{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,8,18]],"date-time":"2026-08-18T15:36:26Z","timestamp":1787067386341,"version":"build-2736575974"},"reference-count":20,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2009,6]]},"DOI":"10.1109\/ijcnn.2009.5178876","type":"proceedings-article","created":{"date-parts":[[2009,8,5]],"date-time":"2009-08-05T14:59:01Z","timestamp":1249484341000},"page":"439-445","source":"Crossref","is-referenced-by-count":3,"title":["A novel portfolio optimization method for foreign currency investment"],"prefix":"10.1109","author":[{"given":"Yuan","family":"Cao","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Haibo","family":"He","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Rajarathnam","family":"Chandramouli","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"263","reference":[{"key":"19","article-title":"towards a theory of the market value of risky assets","author":"treynor","year":"1961"},{"key":"17","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.9.2.277"},{"key":"18","doi-asserted-by":"publisher","DOI":"10.2307\/2977928"},{"key":"15","doi-asserted-by":"publisher","DOI":"10.2307\/1910098"},{"key":"16","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.30.10.1143"},{"key":"13","doi-asserted-by":"publisher","DOI":"10.2307\/2975974"},{"key":"14","year":"0"},{"key":"11","doi-asserted-by":"publisher","DOI":"10.2307\/1924119"},{"key":"12","doi-asserted-by":"publisher","DOI":"10.2307\/2330056"},{"key":"3","year":"0","journal-title":"Structure of the foreign exchange market"},{"key":"20","doi-asserted-by":"publisher","DOI":"10.1016\/S0925-2312(00)00300-3"},{"key":"2","year":"0"},{"key":"1","year":"0","journal-title":"Moving average"},{"key":"10","doi-asserted-by":"publisher","DOI":"10.1109\/ICNNSP.2003.1279395"},{"key":"7","year":"0"},{"key":"6","doi-asserted-by":"publisher","DOI":"10.1007\/s005210170010"},{"key":"5","author":"box","year":"1976","journal-title":"Time Series Analysis Forecasting and Control"},{"key":"4","doi-asserted-by":"publisher","DOI":"10.1086\/295472"},{"key":"9","doi-asserted-by":"publisher","DOI":"10.1109\/IJCNN.2007.4371141"},{"key":"8","doi-asserted-by":"publisher","DOI":"10.1023\/A:1010884214864"}],"event":{"name":"2009 International Joint Conference on Neural Networks (IJCNN 2009 - Atlanta)","location":"Atlanta, Ga, USA","start":{"date-parts":[[2009,6,14]]},"end":{"date-parts":[[2009,6,19]]}},"container-title":["2009 International Joint Conference on Neural Networks"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/5161636\/5178557\/05178876.pdf?arnumber=5178876","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,3,18]],"date-time":"2017-03-18T01:42:54Z","timestamp":1489801374000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/5178876\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2009,6]]},"references-count":20,"URL":"https:\/\/doi.org\/10.1109\/ijcnn.2009.5178876","relation":{},"subject":[],"published":{"date-parts":[[2009,6]]}}}