{"id":"https://openalex.org/W2097810942","doi":"https://doi.org/10.1007/11752912_38","title":"Improving Neural Network Based Option Price Forecasting","display_name":"Improving Neural Network Based Option Price Forecasting","publication_year":2006,"publication_date":"2006-01-01","ids":{"openalex":"https://openalex.org/W2097810942","doi":"https://doi.org/10.1007/11752912_38","mag":"2097810942"},"language":"en","primary_location":{"id":"doi:10.1007/11752912_38","is_oa":false,"landing_page_url":"https://doi.org/10.1007/11752912_38","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":"book-chapter","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/A5027103706","display_name":"Vasilios S. Tzastoudis","orcid":null},"institutions":[{"id":"https://openalex.org/I98805295","display_name":"University of the Aegean","ror":"https://ror.org/03zsp3p94","country_code":"GR","type":"education","lineage":["https://openalex.org/I98805295"]}],"countries":["GR"],"is_corresponding":true,"raw_author_name":"Vasilios S. Tzastoudis","raw_affiliation_strings":["Decision and Management Engineering Laboratory, Dept. of Financial Engineering & Management, University of the Aegean, 31 Fostini Str., GR-821 00, Chios, Greece","Decision and Management Engineering Laboratory, Dept. of Financial Engineering & Management, University of the Aegean, Chios, Greece#TAB#"],"affiliations":[{"raw_affiliation_string":"Decision and Management Engineering Laboratory, Dept. of Financial Engineering & Management, University of the Aegean, 31 Fostini Str., GR-821 00, Chios, Greece","institution_ids":["https://openalex.org/I98805295"]},{"raw_affiliation_string":"Decision and Management Engineering Laboratory, Dept. of Financial Engineering & Management, University of the Aegean, Chios, Greece#TAB#","institution_ids":["https://openalex.org/I98805295"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Nikos S. Thomaidis","orcid":null},"institutions":[{"id":"https://openalex.org/I98805295","display_name":"University of the Aegean","ror":"https://ror.org/03zsp3p94","country_code":"GR","type":"education","lineage":["https://openalex.org/I98805295"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Nikos S. Thomaidis","raw_affiliation_strings":["Decision and Management Engineering Laboratory, Dept. of Financial Engineering & Management, University of the Aegean, 31 Fostini Str., GR-821 00, Chios, Greece","Decision and Management Engineering Laboratory, Dept. of Financial Engineering & Management, University of the Aegean, Chios, Greece#TAB#"],"affiliations":[{"raw_affiliation_string":"Decision and Management Engineering Laboratory, Dept. of Financial Engineering & Management, University of the Aegean, 31 Fostini Str., GR-821 00, Chios, Greece","institution_ids":["https://openalex.org/I98805295"]},{"raw_affiliation_string":"Decision and Management Engineering Laboratory, Dept. of Financial Engineering & Management, University of the Aegean, Chios, Greece#TAB#","institution_ids":["https://openalex.org/I98805295"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5112057332","display_name":"George Dounias","orcid":null},"institutions":[{"id":"https://openalex.org/I98805295","display_name":"University of the Aegean","ror":"https://ror.org/03zsp3p94","country_code":"GR","type":"education","lineage":["https://openalex.org/I98805295"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"George D. Dounias","raw_affiliation_strings":["Decision and Management Engineering Laboratory, Dept. of Financial Engineering & Management, University of the Aegean, 31 Fostini Str., GR-821 00, Chios, Greece","Decision and Management Engineering Laboratory, Dept. of Financial Engineering & Management, University of the Aegean, Chios, Greece#TAB#"],"affiliations":[{"raw_affiliation_string":"Decision and Management Engineering Laboratory, Dept. of Financial Engineering & Management, University of the Aegean, 31 Fostini Str., GR-821 00, Chios, Greece","institution_ids":["https://openalex.org/I98805295"]},{"raw_affiliation_string":"Decision and Management Engineering Laboratory, Dept. of Financial Engineering & Management, University of the Aegean, Chios, Greece#TAB#","institution_ids":["https://openalex.org/I98805295"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5027103706"],"corresponding_institution_ids":["https://openalex.org/I98805295"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.876,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.81242627,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"378","last_page":"388"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9961000084877014,"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":0.9961000084877014,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.9749000072479248,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9290000200271606,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7605487108230591},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.7158474922180176},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.647973358631134},{"id":"https://openalex.org/keywords/black\u2013scholes-model","display_name":"Black\u2013Scholes model","score":0.6071560382843018},{"id":"https://openalex.org/keywords/implied-volatility","display_name":"Implied volatility","score":0.595510721206665},{"id":"https://openalex.org/keywords/backpropagation","display_name":"Backpropagation","score":0.5426583290100098},{"id":"https://openalex.org/keywords/call-option","display_name":"Call option","score":0.49706462025642395},{"id":"https://openalex.org/keywords/volatility-smile","display_name":"Volatility smile","score":0.49318522214889526},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.4264592230319977},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3871389925479889},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.2990504503250122},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.14593112468719482}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7605487108230591},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.7158474922180176},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.647973358631134},{"id":"https://openalex.org/C163128081","wikidata":"https://www.wikidata.org/wiki/Q1338307","display_name":"Black\u2013Scholes model","level":3,"score":0.6071560382843018},{"id":"https://openalex.org/C24189920","wikidata":"https://www.wikidata.org/wiki/Q1660345","display_name":"Implied volatility","level":3,"score":0.595510721206665},{"id":"https://openalex.org/C155032097","wikidata":"https://www.wikidata.org/wiki/Q798503","display_name":"Backpropagation","level":3,"score":0.5426583290100098},{"id":"https://openalex.org/C2777600642","wikidata":"https://www.wikidata.org/wiki/Q1508707","display_name":"Call option","level":2,"score":0.49706462025642395},{"id":"https://openalex.org/C13290067","wikidata":"https://www.wikidata.org/wiki/Q915788","display_name":"Volatility smile","level":3,"score":0.49318522214889526},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.4264592230319977},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3871389925479889},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.2990504503250122},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.14593112468719482}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/11752912_38","is_oa":false,"landing_page_url":"https://doi.org/10.1007/11752912_38","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":17,"referenced_works":["https://openalex.org/W1503295912","https://openalex.org/W1571438983","https://openalex.org/W1577789187","https://openalex.org/W1600080087","https://openalex.org/W1816654404","https://openalex.org/W1966119267","https://openalex.org/W1971217947","https://openalex.org/W2016012896","https://openalex.org/W2016879831","https://openalex.org/W2024056468","https://openalex.org/W2077791698","https://openalex.org/W2103975365","https://openalex.org/W2129220488","https://openalex.org/W2148080284","https://openalex.org/W2151065060","https://openalex.org/W3124436545","https://openalex.org/W4231057775"],"related_works":["https://openalex.org/W2066301143","https://openalex.org/W2943124786","https://openalex.org/W2481442800","https://openalex.org/W2217089699","https://openalex.org/W3123396285","https://openalex.org/W2063432900","https://openalex.org/W2668740567","https://openalex.org/W1491092204","https://openalex.org/W2987188948","https://openalex.org/W172845801"],"abstract_inverted_index":null,"counts_by_year":[{"year":2019,"cited_by_count":1},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-04-21T08:09:41.155169","created_date":"2025-10-10T00:00:00"}
