{"id":"https://openalex.org/W4411384697","doi":"https://doi.org/10.1142/s2424786325500148","title":"Predictable forward utility processes under ambiguity","display_name":"Predictable forward utility processes under ambiguity","publication_year":2025,"publication_date":"2025-06-01","ids":{"openalex":"https://openalex.org/W4411384697","doi":"https://doi.org/10.1142/s2424786325500148"},"language":"en","primary_location":{"id":"doi:10.1142/s2424786325500148","doi":"https://doi.org/10.1142/s2424786325500148","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s2424786325500148","pdf_url":null,"source":{"id":"https://openalex.org/S4210202595","display_name":"International Journal of Financial Engineering","issn_l":"2424-7863","issn":["2424-7863","2424-7944"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-c","anvur-scientific","cwts-core","norway-1","poland-20","russia-white-list-3","vabb-shw"],"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Financial Engineering","raw_type":"journal-article"},"volume":null,"type":"article","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/A5118275688","display_name":"Jiale Du","orcid":"https://orcid.org/0009-0006-1890-0025","observed_orcids":["https://orcid.org/0009-0006-1890-0025"]},"institutions":[{"id":"https://openalex.org/I154099455","display_name":"Shandong University","ror":"https://ror.org/0207yh398","country_code":"CN","type":"education","lineage":["https://openalex.org/I154099455"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jiale Du","raw_affiliation_strings":["Institute for Financial Studies and School of Mathematics, Shandong University, Jinan 250100, Shandong, China"],"raw_orcid":"https://orcid.org/0009-0006-1890-0025","affiliations":[{"raw_affiliation_string":"Institute for Financial Studies and School of Mathematics, Shandong University, Jinan 250100, Shandong, China","institution_ids":["https://openalex.org/I154099455"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5087439788","display_name":"Shuo Li","orcid":"https://orcid.org/0000-0003-4986-6852","observed_orcids":["https://orcid.org/0000-0003-4986-6852"]},"institutions":[{"id":"https://openalex.org/I4210103745","display_name":"Changji University","ror":"https://ror.org/016j41127","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210103745"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shuo Li","raw_affiliation_strings":["School of Mathematics and Data Sciences, Changji University, Changji 831100, Xinjiang, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Data Sciences, Changji University, Changji 831100, Xinjiang, China","institution_ids":["https://openalex.org/I4210103745"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5066445133","display_name":"Fuguo Liu","orcid":"https://orcid.org/0009-0002-3626-0106","observed_orcids":["https://orcid.org/0009-0002-3626-0106"]},"institutions":[{"id":"https://openalex.org/I4210103745","display_name":"Changji University","ror":"https://ror.org/016j41127","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210103745"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Fuguo Liu","raw_affiliation_strings":["School of Mathematics and Data Sciences, Changji University, Changji 831100, Xinjiang, China"],"raw_orcid":"https://orcid.org/0009-0002-3626-0106","affiliations":[{"raw_affiliation_string":"School of Mathematics and Data Sciences, Changji University, Changji 831100, Xinjiang, China","institution_ids":["https://openalex.org/I4210103745"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5023565250","display_name":"Yufeng Shi","orcid":"https://orcid.org/0000-0001-8784-8239","observed_orcids":["https://orcid.org/0000-0001-8784-8239"]},"institutions":[{"id":"https://openalex.org/I154099455","display_name":"Shandong University","ror":"https://ror.org/0207yh398","country_code":"CN","type":"education","lineage":["https://openalex.org/I154099455"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yufeng Shi","raw_affiliation_strings":["Institute for Financial Studies and School of Mathematics, Shandong University, Jinan 250100, Shandong, China","National Center for Applied Mathematics of Shandong, Shandong University, Jinan 250100, Shandong, China"],"raw_orcid":"https://orcid.org/0000-0001-8784-8239","affiliations":[{"raw_affiliation_string":"Institute for Financial Studies and School of Mathematics, Shandong University, Jinan 250100, Shandong, China","institution_ids":["https://openalex.org/I154099455"]},{"raw_affiliation_string":"National Center for Applied Mathematics of Shandong, Shandong University, Jinan 