{"id":"https://openalex.org/W2005151667","doi":"https://doi.org/10.4028/www.scientific.net/kem.439-440.679","title":"Forecasting Volatility in Financial Markets","display_name":"Forecasting Volatility in Financial Markets","publication_year":2010,"publication_date":"2010-06-01","ids":{"openalex":"https://openalex.org/W2005151667","doi":"https://doi.org/10.4028/www.scientific.net/kem.439-440.679","mag":"2005151667"},"language":"en","primary_location":{"id":"doi:10.4028/www.scientific.net/kem.439-440.679","doi":"https://doi.org/10.4028/www.scientific.net/kem.439-440.679","is_oa":true,"landing_page_url":"https://doi.org/10.4028/www.scientific.net/kem.439-440.679","pdf_url":null,"source":{"id":"https://openalex.org/S75411654","display_name":"Key engineering materials","issn_l":"1013-9826","issn":["1013-9826","1662-9795","1662-9809"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","jufo-1","norway-1","vabb-shw"],"host_organization":"https://openalex.org/P4310317839","host_organization_name":"Trans Tech Publications","host_organization_lineage":["https://openalex.org/P4310317839"],"host_organization_lineage_names":["Trans Tech Publications"],"type":"book series"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Key Engineering Materials","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://doi.org/10.4028/www.scientific.net/kem.439-440.679","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100617738","display_name":"Hong Zhang","orcid":"https://orcid.org/0000-0003-1010-4260","observed_orcids":["https://orcid.org/0000-0003-1010-4260"]},"institutions":[{"id":"https://openalex.org/I106079672","display_name":"Hebei University of Engineering","ror":"https://ror.org/036h65h05","country_code":"CN","type":"education","lineage":["https://openalex.org/I106079672"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Hong Zhang","raw_affiliation_strings":["Hebei University of Engineering"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Hebei University of Engineering","institution_ids":["https://openalex.org/I106079672"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5048807090","display_name":"Shu Fang Li","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I106079672","display_name":"Hebei University of Engineering","ror":"https://ror.org/036h65h05","country_code":"CN","type":"education","lineage":["https://openalex.org/I106079672"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shu Fang Li","raw_affiliation_strings":["Hebei University of Engineering"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Hebei University of Engineering","institution_ids":["https://openalex.org/I106079672"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I106079672"],"apc_list":null,"apc_paid":null,"fwci":21.3609,"has_fulltext":false,"cited_by_count":151,"citation_normalized_percentile":{"value":0.99501387,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"439-440","issue":null,"first_page":"679","last_page":"682"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.8583999872207642,"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":0.8583999872207642,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.10270000249147415,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.01720000058412552,"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/volatility-forecasting","display_name":"volatility forecasting","score":0.9610000252723694},{"id":"https://openalex.org/keywords/stock-price-prediction","display_name":"stock price prediction","score":0.5509999990463257},{"id":"https://openalex.org/keywords/false-nearest-neighbors","display_name":"false nearest neighbors","score":0.7910000085830688},{"id":"https://openalex.org/keywords/embedding-dimension","display_name":"embedding dimension","score":0.9110000133514404},{"id":"https://openalex.org/keywords/k-nearest-neighbor-algorithm","display_name":"k-nearest neighbor algorithm","score":0.878000020980835},{"id":"https://openalex.org/keywords/financial-time-series","display_name":"financial time series","score":0.75}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.7130551338195801},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5567126274108887},{"id":"https://openalex.org/C41608201","wikidata":"https://www.wikidata.org/wiki/Q980509","display_name":"Embedding","level":2,"score":0.5538792610168457},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.49848175048828125},{"id":"https://openalex.org/C33676613","wikidata":"https://www.wikidata.org/wiki/Q13415176","display_name":"Dimension (graph theory)","level":2,"score":0.42229801416397095},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.34133267402648926},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.32752376794815063},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3012837767601013},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2758580148220062},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.25306862592697144},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.21895498037338257},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.2004835307598114},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.0757916271686554},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.4028/www.scientific.net/kem.439-440.679","doi":"https://doi.org/10.4028/www.scientific.net/kem.439-440.679","is_oa":true,"landing_page_url":"https://doi.org/10.4028/www.scientific.net/kem.439-440.679","pdf_url":null,"source":{"id":"https://openalex.org/S75411654","display_name":"Key engineering materials","issn_l":"1013-9826","issn":["1013-9826","1662-9795","1662-9809"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","jufo-1","norway-1","vabb-shw"],"host_organization":"https://openalex.org/P4310317839","host_organization_name":"Trans Tech Publications","host_organization_lineage":["https://openalex.org/P4310317839"],"host_organization_lineage_names":["Trans Tech Publications"],"type":"book series"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Key Engineering Materials","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.4028/www.scientific.net/kem.439-440.679","doi":"https://doi.org/10.4028/www.scientific.net/kem.439-440.679","is_oa":true,"landing_page_url":"https://doi.org/10.4028/www.scientific.net/kem.439-440.679","pdf_url":null,"source":{"id":"https://openalex.org/S75411654","display_name":"Key engineering materials","issn_l":"1013-9826","issn":["1013-9826","1662-9795","1662-9809"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","jufo-1","norway-1","vabb-shw"],"host_organization":"https://openalex.org/P4310317839","host_organization_name":"Trans Tech Publications","host_organization_lineage":["https://openalex.org/P4310317839"],"host_organization_lineage_names":["Trans Tech Publications"],"type":"book series"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Key Engineering Materials","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":9,"referenced_works":["https://openalex.org/W1983645263","https://openalex.org/W1986500685","https://openalex.org/W2010453459","https://openalex.org/W2010461070","https://openalex.org/W2092729734","https://openalex.org/W2093074410","https://openalex.org/W2149603780","https://openalex.org/W3104170549","https://openalex.org/W3124026849"],"related_works":["https://openalex.org/W2360912943","https://openalex.org/W4389253155","https://openalex.org/W2779201288","https://openalex.org/W2622196110","https://openalex.org/W4405354606","https://openalex.org/W4321512493","https://openalex.org/W7074647169","https://openalex.org/W2138663012","https://openalex.org/W7096804739","https://openalex.org/W4239754684"],"abstract_inverted_index":{"In":[0,47],"this":[1,54],"paper,":[2],"we":[3,36,56],"analyze":[4],"the":[5,13,31,38,43,51,58,62,68,76],"stock":[6],"of":[7,26,53,67,78],"Tsingtao":[8,69],"Brewery":[9,70],"Co":[10,71],"Ltd":[11],"for":[12],"8-year":[14],"period,":[15],"from":[16],"July":[17],"31,":[18],"2001,":[19],"to":[20,49,61],"September":[21],"11,":[22],"2009,":[23],"a":[24],"total":[25],"2003":[27],"trading":[28],"days.":[29],"Using":[30],"False":[32],"Nearest":[33],"Neighbors":[34],"method,":[35,55],"obtain":[37],"embedding":[39],"dimension":[40],"m":[41],"in":[42],"k-nearest":[44],"neighbour":[45],"Algorithm.":[46],"order":[48],"investigate":[50],"validity":[52],"apply":[57],"modified":[59],"method":[60],"daily":[63],"adjusted":[64],"opening":[65],"values":[66],"Ltd.":[72],"We":[73],"find":[74],"that":[75],"prediction":[77],"experimental":[79],"results":[80],"is":[81],"more":[82],"accurate":[83],"than":[84],"traditional":[85],"methods.":[86]},"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":6},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":5},{"year":2017,"cited_by_count":5},{"year":2016,"cited_by_count":10},{"year":2015,"cited_by_count":9},{"year":2014,"cited_by_count":7},{"year":2013,"cited_by_count":11},{"year":2012,"cited_by_count":11}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}
