{"id":"https://openalex.org/W270885174","doi":"https://doi.org/10.1007/4-431-28915-1_17","title":"Quantitative Forecasting and Modeling Stock Price Fluctuations","display_name":"Quantitative Forecasting and Modeling Stock Price Fluctuations","publication_year":2006,"publication_date":"2006-06-16","ids":{"openalex":"https://openalex.org/W270885174","doi":"https://doi.org/10.1007/4-431-28915-1_17","mag":"270885174"},"language":"en","primary_location":{"id":"doi:10.1007/4-431-28915-1_17","doi":"https://doi.org/10.1007/4-431-28915-1_17","is_oa":false,"landing_page_url":"https://doi.org/10.1007/4-431-28915-1_17","pdf_url":null,"source":{"id":"https://openalex.org/S4306463937","display_name":"Springer eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"ebook platform"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Practical Fruits of Econophysics","raw_type":"book-chapter"},"volume":{"id":"https://openalex.org/W2500061947","display_name":"Practical Fruits of Econophysics"},"type":"book-chapter","is_traditional":true,"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/A5058120670","display_name":"Serge Hayward","orcid":"https://orcid.org/0000-0002-6658-7508","observed_orcids":["https://orcid.org/0000-0002-6658-7508"]},"institutions":[{"id":"https://openalex.org/I4387155239","display_name":"ESC Dijon Bourgogne, \u00c9cole sup\u00e9rieure de commerce de Dijon-Bourgogne","ror":"https://ror.org/0207fe012","country_code":"FR","type":"education","lineage":["https://openalex.org/I4387155239"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"Serge Hayward","raw_affiliation_strings":["Department of Finance, Ecole Sup\u00e9rieure de Commerce de Dijon, Dijon, France","Ecole Sup\u00e9rieure de Commerce de Dijon"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance, Ecole Sup\u00e9rieure de Commerce de Dijon, Dijon, France","institution_ids":["https://openalex.org/I4387155239"]},{"raw_affiliation_string":"Ecole Sup\u00e9rieure de Commerce de Dijon","institution_ids":["https://openalex.org/I4387155239"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5058120670"],"corresponding_institution_ids":["https://openalex.org/I4387155239"],"apc_list":null,"apc_paid":null,"fwci":0.9301,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.78757225,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"99","last_page":"106"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9731000065803528,"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":0.9731000065803528,"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.01679999940097332,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.00930000003427267,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/stock-price-prediction","display_name":"stock price prediction","score":0.9750000238418579},{"id":"https://openalex.org/keywords/stock-price-fluctuations","display_name":"stock price fluctuations","score":0.8100000023841858},{"id":"https://openalex.org/keywords/risk-preferences","display_name":"risk preferences","score":0.875},{"id":"https://openalex.org/keywords/forecast-accuracy","display_name":"forecast accuracy","score":0.7229999899864197},{"id":"https://openalex.org/keywords/error-criterion","display_name":"error criterion","score":0.5740000009536743},{"id":"https://openalex.org/keywords/neural-network","display_name":"artificial neural networks","score":0.7059999704360962}],"concepts":[{"id":"https://openalex.org/C129361004","wikidata":"https://www.wikidata.org/wiki/Q2470236","display_name":"Profitability index","level":2,"score":0.7882986068725586},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.702858567237854},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.6171618700027466},{"id":"https://openalex.org/C2776330181","wikidata":"https://www.wikidata.org/wiki/Q18358244","display_name":"Maximization","level":2,"score":0.5799062848091125},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.540285587310791},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5382094383239746},{"id":"https://openalex.org/C2985793214","wikidata":"https://www.wikidata.org/wiki/Q3274096","display_name":"Utility maximization","level":2,"score":0.49598369002342224},{"id":"https://openalex.org/C2777780509","wikidata":"https://www.wikidata.org/wiki/Q1377422","display_name":"Profit maximization","level":3,"score":0.48951685428619385},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.4342586398124695},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3702598810195923},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3531990051269531},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.2099873423576355},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1482919156551361},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.13694033026695251},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.08850473165512085},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","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":1,"locations":[{"id":"doi:10.1007/4-431-28915-1_17","doi":"https://doi.org/10.1007/4-431-28915-1_17","is_oa":false,"landing_page_url":"https://doi.org/10.1007/4-431-28915-1_17","pdf_url":null,"source":{"id":"https://openalex.org/S4306463937","display_name":"Springer eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"ebook platform"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Practical Fruits of Econophysics","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":4,"referenced_works":["https://openalex.org/W1500700305","https://openalex.org/W1556645910","https://openalex.org/W2155526589","https://openalex.org/W4297440425"],"related_works":["https://openalex.org/W2020126987","https://openalex.org/W1573557191","https://openalex.org/W2501715121","https://openalex.org/W7100849331","https://openalex.org/W1556645910","https://openalex.org/W2594359410","https://openalex.org/W6982626239","https://openalex.org/W2525588477","https://openalex.org/W1980513749","https://openalex.org/W7098825813"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-10-10T09:11:00.788812","created_date":"2016-06-24T00:00:00"}