250100, Shandong, China","institution_ids":["https://openalex.org/I154099455"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"12","issue":"02","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.3319999873638153,"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"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.3319999873638153,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.28130000829696655,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.21459999680519104,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/ambiguity","display_name":"ambiguity","score":0.8790000081062317},{"id":"https://openalex.org/keywords/market-uncertainty","display_name":"market uncertainty","score":0.6549999713897705},{"id":"https://openalex.org/keywords/bayesian-estimation","display_name":"Bayesian estimation","score":0.7350000143051147},{"id":"https://openalex.org/keywords/parameter-estimation","display_name":"parameter estimation","score":0.6299999952316284},{"id":"https://openalex.org/keywords/investment-decisions","display_name":"investment decision-making","score":0.7329999804496765},{"id":"https://openalex.org/keywords/market-forecast","display_name":"market forecast","score":0.7129999995231628},{"id":"https://openalex.org/keywords/risk","display_name":"risk","score":0.5540000200271606}],"concepts":[{"id":"https://openalex.org/C2780522230","wikidata":"https://www.wikidata.org/wiki/Q1140419","display_name":"Ambiguity","level":2,"score":0.7106571197509766},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.38993850350379944},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0487978458404541}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1142/s2424786325500148","doi":"https://doi.org/10.1142/s2424786325500148","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s2424786325500148","pdf_url":null,"source":{"id":"https://openalex.org/S4210202595","display_name":"International Journal of Financial Engineering","issn_l":"2424-7863","issn":["2424-7863","2424-7944"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-c","anvur-scientific","cwts-core","norway-1","poland-20","russia-white-list-3","vabb-shw"],"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Financial Engineering","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G1711763591","display_name":null,"funder_award_id":"2023YFA1008903","funder_id":"https://openalex.org/F4320335777","funder_display_name":"National Key Research and Development Program of China"}],"funders":[{"id":"https://openalex.org/F4320335777","display_name":"National Key Research and Development Program of China","ror":null}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W1984180305","https://openalex.org/W2032883546","https://openalex.org/W2037511166","https://openalex.org/W2121501862","https://openalex.org/W2134436675","https://openalex.org/W2549689101","https://openalex.org/W2933901679","https://openalex.org/W3022718368","https://openalex.org/W3085911866","https://openalex.org/W3123275150","https://openalex.org/W4382981871","https://openalex.org/W4393120956"],"related_works":["https://openalex.org/W7124754830","https://openalex.org/W4409884599","https://openalex.org/W2995559051","https://openalex.org/W2006930197","https://openalex.org/W2804757765","https://openalex.org/W1985182544","https://openalex.org/W4404239921","https://openalex.org/W7202397254","https://openalex.org/W4384700499","https://openalex.org/W1570009503"],"abstract_inverted_index":{"Driven":[0],"by":[1,69],"the":[2,14,27,67],"need":[3],"for":[4,39,75,85,117],"more":[5,72,114],"effective":[6],"decision-making":[7],"tools":[8],"amid":[9],"market":[10,30,57,90,107],"volatility":[11],"and":[12,21,32,109],"ambiguity,":[13],"authors":[15],"aim":[16],"to":[17,50,66],"develop":[18],"a":[19,71,93,113],"robust":[20],"detailed":[22,73],"forecasting":[23,58],"model":[24,77,83],"that":[25],"enhances":[26],"understanding":[28,105],"of":[29,81,106],"uncertainty":[31],"risk,":[33],"providing":[34],"investors":[35,111],"with":[36,112],"precise":[37],"guidance":[38],"their":[40],"decisions.":[41],"To":[42],"achieve":[43],"this":[44,82,101],"goal,":[45],"we":[46],"employ":[47],"Bayesian":[48],"functions":[49],"refine":[51],"forward":[52],"utility":[53],"models,":[54],"thereby":[55],"improving":[56],"accuracy":[59],"under":[60],"uncertain":[61,119],"conditions.":[62],"This":[63],"work":[64],"contributes":[65],"literature":[68],"introducing":[70],"method":[74],"estimating":[76],"parameters.":[78],"The":[79],"adaptability":[80],"allows":[84],"its":[86],"application":[87],"across":[88],"various":[89],"scenarios,":[91],"representing":[92],"significant":[94],"advancement":[95],"over":[96],"traditional":[97],"methods.":[98],"In":[99],"summary,":[100],"research":[102],"deepens":[103],"our":[104],"dynamics":[108],"equips":[110],"reliable":[115],"tool":[116],"navigating":[118],"financial":[120],"landscapes.":[121]},"counts_by_year":[],"updated_date":"2026-10-30T12:39:25.321706","created_date":"2025-10-10T00:00:00"}
