The DOI matches its Crossref record; 29 of the 30 references it cites were found in a registry or an index.
A neural network with a case based dynamic window for stock trading prediction
Overview
Integrity signals
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Verification
Claims the paper makes
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?
In the citing paper
“Due to their ability to recognize patterns in nonlinear, dynamic time series data (Chang et al., 2009; Lee, 2009; Żbikowski, 2015), these methods are especially popular in financial market forecasting.”
From Bridging the divide in financial market forecasting: machine learners vs. financial economists (2016) · cites this paper as Chang et al., 2009
In the citing paper
“Some studies also identify opportunities to trade profitably on model predictions (Chang et al., 2009; de Oliveira et al., 2013; Doeksen, Abraham, Thomas, & Paprzycki, 2005; C.-J. Huang et al., 2008; Huck, 2010; Kara, Acar Boyacioglu, & Baykan, 2011; Schumaker & Chen, 2009).”
From Bridging the divide in financial market forecasting: machine learners vs. financial economists (2016) · cites this paper as Chang et al., 2009
Citations
Cites
Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
Generalized autoregressive conditional heteroskedasticity
Bollerslev, T. (1986) · Journal of Econometrics · doi:10.1016/0304-4076(86)90063-1 · Cited by 22,346
The Econometrics of Financial Markets
Campbell, J. Y., Lo, A. W., & MacKinlay, A. C. (2012) · Princeton University Press eBooks · doi:10.2307/j.ctt7skm5 · Cited by 6,105
Business conditions and expected returns on stocks and bonds
Fama, E. F., & French, K. R. (1989) · Journal of Financial Economics · doi:10.1016/0304-405x(89)90095-0 · Cited by 4,167
Predicting returns in the stock and bond markets
Keim, D. B., & Stambaugh, R. F. (1986) · Journal of Financial Economics · doi:10.1016/0304-405x(86)90070-x · Cited by 1,717
Stock market prediction system with modular neural networks
Kimoto, T., Asakawa, K., Yoda, M., & Takeoka, M. (1990) · International Joint Conference on Neural Networks (IJCNN) · doi:10.1109/ijcnn.1990.137535 · Cited by 654
Dividend yields are equity risk premiums
Rozeff, M. S. (1984) · The Journal of Portfolio Management · doi:10.3905/jpm.1984.408980 · Cited by 408
A hybrid genetic-neural architecture for stock indexes forecasting
Armano, G., Marchesi, M., & Murru, A. (2003) · Information Sciences · doi:10.1016/j.ins.2003.03.023 · Cited by 322
Time-series forecasting using flexible neural tree model
Chen, Y., Yang, B., Dong, J., & Abraham, A. (2004) · Information Sciences · doi:10.1016/j.ins.2004.10.005 · Cited by 296
An investigation of machine learning based prediction systems
Mair, C., Kadoda, G., Lefley, M., Phalp, K. T., Schofield, C., Shepperd, M., & Webster, S. L. (2000) · Journal of Systems and Software · doi:10.1016/s0164-1212(00)00005-4 · Cited by 270
Cited by
Sorted by citations
Using artificial neural network models in stock market index prediction
Güreşen, E., Kayakutlu, G., & Daim, T. U. (2011) · Expert Systems with Applications · doi:10.1016/j.eswa.2011.02.068 · Cited by 788
Literature review: Machine learning techniques applied to financial market prediction
Henrique, B. M., Sobreiro, V. A., & Kimura, H. (2019) · Expert Systems with Applications · doi:10.1016/j.eswa.2019.01.012 · Cited by 612
Machine learning techniques and data for stock market forecasting: A literature review
Kumbure, M. M., Lohrmann, C., Luukka, P., & Porras, J. (2022) · Expert Systems with Applications · doi:10.1016/j.eswa.2022.116659 · Cited by 626
Artificial neural networks in business: Two decades of research
Tkáč, M., & Verner, R. (2015) · Applied Soft Computing · doi:10.1016/j.asoc.2015.09.040 · Cited by 342
de Oliveira, F. A., Nobre, C. N., & Zárate, L. E. (2013) · Expert Systems with Applications · doi:10.1016/j.eswa.2013.06.071 · Cited by 220
Metadata
- Authors
- Chang, P.-C., Liu, C.-H., Lin, J.-L., Fan, C.-Y., & Ng, C. S. P.
- Affiliations
- Yuan Ze University (TW)
- Kainan University (TW)
- Corresponding author
- Chang, Pei-Chann
- Venue
- Expert Systems with Applications
- Publisher
- Elsevier BV
- Published
- 2009-04
- Volume
- 36
- Issue
- 3
- Pages
- 6889-6898
- ISSN
- 0957-4174 (ISSN-L)
- OpenAlex
- W2046346480
- Cited by
- 160
- References
- 30
- Citations by year
- 2026: 1 · 2025: 5 · 2024: 4 · 2023: 6 · 2022: 3 · 2021: 13 · 2020: 7 · 2019: 10 · 2018: 7 · 2017: 9 · 2016: 8 · 2015: 10 · 2014: 21 · 2013: 11 · 2012: 10
- FWCI
- 17.97
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Expert Systems with Applications (publishedVersion)
- Topics
- Social Sciences › Decision Sciences › Management Science and Operations Research › Stock Market Forecasting Methods
- Social Sciences › Decision Sciences › Management Science and Operations Research › Forecasting Techniques and Applications
- Physical Sciences › Computer Science › Artificial Intelligence › Neural Networks and Applications
- Keywords
- stock price prediction, case-based reasoning, dynamic time window, artificial neural networks, BP neural network, stock selection
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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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Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: A neural network with a case based dynamic window for stock trading prediction. https://app.cochat.ai/papers/10.1016/j.eswa.2008.08.077
- The paper
- Chang, P.-C., Liu, C.-H., Lin, J.-L., Fan, C.-Y., & Ng, C. S. P. (2009). A neural network with a case based dynamic window for stock trading prediction. Expert Systems with Applications. https://doi.org/10.1016/j.eswa.2008.08.077
