The DOI matches its Crossref record.
Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches
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Citations
Cited by
Chong, E., Han, C., & Park, F. C. (2017) · Expert Systems with Applications · doi:10.1016/j.eswa.2017.04.030 · Cited by 834
A systematic review of fundamental and technical analysis of stock market predictions
Nti, I. K., Adekoya, A. F., & Weyori, B. A. (2020) · Artificial Intelligence Review · doi:10.1007/s10462-019-09754-z · Cited by 547
The technology and economic determinants of cryptocurrency exchange rates: The case of Bitcoin
Li, X., & Wang, C. A. (2017) · Decision Support Systems · doi:10.1016/j.dss.2016.12.001 · Cited by 470
Short-term stock market price trend prediction using a comprehensive deep learning system
Shen, J., & Shafiq, M. O. (2020) · Journal of Big Data · doi:10.1186/s40537-020-00333-6 · Cited by 380
Stock market index prediction using deep Transformer model
Wang, C., Chen, Y., Zhang, S., & Zhang, Q. (2022) · Expert Systems with Applications · doi:10.1016/j.eswa.2022.118128 · Cited by 367
Metadata
- Authors
- Tsai, C.-F., & Hsiao, Y.-C.
- Venue
- Decision Support Systems
- Publisher
- Elsevier BV
- Published
- 2010-12
- Volume
- 50
- Issue
- 1
- Pages
- 258-269
- ISSN
- 0167-9236 (ISSN-L)
- OpenAlex
- W2066795664
- Cited by
- 377
- References
- 0
- FWCI
- 14.83
- Type
- journal article
- Language
- en
- Open access
- closed
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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.
Statistics and arithmetic are recomputed, not judged.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches. https://app.cochat.ai/papers/10.1016/j.dss.2010.08.028
- The paper
- Tsai, C.-F., & Hsiao, Y.-C. (2010). Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches. Decision Support Systems. https://doi.org/10.1016/j.dss.2010.08.028
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
