{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,6,12]],"date-time":"2025-06-12T05:40:02Z","timestamp":1749706802134,"version":"3.41.0"},"reference-count":18,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2016,7]]},"DOI":"10.1109\/ijcnn.2016.7727459","type":"proceedings-article","created":{"date-parts":[[2016,11,8]],"date-time":"2016-11-08T21:15:56Z","timestamp":1478639756000},"page":"2104-2109","source":"Crossref","is-referenced-by-count":0,"title":["Applying a general hybrid intelligent system for ultra-high-frequency stock market forecasting"],"prefix":"10.1109","author":[{"given":"Paulo S.G.","family":"de Mattos Neto","sequence":"first","affiliation":[]},{"given":"Tiago A.E.","family":"Ferreira","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1007\/s11063-008-9085-x"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1109\/TNN.2002.804317"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1023\/A:1014380315182"},{"key":"ref13","first-page":"105","article-title":"The levenberg-marquardt algorithm: Implementation and theory","volume":"630","author":"mor","year":"1977","journal-title":"Numerical Analysis G A Watson ed Lecture Notes in Mathematics"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1016\/S0893-6080(05)80056-5"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1109\/ICNN.1993.298623"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1162\/neco.1992.4.2.141"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1016\/j.engappai.2014.03.010"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1109\/IJCNN.2009.5178928"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2011.05.012"},{"journal-title":"An Introduction to High-Frequency Finance","year":"2001","author":"dacorogna","key":"ref3"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1002\/isaf.1329"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2015.06.011"},{"key":"ref8","doi-asserted-by":"crossref","first-page":"245","DOI":"10.1007\/s10614-011-9288-5","article-title":"Nonlinearity in forecasting of high-frequency stock returns","volume":"40","author":"reboredo","year":"2011","journal-title":"Computational Economics"},{"key":"ref7","doi-asserted-by":"crossref","first-page":"227","DOI":"10.1002\/for.986","article-title":"Non-linear, non-parametric, nonfundamental exchange rate forecasting","volume":"25","author":"gradojevic","year":"2006","journal-title":"Journal of Forecasting"},{"key":"ref2","doi-asserted-by":"crossref","first-page":"146","DOI":"10.1080\/07350015.2000.10524857","article-title":"Some reflections on analysis of high-frequency data","volume":"18","author":"andersen","year":"2000","journal-title":"Journal of Business & Economic Statistics"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00091"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1142\/S1793005706000543"}],"event":{"name":"2016 International Joint Conference on Neural Networks (IJCNN)","start":{"date-parts":[[2016,7,24]]},"location":"Vancouver, BC","end":{"date-parts":[[2016,7,29]]}},"container-title":["2016 International Joint Conference on Neural Networks (IJCNN)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/7593175\/7726591\/07727459.pdf?arnumber=7727459","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,12]],"date-time":"2025-06-12T05:01:48Z","timestamp":1749704508000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/7727459\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2016,7]]},"references-count":18,"URL":"https:\/\/doi.org\/10.1109\/ijcnn.2016.7727459","relation":{},"subject":[],"published":{"date-parts":[[2016,7]]}}}