{"id":"https://openalex.org/W1968359385","doi":"https://doi.org/10.1016/s0169-2070(99)00024-2","title":"Nonlinear deterministic forecasting of daily dollar exchange rates","display_name":"Nonlinear deterministic forecasting of daily dollar exchange rates","publication_year":1999,"publication_date":"1999-10-01","ids":{"openalex":"https://openalex.org/W1968359385","doi":"https://doi.org/10.1016/s0169-2070(99)00024-2","mag":"1968359385"},"language":"en","primary_location":{"id":"doi:10.1016/s0169-2070(99)00024-2","doi":"https://doi.org/10.1016/s0169-2070(99)00024-2","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0169-2070(99)00024-2","pdf_url":null,"source":{"id":"https://openalex.org/S39841227","display_name":"International Journal of Forecasting","issn_l":"0169-2070","issn":["0169-2070","1872-8200"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-3","jufo-2","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Forecasting","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5113437446","display_name":"Liangyue Cao","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I177877127","display_name":"The University of Western Australia","ror":"https://ror.org/047272k79","country_code":"AU","type":"education","lineage":["https://openalex.org/I177877127"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Liangyue Cao","raw_affiliation_strings":["Department of Mathematics, University of Western Australia, Nedlands, WA 6907, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Western Australia, Nedlands, WA 6907, Australia","institution_ids":["https://openalex.org/I177877127"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5021530221","display_name":"Abdol S. Soofi","orcid":"https://orcid.org/0000-0002-1869-4958","observed_orcids":["https://orcid.org/0000-0002-1869-4958"]},"institutions":[{"id":"https://openalex.org/I1745920","display_name":"University of Wisconsin\u2013Platteville","ror":"https://ror.org/02xpkhc07","country_code":"US","type":"education","lineage":["https://openalex.org/I1745920"]},{"id":"https://openalex.org/I43579087","display_name":"University of Wisconsin\u2013Milwaukee","ror":"https://ror.org/031q21x57","country_code":"US","type":"education","lineage":["https://openalex.org/I43579087"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Abdol S. Soofi","raw_affiliation_strings":["Department of Economics, University of Wisconsin\u2013Platteville, and Visiting Scholar, School of Business Administration, University of Wisconsin\u2013Milwaukee, Business Administration Building, P.O. Box 742, Milwaukee, WI 53201, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, University of Wisconsin\u2013Platteville, and Visiting Scholar, School of Business Administration, University of Wisconsin\u2013Milwaukee, Business Administration Building, P.O. Box 742, Milwaukee, WI 53201, USA","institution_ids":["https://openalex.org/I1745920","https://openalex.org/I43579087"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5021530221"],"corresponding_institution_ids":["https://openalex.org/I1745920","https://openalex.org/I43579087"],"apc_list":{"value":2800,"currency":"USD","value_usd":2800},"apc_paid":null,"fwci":9.3923,"has_fulltext":false,"cited_by_count":70,"citation_normalized_percentile":{"value":0.98183942,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":98},"biblio":{"volume":"15","issue":"4","first_page":"421","last_page":"430"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.2953999936580658,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.2953999936580658,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10244","display_name":"Chaos control and synchronization","score":0.28439998626708984,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.19269999861717224,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/us-dollar-exchange-rate","display_name":"US dollar exchange rate","score":0.8379999995231628},{"id":"https://openalex.org/keywords/exchange-rate-forecasting","display_name":"exchange rate forecasting","score":0.7860000133514404},{"id":"https://openalex.org/keywords/nonlinear-deterministic-systems","display_name":"nonlinear deterministic systems","score":0.6190000176429749},{"id":"https://openalex.org/keywords/time-delay-embedding","display_name":"time-delay embedding","score":0.9710000157356262},{"id":"https://openalex.org/keywords/embedding-dimension","display_name":"embedding dimension","score":0.8809999823570251},{"id":"https://openalex.org/keywords/high-dimensional-systems","display_name":"high-dimensional systems","score":0.5389999747276306},{"id":"https://openalex.org/keywords/measurement-noise","display_name":"measurement noise","score":0.671999990940094},{"id":"https://openalex.org/keywords/stochastic-nonlinear-systems","display_name":"nonlinear stochastic systems","score":0.7559999823570251},{"id":"https://openalex.org/keywords/out-of-sample-forecasting","display_name":"out-of-sample forecasting","score":0.7459999918937683}],"concepts":[{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.7528011798858643},{"id":"https://openalex.org/C3019931467","wikidata":"https://www.wikidata.org/wiki/Q4917","display_name":"Us dollar","level":3,"score":0.7357208132743835},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.7289230227470398},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6399555802345276},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.5936801433563232},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.4867227375507355},{"id":"https://openalex.org/C109168655","wikidata":"https://www.wikidata.org/wiki/Q242988","display_name":"Liberian dollar","level":2,"score":0.4688970148563385},{"id":"https://openalex.org/C41608201","wikidata":"https://www.wikidata.org/wiki/Q980509","display_name":"Embedding","level":2,"score":0.46729567646980286},{"id":"https://openalex.org/C33676613","wikidata":"https://www.wikidata.org/wiki/Q13415176","display_name":"Dimension (graph theory)","level":2,"score":0.4261389970779419},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4115602374076843},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.33826708793640137},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2787667512893677},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.09303539991378784},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.07172778248786926},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0707240104675293},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/s0169-2070(99)00024-2","doi":"https://doi.org/10.1016/s0169-2070(99)00024-2","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0169-2070(99)00024-2","pdf_url":null,"source":{"id":"https://openalex.org/S39841227","display_name":"International Journal of Forecasting","issn_l":"0169-2070","issn":["0169-2070","1872-8200"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-3","jufo-2","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Forecasting","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:intfor:v:15:y:1999:i:4:p:421-430","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0169-2070(99)00024-2","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":27,"referenced_works":["https://openalex.org/W173626578","https://openalex.org/W1572930125","https://openalex.org/W1582187563","https://openalex.org/W1968143156","https://openalex.org/W1973014179","https://openalex.org/W1973959218","https://openalex.org/W1975964493","https://openalex.org/W1990785877","https://openalex.org/W1996201329","https://openalex.org/W2000842688","https://openalex.org/W2010461070","https://openalex.org/W2018672845","https://openalex.org/W2019913140","https://openalex.org/W2024197312","https://openalex.org/W2029401646","https://openalex.org/W2031365860","https://openalex.org/W2032695494","https://openalex.org/W2034099719","https://openalex.org/W2040704490","https://openalex.org/W2092152122","https://openalex.org/W2092617414","https://openalex.org/W2094631910","https://openalex.org/W2152254020","https://openalex.org/W2492650012","https://openalex.org/W3036383388","https://openalex.org/W4239340087","https://openalex.org/W7002179225"],"related_works":["https://openalex.org/W1996201329","https://openalex.org/W2019913140","https://openalex.org/W1996222438","https://openalex.org/W7062806663","https://openalex.org/W1592051403","https://openalex.org/W1964098821","https://openalex.org/W7207651503","https://openalex.org/W2088341700","https://openalex.org/W2047338242","https://openalex.org/W2123069179"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":5}],"updated_date":"2026-10-30T12:39:25.321706","created_date":"2016-06-24T00:00:00"}