{"id":"https://openalex.org/W68567454","doi":"https://doi.org/10.1007/978-1-4471-0151-2","title":"Neural Networks and the Financial Markets: Predicting, Combining and Portfolio Optimisation","display_name":"Neural Networks and the Financial Markets: Predicting, Combining and Portfolio Optimisation","publication_year":2002,"publication_date":"2002-08-06","ids":{"openalex":"https://openalex.org/W68567454","doi":"https://doi.org/10.1007/978-1-4471-0151-2","mag":"68567454"},"language":"en","primary_location":{"id":"pmh:oai:aleph.bib-bvb.de:BVB01-009928448","is_oa":false,"landing_page_url":"http://bvbr.bib-bvb.de:8991/F?func=service&amp;doc_library=BVB01&amp;local_base=BVB01&amp;doc_number=009928448&amp;sequence=000002&amp;line_number=0001&amp;func_code=DB_RECORDS&amp;service_type=MEDIA","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},"type":"book","indexed_in":[],"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/A5079240268","display_name":"Jimmy Shadbolt","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Jimmy Shadbolt","raw_affiliation_strings":["Econostat New Quant Limited, Berkshire, UK#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Econostat New Quant Limited, Berkshire, UK#TAB#","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5109005021","display_name":"John G. Taylor","orcid":null},"institutions":[{"id":"https://openalex.org/I4210153400","display_name":"King's College Hospital","ror":"https://ror.org/044nptt90","country_code":"GB","type":"healthcare","lineage":["https://openalex.org/I4210111135","https://openalex.org/I4210153400"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"John G. Taylor","raw_affiliation_strings":["Centre for Neutral Networks, Department of Mathematics, King's College, Strand, London WC2R 2LS, UK#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre for Neutral Networks, Department of Mathematics, King's College, Strand, London WC2R 2LS, UK#TAB#","institution_ids":["https://openalex.org/I4210153400"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5079240268"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.4365,"has_fulltext":false,"cited_by_count":27,"citation_normalized_percentile":{"value":0.65714286,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9876000285148621,"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":0.9876000285148621,"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/overfitting","display_name":"Overfitting","score":0.6383523941040039},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.5798839330673218},{"id":"https://openalex.org/keywords/univariate","display_name":"Univariate","score":0.5606456995010376},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5533782243728638},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5242012739181519},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.5008726119995117},{"id":"https://openalex.org/keywords/predictability","display_name":"Predictability","score":0.48076435923576355},{"id":"https://openalex.org/keywords/yield-curve","display_name":"Yield curve","score":0.46700748801231384},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.45815905928611755},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.4469718039035797},{"id":"https://openalex.org/keywords/model-selection","display_name":"Model selection","score":0.44506123661994934},{"id":"https://openalex.org/keywords/statistical-arbitrage","display_name":"Statistical arbitrage","score":0.43053895235061646},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4272671937942505},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.4154008626937866},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.32333463430404663},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.31826889514923096},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.29504263401031494},{"id":"https://openalex.org/keywords/arbitrage-pricing-theory","display_name":"Arbitrage pricing theory","score":0.28487396240234375},{"id":"https://openalex.org/keywords/bond","display_name":"Bond","score":0.2225319743156433},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.19223085045814514},{"id":"https://openalex.org/keywords/capital-asset-pricing-model","display_name":"Capital asset pricing model","score":0.16517937183380127},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.12596696615219116}],"concepts":[{"id":"https://openalex.org/C22019652","wikidata":"https://www.wikidata.org/wiki/Q331309","display_name":"Overfitting","level":3,"score":0.6383523941040039},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.5798839330673218},{"id":"https://openalex.org/C199163554","wikidata":"https://www.wikidata.org/wiki/Q1681619","display_name":"Univariate","level":3,"score":0.5606456995010376},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5533782243728638},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5242012739181519},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5008726119995117},{"id":"https://openalex.org/C197640229","wikidata":"https://www.wikidata.org/wiki/Q2534066","display_name":"Predictability","level":2,"score":0.48076435923576355},{"id":"https://openalex.org/C176230804","wikidata":"https://www.wikidata.org/wiki/Q205257","display_name":"Yield curve","level":3,"score":0.46700748801231384},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.45815905928611755},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.4469718039035797},{"id":"https://openalex.org/C93959086","wikidata":"https://www.wikidata.org/wiki/Q6888345","display_name":"Model selection","level":2,"score":0.44506123661994934},{"id":"https://openalex.org/C167416602","wikidata":"https://www.wikidata.org/wiki/Q2859660","display_name":"Statistical arbitrage","level":5,"score":0.43053895235061646},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4272671937942505},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.4154008626937866},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.32333463430404663},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.31826889514923096},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.29504263401031494},{"id":"https://openalex.org/C142450864","wikidata":"https://www.wikidata.org/wiki/Q629941","display_name":"Arbitrage pricing theory","level":3,"score":0.28487396240234375},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.2225319743156433},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.19223085045814514},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.16517937183380127},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.12596696615219116},{"id":"https://openalex.org/C42854785","wikidata":"https://www.wikidata.org/wiki/Q2154735","display_name":"Risk arbitrage","level":4,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"pmh:oai:aleph.bib-bvb.de:BVB01-009928448","is_oa":false,"landing_page_url":"http://bvbr.bib-bvb.de:8991/F?func=service&amp;doc_library=BVB01&amp;local_base=BVB01&amp;doc_number=009928448&amp;sequence=000002&amp;line_number=0001&amp;func_code=DB_RECORDS&amp;service_type=MEDIA","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},{"id":"pmh:oai:aleph.bib-bvb.de:BVB01-032471194","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-1-4471-0151-2","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"software, multimedia"},{"id":"mag:68567454","is_oa":false,"landing_page_url":"http://ci.nii.ac.jp/ncid/BA59574682","pdf_url":null,"source":{"id":"https://openalex.org/S4210197683","display_name":"Medical Entomology and Zoology","issn_l":"0424-7086","issn":["0424-7086","2185-5609"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319750","host_organization_name":"Japan Society of Medical Entomology and Zoology","host_organization_lineage":["https://openalex.org/P4310319750"],"host_organization_lineage_names":["Japan Society of Medical Entomology and Zoology"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17","score":0.41999998688697815}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W1966106237","https://openalex.org/W1782977420","https://openalex.org/W1515719066","https://openalex.org/W642509312","https://openalex.org/W2491534764","https://openalex.org/W2159219354","https://openalex.org/W2119821739","https://openalex.org/W3151666377","https://openalex.org/W273693436","https://openalex.org/W2109835434","https://openalex.org/W117895913","https://openalex.org/W96466729","https://openalex.org/W579623069","https://openalex.org/W2012079387","https://openalex.org/W1988518729","https://openalex.org/W1831740964","https://openalex.org/W1600704669","https://openalex.org/W1563088657","https://openalex.org/W1554663460","https://openalex.org/W1515727070"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":3}],"updated_date":"2026-04-28T14:05:53.105641","created_date":"2025-10-10T00:00:00"}
