technical trading rules can outperform buy and hold","volume-title":"Proc. 3rd Int. Workshop Comput. Intell. Econ. Finance","author":"Becker"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1109\/CEC.1999.781932"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1007\/s10614-017-9665-9"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1007\/s11047-015-9536-z"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1109\/CEC55065.2022.9870351"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1007\/s00500-022-07571-1"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1109\/SSCI.2016.7850004"},{"key":"ref15","article-title":"Event-based microscopic analysis of the FX market","author":"Hussein","year":"2013"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-319-68759-9_59"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1111\/coin.12085"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1007\/s00521-022-07687-3"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1007\/s10462-022-10307-0"},{"issue":"1","key":"ref20","first-page":"55","article-title":"Time series analysis indicators under directional changes: The case of Saudi stock market","volume":"6","author":"Aloud","year":"2016","journal-title":"Int. J. Econ. Financial Issues"},{"key":"ref21","article-title":"Profiling financial market dynamics under directional changes","author":"Tsang","year":"2015"},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2016.1164887"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1109\/CIFEr.2019.8759120"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1109\/ACCESS.2021.3105259"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-031-14721-0_3"},{"key":"ref26","doi-asserted-by":"publisher","DOI":"10.1109\/CIFEr52523.2022.9776186"},{"key":"ref27","doi-asserted-by":"publisher","DOI":"10.1007\/s10614-017-9767-4"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1111\/coin.12057"},{"key":"ref29","doi-asserted-by":"publisher","DOI":"10.1109\/CEC53210.2023.10254029"},{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.1145\/3533271.3561738"},{"key":"ref31","doi-asserted-by":"publisher","DOI":"10.1109\/ACCESS.2024.3358452"},{"key":"ref32","doi-asserted-by":"publisher","DOI":"10.1080\/18756891.2012.696918"},{"key":"ref33","doi-asserted-by":"publisher","DOI":"10.1089\/big.2018.0143"},{"key":"ref34","volume-title":"A Field Guide to Genetic Programming","author":"Poli","year":"2008"},{"key":"ref35","doi-asserted-by":"publisher","DOI":"10.1109\/JAS.2020.1003132"},{"key":"ref36","article-title":"Essays on stock return forecasting, trend-following trading strategy and empirical asset pricing","author":"Sun","year":"2018"}],"container-title":["IEEE Access"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx8\/6287639\/10820123\/11127024.pdf?arnumber=11127024","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,9,4]],"date-time":"2025-09-04T18:23:05Z","timestamp":1757010185000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/11127024\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2025]]},"references-count":36,"URL":"https:\/\/doi.org\/10.1109\/access.2025.3599677","relation":{},"ISSN":["2169-3536"],"issn-type":[{"value":"2169-3536","type":"electronic"}],"subject":[],"published":{"date-parts":[[2025]]}}}