Corrigendum to “Augmented bilinear network for incremental multi-stock time-series classification” [Pattern Recognit. 141 (2023) 109604]
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.
Authors
- Juho Kanniainen (ORCID: https://orcid.org/0000-0001-7737-659X)
- Alexandros Iosifidis (ORCID: https://orcid.org/0000-0003-4807-1345)
- Mostafa Shabani (ORCID: https://orcid.org/0000-0001-7552-3525)
- Dat Thanh Tran
Institutions
- Tampere University (FI)
- Aarhus University (DK)
Publication Details
- Journal
- Pattern Recognition
- Published
- 2026-01-12
- DOI
- https://doi.org/10.1016/j.patcog.2025.113026
- Primary Topic
- Stock Market Forecasting Methods
- Type
- article
- Field-Weighted Citation Impact
- 0.00