{"id":"https://openalex.org/W2788650631","doi":"https://doi.org/10.1007/978-3-030-10997-4_8","title":"Discovering Bayesian Market Views for Intelligent Asset Allocation","display_name":"Discovering Bayesian Market Views for Intelligent Asset Allocation","publication_year":2019,"publication_date":"2019-01-01","ids":{"openalex":"https://openalex.org/W2788650631","doi":"https://doi.org/10.1007/978-3-030-10997-4_8","mag":"2788650631"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-030-10997-4_8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-10997-4_8","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":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1802.09911","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Frank Z. Xing","orcid":null},"institutions":[{"id":"https://openalex.org/I172675005","display_name":"Nanyang Technological University","ror":"https://ror.org/02e7b5302","country_code":"SG","type":"education","lineage":["https://openalex.org/I172675005"]}],"countries":["SG"],"is_corresponding":true,"raw_author_name":"Frank Z. Xing","raw_affiliation_strings":["School of Computer Science and Engineering, Nanyang Technological University, Singapore, Singapore"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Engineering, Nanyang Technological University, Singapore, Singapore","institution_ids":["https://openalex.org/I172675005"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Erik Cambria","orcid":null},"institutions":[{"id":"https://openalex.org/I172675005","display_name":"Nanyang Technological University","ror":"https://ror.org/02e7b5302","country_code":"SG","type":"education","lineage":["https://openalex.org/I172675005"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Erik Cambria","raw_affiliation_strings":["School of Computer Science and Engineering, Nanyang Technological University, Singapore, Singapore"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Engineering, Nanyang Technological University, Singapore, Singapore","institution_ids":["https://openalex.org/I172675005"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Lorenzo Malandri","orcid":null},"institutions":[{"id":"https://openalex.org/I93860229","display_name":"Politecnico di Milano","ror":"https://ror.org/01nffqt88","country_code":"IT","type":"education","lineage":["https://openalex.org/I93860229"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Lorenzo Malandri","raw_affiliation_strings":["Data Mining and Optimization Research Group, Politecnico di Milano, Milan, Italy"],"affiliations":[{"raw_affiliation_string":"Data Mining and Optimization Research Group, Politecnico di Milano, Milan, Italy","institution_ids":["https://openalex.org/I93860229"]}]},{"author_position":"last","author":{"id":null,"display_name":"Carlo Vercellis","orcid":null},"institutions":[{"id":"https://openalex.org/I93860229","display_name":"Politecnico di Milano","ror":"https://ror.org/01nffqt88","country_code":"IT","type":"education","lineage":["https://openalex.org/I93860229"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Carlo Vercellis","raw_affiliation_strings":["Data Mining and Optimization Research Group, Politecnico di Milano, Milan, Italy"],"affiliations":[{"raw_affiliation_string":"Data Mining and Optimization Research Group, Politecnico di Milano, Milan, Italy","institution_ids":["https://openalex.org/I93860229"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I172675005"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":3.5872,"has_fulltext":false,"cited_by_count":16,"citation_normalized_percentile":{"value":0.9478904,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"120","last_page":"135"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.770799994468689,"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":0.770799994468689,"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/T10664","display_name":"Sentiment Analysis and Opinion Mining","score":0.042899999767541885,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.027799999341368675,"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/asset-allocation","display_name":"Asset allocation","score":0.6240000128746033},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6018999814987183},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5300999879837036},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.49619999527931213},{"id":"https://openalex.org/keywords/profitability-index","display_name":"Profitability index","score":0.49300000071525574},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.46869999170303345},{"id":"https://openalex.org/keywords/key","display_name":"Key (lock)","score":0.44350001215934753},{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.4334999918937683},{"id":"https://openalex.org/keywords/security-market-line","display_name":"Security market line","score":0.4311000108718872}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7128999829292297},{"id":"https://openalex.org/C139819358","wikidata":"https://www.wikidata.org/wiki/Q462748","display_name":"Asset allocation","level":3,"score":0.6240000128746033},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6018999814987183},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5300999879837036},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.49619999527931213},{"id":"https://openalex.org/C129361004","wikidata":"https://www.wikidata.org/wiki/Q2470236","display_name":"Profitability