Cited by 64Stock Market Forecasting MethodsRough Sets and Fuzzy LogicFinancial Markets and Investment Strategies

An intelligent hybrid trading system for discovering trading rules for the futures market using rough sets and genetic algorithms

Kim, Youngmin, Ahn, Wonbin, Oh, Kyong Joo, Enke, David·2017·Applied Soft Computing

Integrity signals

Registry

Crossref · 10.1016/j.asoc.2017.02.006

Cites

46 of 46 references verified0 citation errors · 0 not checkable

Statistics

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Claims the paper makes

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Claims other papers make about this one

Each is checked against this paper’s own text: does it say what the citing paper says it does?

  • DRL trading agents build a multi-factor model and provide algorithmic trading strategies, which are difficult for human traders.

    “Taking many complex financial factors into account, DRL trading agents build a multi-factor model and provide algorithmic trading strategies, which are difficult for human traders [3, 47, 24, 22].”

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1 of the 47 references couldn’t be matched to a known paper.

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Authors
Kim, Y., Ahn, W., Oh, K. J., & Enke, D.
Affiliations
  • Missouri University of Science and Technology (US)
  • Yonsei University (KR)
Corresponding author
Enke, David
Venue
Applied Soft Computing
Publisher
Elsevier BV
Published
2017-06
Volume
55
Pages
127-140
ISSN
1568-4946 (ISSN-L)
OpenAlex
W2587152362
Cited by
64
References
47
Citations by year
2026: 3 · 2025: 4 · 2024: 10 · 2023: 5 · 2022: 5 · 2021: 9 · 2020: 17 · 2019: 4 · 2018: 3 · 2017: 4
FWCI
6.79
Type
journal article
Language
en
Open access
closed
Locations
Applied Soft Computing (publishedVersion)
Topics
  • Social Sciences › Decision Sciences › Management Science and Operations Research › Stock Market Forecasting Methods
  • Physical Sciences › Computer Science › Computational Theory and Mathematics › Rough Sets and Fuzzy Logic
  • Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
Keywords
technical trading rules, futures markets, rough set analysis, genetic algorithm, data discretization, reducts, KOSPI 200 futures, trade performance, risk-adjusted returns

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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.

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