{"id":"https://openalex.org/W1574256374","doi":"https://doi.org/10.1007/11569596_59","title":"Using GARCH-GRNN Model to Forecast Financial Time Series","display_name":"Using GARCH-GRNN Model to Forecast Financial Time Series","publication_year":2005,"publication_date":"2005-01-01","ids":{"openalex":"https://openalex.org/W1574256374","doi":"https://doi.org/10.1007/11569596_59","mag":"1574256374"},"language":"en","primary_location":{"id":"doi:10.1007/11569596_59","is_oa":false,"landing_page_url":"https://doi.org/10.1007/11569596_59","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"conference-paper","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/A5100367596","display_name":"Weimin Li","orcid":"https://orcid.org/0000-0001-6531-173X"},"institutions":[{"id":"https://openalex.org/I181326427","display_name":"Donghua University","ror":"https://ror.org/035psfh38","country_code":"CN","type":"education","lineage":["https://openalex.org/I181326427"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Weimin Li","raw_affiliation_strings":["College of Computer Science and Technology of Donghua University, 1882 West Yan\u2019an Road, Shanghai, 200051, China","College of Computer Science and Technology of Donghua University, 1882 West Yan'an Road, Shanghai, 200051, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Computer Science and Technology of Donghua University, 1882 West Yan\u2019an Road, Shanghai, 200051, China","institution_ids":["https://openalex.org/I181326427"]},{"raw_affiliation_string":"College of Computer Science and Technology of Donghua University, 1882 West Yan'an Road, Shanghai, 200051, China","institution_ids":["https://openalex.org/I181326427"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100425107","display_name":"Jianwei Liu","orcid":"https://orcid.org/0000-0003-2965-3518"},"institutions":[{"id":"https://openalex.org/I181326427","display_name":"Donghua University","ror":"https://ror.org/035psfh38","country_code":"CN","type":"education","lineage":["https://openalex.org/I181326427"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jianwei Liu","raw_affiliation_strings":["College of Computer Science and Technology of Donghua University, 1882 West Yan\u2019an Road, Shanghai, 200051, China","College of Computer Science and Technology of Donghua University, 1882 West Yan'an Road, Shanghai, 200051, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Computer Science and Technology of Donghua University, 1882 West Yan\u2019an Road, Shanghai, 200051, China","institution_ids":["https://openalex.org/I181326427"]},{"raw_affiliation_string":"College of Computer Science and Technology of Donghua University, 1882 West Yan'an Road, Shanghai, 200051, China","institution_ids":["https://openalex.org/I181326427"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5103896418","display_name":"Jiajin Le","orcid":null},"institutions":[{"id":"https://openalex.org/I181326427","display_name":"Donghua University","ror":"https://ror.org/035psfh38","country_code":"CN","type":"education","lineage":["https://openalex.org/I181326427"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jiajin Le","raw_affiliation_strings":["College of Computer Science and Technology of Donghua University, 1882 West Yan\u2019an Road, Shanghai, 200051, China","College of Computer Science and Technology of Donghua University, 1882 West Yan'an Road, Shanghai, 200051, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Computer Science and Technology of Donghua University, 1882 West Yan\u2019an Road, Shanghai, 200051, China","institution_ids":["https://openalex.org/I181326427"]},{"raw_affiliation_string":"College of Computer Science and Technology of Donghua University, 1882 West Yan'an Road, Shanghai, 200051, China","institution_ids":["https://openalex.org/I181326427"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I181326427"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"565","last_page":"574"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9968000054359436,"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":0.9968000054359436,"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":0.9886999726295471,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.9884999990463257,"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/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.9020728468894958},{"id":"https://openalex.org/keywords/heteroscedasticity","display_name":"Heteroscedasticity","score":0.7461496591567993},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.7124351859092712},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6639766693115234},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.6032575368881226},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5850953459739685},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.5705070495605469},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.5627819895744324},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.5338716506958008},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.5110732316970825},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3710387051105499},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3685765862464905},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2015289068222046}],"concepts":[{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.9020728468894958},{"id":"https://openalex.org/C101104100","wikidata":"https://www.wikidata.org/wiki/Q1063540","display_name":"Heteroscedasticity","level":2,"score":0.7461496591567993},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.7124351859092712},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6639766693115234},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6032575368881226},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5850953459739685},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5705070495605469},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5627819895744324},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5338716506958008},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.5110732316970825},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3710387051105499},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3685765862464905},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2015289068222046},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"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/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/11569596_59","is_oa":false,"landing_page_url":"https://doi.org/10.1007/11569596_59","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":19,"referenced_works":["https://openalex.org/W1576326745","https://openalex.org/W1595740553","https://openalex.org/W1979575715","https://openalex.org/W1994177366","https://openalex.org/W1999814123","https://openalex.org/W1999996900","https://openalex.org/W2003457432","https://openalex.org/W2012436339","https://openalex.org/W2032852212","https://openalex.org/W2053865013","https://openalex.org/W2068138154","https://openalex.org/W2117014758","https://openalex.org/W2123696440","https://openalex.org/W2145344497","https://openalex.org/W2149723649","https://openalex.org/W2170614369","https://openalex.org/W3124166995","https://openalex.org/W4229692665","https://openalex.org/W4248841288"],"related_works":["https://openalex.org/W1676609285","https://openalex.org/W1608601224","https://openalex.org/W2017138702","https://openalex.org/W1978494725","https://openalex.org/W2776656900","https://openalex.org/W2945893251","https://openalex.org/W2031589205","https://openalex.org/W4386802740","https://openalex.org/W1986811129","https://openalex.org/W2349019353"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}