index","level":2,"score":0.49300000071525574},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.46869999170303345},{"id":"https://openalex.org/C26517878","wikidata":"https://www.wikidata.org/wiki/Q228039","display_name":"Key (lock)","level":2,"score":0.44350001215934753},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.4334999918937683},{"id":"https://openalex.org/C140577478","wikidata":"https://www.wikidata.org/wiki/Q848344","display_name":"Security market line","level":4,"score":0.4311000108718872},{"id":"https://openalex.org/C33724603","wikidata":"https://www.wikidata.org/wiki/Q812540","display_name":"Bayesian network","level":2,"score":0.42489999532699585},{"id":"https://openalex.org/C2780733359","wikidata":"https://www.wikidata.org/wiki/Q331769","display_name":"Mood","level":2,"score":0.41839998960494995},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.40779998898506165},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.39070001244544983},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.38659998774528503},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.33809998631477356},{"id":"https://openalex.org/C27564746","wikidata":"https://www.wikidata.org/wiki/Q913709","display_name":"Market research","level":2,"score":0.323199987411499},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.31360000371932983},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3018999993801117},{"id":"https://openalex.org/C160234255","wikidata":"https://www.wikidata.org/wiki/Q812535","display_name":"Bayesian inference","level":3,"score":0.2980000078678131},{"id":"https://openalex.org/C73938075","wikidata":"https://www.wikidata.org/wiki/Q2858767","display_name":"Application portfolio management","level":4,"score":0.2924000024795532},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2906000018119812},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.28940001130104065},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.28870001435279846},{"id":"https://openalex.org/C179036041","wikidata":"https://www.wikidata.org/wiki/Q1901028","display_name":"Market analysis","level":2,"score":0.2872999906539917},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.28459998965263367},{"id":"https://openalex.org/C205706631","wikidata":"https://www.wikidata.org/wiki/Q2319304","display_name":"Expected utility hypothesis","level":2,"score":0.26759999990463257},{"id":"https://openalex.org/C2993800227","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio allocation","level":3,"score":0.26249998807907104},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.2549000084400177}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/978-3-030-10997-4_8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-10997-4_8","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"},{"id":"pmh:oai:arXiv.org:1802.09911","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1802.09911","pdf_url":"https://arxiv.org/pdf/1802.09911","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:boa.unimib.it:10281/293726","is_oa":false,"landing_page_url":"http://hdl.handle.net/10281/293726","pdf_url":null,"source":{"id":"https://openalex.org/S4306401259","display_name":"BOA (University of Milano-Bicocca)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I66752286","host_organization_name":"University of Milano-Bicocca","host_organization_lineage":["https://openalex.org/I66752286"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/conferenceObject"},{"id":"pmh:oai:re.public.polimi.it:11311/1165051","is_oa":false,"landing_page_url":"http://hdl.handle.net/11311/1165051","pdf_url":null,"source":{"id":"https://openalex.org/S4306400312","display_name":"Virtual Community of Pathological Anatomy (University of Castilla La Mancha)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I79189158","host_organization_name":"University of Castilla-La Mancha","host_organization_lineage":["https://openalex.org/I79189158"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/conferenceObject"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1802.09911","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1802.09911","pdf_url":"https://arxiv.org/pdf/1802.09911","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W876282063","https://openalex.org/W1549869922","https://openalex.org/W1560739766","https://openalex.org/W1594341789","https://openalex.org/W1689711448","https://openalex.org/W1809255060","https://openalex.org/W1947985544","https://openalex.org/W2016210396","https://openalex.org/W2016980223","https://openalex.org/W2025196336","https://openalex.org/W2122369144","https://openalex.org/W2148654185","https://openalex.org/W2151353604","https://openalex.org/W2162635690","https://openalex.org/W2166134957","https://openalex.org/W2171468534","https://openalex.org/W2237177627","https://openalex.org/W2243366343","https://openalex.org/W2250886571","https://openalex.org/W2306941105","https://openalex.org/W2547440287","https://openalex.org/W2604166502","https://openalex.org/W2606776062","https://openalex.org/W2734205292","https://openalex.org/W2736132223","https://openalex.org/W2766718178","https://openalex.org/W3126053622","https://openalex.org/W4240123593"],"related_works":[],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":2}],"updated_date":"2026-04-15T08:11:43.952461","created_date":"2018-03-06T00:00:00"}