Corrigendum to “Augmented bilinear network for incremental multi-stock time-series classification” [Pattern Recognit. 141 (2023) 109604]

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Authors: Mostafa Shabani, Dat Thanh Tran, Juho Kanniainen, Alexandros Iosifidis
Cited by: 0

Abstract

The authors regret that an implementation error was identified in the trading simulation presented in Section 4.5 of the original paper. Specifically, the computation of trade returns incorrectly reversed the use of bid and ask prices, which resulted in inflated profitability estimates. This Corrigendum describes the correction, presents the revised results, and details a new simulation study incorporating a signal-strength–based trading rule to evaluate model robustness. The authors apologise for any inconvenience or misunderstanding caused.

Fields of Study & Subjects

Stock Market Forecasting Methods Time Series Analysis and Forecasting Financial Markets and Investment Strategies

Publication details

Journal / source
Pattern Recognition
Volume
175
Pages
113026–113026
Publication date
12 January 2026
Language
EN