{"id":"https://openalex.org/W1758889764","doi":"https://doi.org/10.1007/3-540-44989-2_73","title":"Option Pricing with the Product Constrained Hybrid Neural Network","display_name":"Option Pricing with the Product Constrained Hybrid Neural Network","publication_year":2003,"publication_date":"2003-01-01","ids":{"openalex":"https://openalex.org/W1758889764","doi":"https://doi.org/10.1007/3-540-44989-2_73","mag":"1758889764"},"language":"en","primary_location":{"id":"doi:10.1007/3-540-44989-2_73","is_oa":false,"landing_page_url":"https://doi.org/10.1007/3-540-44989-2_73","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/A5040398856","display_name":"Paul Lajbcygier","orcid":"https://orcid.org/0000-0003-2064-9774"},"institutions":[{"id":"https://openalex.org/I56590836","display_name":"Monash University","ror":"https://ror.org/02bfwt286","country_code":"AU","type":"education","lineage":["https://openalex.org/I56590836"]}],"countries":["AU"],"is_corresponding":true,"raw_author_name":"Paul Lajbcygier","raw_affiliation_strings":["School of Business Systems, Monash University, Clayton, Australia"],"affiliations":[{"raw_affiliation_string":"School of Business Systems, Monash University, Clayton, Australia","institution_ids":["https://openalex.org/I56590836"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5040398856"],"corresponding_institution_ids":["https://openalex.org/I56590836"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.12187115,"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":"615","last_page":"621"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.991599977016449,"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":0.991599977016449,"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":0.9484999775886536,"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":0.9381999969482422,"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/valuation-of-options","display_name":"Valuation of options","score":0.7451440095901489},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7365649342536926},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.6219979524612427},{"id":"https://openalex.org/keywords/rational-pricing","display_name":"Rational pricing","score":0.4782213866710663},{"id":"https://openalex.org/keywords/finite-difference-methods-for-option-pricing","display_name":"Finite difference methods for option pricing","score":0.4719366729259491},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.469107449054718},{"id":"https://openalex.org/keywords/product","display_name":"Product (mathematics)","score":0.4667890965938568},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.34583890438079834},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.18942177295684814},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.16001012921333313},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.11481177806854248},{"id":"https://openalex.org/keywords/capital-asset-pricing-model","display_name":"Capital asset pricing model","score":0.10626974701881409}],"concepts":[{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.7451440095901489},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7365649342536926},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6219979524612427},{"id":"https://openalex.org/C159998540","wikidata":"https://www.wikidata.org/wiki/Q7295776","display_name":"Rational pricing","level":3,"score":0.4782213866710663},{"id":"https://openalex.org/C104859751","wikidata":"https://www.wikidata.org/wiki/Q5450390","display_name":"Finite difference methods for option pricing","level":4,"score":0.4719366729259491},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.469107449054718},{"id":"https://openalex.org/C90673727","wikidata":"https://www.wikidata.org/wiki/Q901718","display_name":"Product (mathematics)","level":2,"score":0.4667890965938568},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.34583890438079834},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.18942177295684814},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.16001012921333313},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.11481177806854248},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.10626974701881409},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/3-540-44989-2_73","is_oa":false,"landing_page_url":"https://doi.org/10.1007/3-540-44989-2_73","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":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":11,"referenced_works":["https://openalex.org/W2009128256","https://openalex.org/W2031236796","https://openalex.org/W2077791698","https://openalex.org/W2080509163","https://openalex.org/W2106154424","https://openalex.org/W2108640061","https://openalex.org/W2112884743","https://openalex.org/W2129220488","https://openalex.org/W3121174621","https://openalex.org/W3122048528","https://openalex.org/W3124181023"],"related_works":["https://openalex.org/W2360464933","https://openalex.org/W2182959163","https://openalex.org/W2257922412","https://openalex.org/W249141855","https://openalex.org/W4387382185","https://openalex.org/W3161677547","https://openalex.org/W2360972377","https://openalex.org/W162462663","https://openalex.org/W2531585431","https://openalex.org/W2241632724"],"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":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
