The DOI matches its Crossref record; 5 of the 5 references it cites were found in a registry or an index.
Stock market one-day ahead movement prediction using disparate data sources
Overview
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Citations
Cites
The Elements of Statistical Learning
Hastie, T., Tibshirani, R., & Friedman, J. (2009) · Springer Series in Statistics · doi:10.1007/978-0-387-84858-7 · Cited by 25,970
Quinlan, J. R. (1986) · Machine Learning · doi:10.1007/bf00116251 · Cited by 21,439
FAMA, E. F. (1991) · The Journal of Finance · doi:10.1111/j.1540-6261.1991.tb04636.x · Cited by 5,350
Twitter mood predicts the stock market
Bollen, J., Mao, H., & Zeng, X. (2011) · Journal of Computational Science · doi:10.1016/j.jocs.2010.12.007 · Cited by 5,206
The Efficient Market Hypothesis and Its Critics
Malkiel, B. G. (2003) · Journal of Economic Perspectives · doi:10.1257/089533003321164958 · Cited by 2,161
Cited by
Forecasting stock prices with long-short term memory neural network based on attention mechanism
Qiu, J., Wang, B., & Zhou, C. (2020) · PLOS ONE · doi:10.1371/journal.pone.0227222 · Cited by 366
Metadata
- Authors
- Weng, B., Ahmed, M. A., & Megahed, F. M.
- Venue
- Expert Systems with Applications
- Publisher
- Elsevier BV
- Published
- 2017-08
- Volume
- 79
- Pages
- 153-163
- ISSN
- 0957-4174 (ISSN-L)
- OpenAlex
- W2594142095
- Cited by
- 237
- References
- 5
- FWCI
- 15.23
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
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: Stock market one-day ahead movement prediction using disparate data sources. https://app.cochat.ai/papers/10.1016/j.eswa.2017.02.041
- The paper
- Weng, B., Ahmed, M. A., & Megahed, F. M. (2017). Stock market one-day ahead movement prediction using disparate data sources. Expert Systems with Applications. https://doi.org/10.1016/j.eswa.2017.02.041
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.
