{"id":"https://openalex.org/W2939448124","doi":"https://doi.org/10.1007/978-3-030-29513-4_87","title":"Applications of Gaussian Process Latent Variable Models in Finance","display_name":"Applications of Gaussian Process Latent Variable Models in Finance","publication_year":2019,"publication_date":"2019-08-23","ids":{"openalex":"https://openalex.org/W2939448124","doi":"https://doi.org/10.1007/978-3-030-29513-4_87","mag":"2939448124"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-030-29513-4_87","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-29513-4_87","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5357","issn":["2194-5357","2194-5365"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Intelligent Systems and Computing","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/A5033680960","display_name":"Rajbir S. Nirwan","orcid":null},"institutions":[{"id":"https://openalex.org/I2801628138","display_name":"Frankfurt Institute for Advanced Studies","ror":"https://ror.org/05vmv8m79","country_code":"DE","type":"facility","lineage":["https://openalex.org/I2801628138"]},{"id":"https://openalex.org/I114090438","display_name":"Goethe University Frankfurt","ror":"https://ror.org/04cvxnb49","country_code":"DE","type":"education","lineage":["https://openalex.org/I114090438"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Rajbir S. Nirwan","raw_affiliation_strings":["Frankfurt Institute for Advanced Studies, Frankfurt am Main, Germany","Goethe University, Frankfurt am Main, Germany"],"affiliations":[{"raw_affiliation_string":"Frankfurt Institute for Advanced Studies, Frankfurt am Main, Germany","institution_ids":["https://openalex.org/I2801628138"]},{"raw_affiliation_string":"Goethe University, Frankfurt am Main, Germany","institution_ids":["https://openalex.org/I114090438"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5017316523","display_name":"Nils Bertschinger","orcid":"https://orcid.org/0000-0002-6699-9596"},"institutions":[{"id":"https://openalex.org/I114090438","display_name":"Goethe University Frankfurt","ror":"https://ror.org/04cvxnb49","country_code":"DE","type":"education","lineage":["https://openalex.org/I114090438"]},{"id":"https://openalex.org/I2801628138","display_name":"Frankfurt Institute for Advanced Studies","ror":"https://ror.org/05vmv8m79","country_code":"DE","type":"facility","lineage":["https://openalex.org/I2801628138"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Nils Bertschinger","raw_affiliation_strings":["Frankfurt Institute for Advanced Studies, Frankfurt am Main, Germany","Goethe University, Frankfurt am Main, Germany"],"affiliations":[{"raw_affiliation_string":"Frankfurt Institute for Advanced Studies, Frankfurt am Main, Germany","institution_ids":["https://openalex.org/I2801628138"]},{"raw_affiliation_string":"Goethe University, Frankfurt am Main, Germany","institution_ids":["https://openalex.org/I114090438"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5033680960"],"corresponding_institution_ids":["https://openalex.org/I114090438","https://openalex.org/I2801628138"],"apc_list":null,"apc_paid":null,"fwci":2.7591,"has_fulltext":false,"cited_by_count":11,"citation_normalized_percentile":{"value":0.92206284,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"1209","last_page":"1221"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12814","display_name":"Gaussian Processes and Bayesian Inference","score":0.9962000250816345,"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"}},"topics":[{"id":"https://openalex.org/T12814","display_name":"Gaussian Processes and Bayesian Inference","score":0.9962000250816345,"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.9951000213623047,"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/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9908000230789185,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/latent-variable","display_name":"Latent variable","score":0.7713847160339355},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.7036489248275757},{"id":"https://openalex.org/keywords/covariance","display_name":"Covariance","score":0.6126702427864075},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5812891721725464},{"id":"https://openalex.org/keywords/gaussian-process","display_name":"Gaussian process","score":0.49826645851135254},{"id":"https://openalex.org/keywords/covariance-matrix","display_name":"Covariance matrix","score":0.4936605393886566},{"id":"https://openalex.org/keywords/variable","display_name":"Variable (mathematics)","score":0.4842486083507538},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.4826522469520569},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.48157501220703125},{"id":"https://openalex.org/keywords/latent-variable-model","display_name":"Latent variable model","score":0.45373669266700745},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.447110652923584},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.42651987075805664},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.34599706530570984},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3139248490333557}],"concepts":[{"id":"https://openalex.org/C51167844","wikidata":"https://www.wikidata.org/wiki/Q4422623","display_name":"Latent variable","level":2,"score":0.7713847160339355},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7036489248275757},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.6126702427864075},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5812891721725464},{"id":"https://openalex.org/C61326573","wikidata":"https://www.wikidata.org/wiki/Q1496376","display_name":"Gaussian process","level":3,"score":0.49826645851135254},{"id":"https://openalex.org/C185142706","wikidata":"https://www.wikidata.org/wiki/Q1134404","display_name":"Covariance matrix","level":2,"score":0.4936605393886566},{"id":"https://openalex.org/C182365436","wikidata":"https://www.wikidata.org/wiki/Q50701","display_name":"Variable (mathematics)","level":2,"score":0.4842486083507538},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.4826522469520569},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.48157501220703125},{"id":"https://openalex.org/C65965080","wikidata":"https://www.wikidata.org/wiki/Q1806885","display_name":"Latent variable model","level":3,"score":0.45373669266700745},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.447110652923584},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.42651987075805664},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.34599706530570984},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3139248490333557},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-030-29513-4_87","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-29513-4_87","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5357","issn":["2194-5357","2194-5365"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Intelligent Systems and Computing","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":22,"referenced_works":["https://openalex.org/W1506806321","https://openalex.org/W1587239851","https://openalex.org/W1746819321","https://openalex.org/W2010681793","https://openalex.org/W2094038915","https://openalex.org/W2099111195","https://openalex.org/W2101234009","https://openalex.org/W2125027820","https://openalex.org/W2136111243","https://openalex.org/W2140612847","https://openalex.org/W2152205111","https://openalex.org/W2159893784","https://openalex.org/W2160519132","https://openalex.org/W2398961520","https://openalex.org/W2577537660","https://openalex.org/W2952069420","https://openalex.org/W2962817665","https://openalex.org/W3121792421","https://openalex.org/W3124158341","https://openalex.org/W4211049957","https://openalex.org/W4230202741","https://openalex.org/W4241584625"],"related_works":["https://openalex.org/W2461917396","https://openalex.org/W1966667550","https://openalex.org/W2037497866","https://openalex.org/W4243467573","https://openalex.org/W152602132","https://openalex.org/W1502435251","https://openalex.org/W62001224","https://openalex.org/W3032390039","https://openalex.org/W1584341211","https://openalex.org/W3122667150"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":1}],"updated_date":"2026-03-21T08:13:44.787528","created_date":"2025-10-10T00:00:00"}