{"id":"https://openalex.org/W3194347358","doi":"https://doi.org/10.1007/978-3-030-82014-5_1","title":"Financial Risk Estimation in Conditions of Stochastic Uncertainties","display_name":"Financial Risk Estimation in Conditions of Stochastic Uncertainties","publication_year":2021,"publication_date":"2021-07-22","ids":{"openalex":"https://openalex.org/W3194347358","doi":"https://doi.org/10.1007/978-3-030-82014-5_1","mag":"3194347358"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-030-82014-5_1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-82014-5_1","pdf_url":null,"source":{"id":"https://openalex.org/S4210216571","display_name":"Lecture notes on data engineering and communications technologies","issn_l":"2367-4512","issn":["2367-4512","2367-4520"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes on Data Engineering and Communications Technologies","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":null,"display_name":"Oleksandr Trofymchuk","orcid":"https://orcid.org/0000-0003-3782-4209"},"institutions":[{"id":"https://openalex.org/I4210092636","display_name":"State University of Information and Communication Technologies","ror":"https://ror.org/00fsgfk96","country_code":"UA","type":"education","lineage":["https://openalex.org/I4210092636"]}],"countries":["UA"],"is_corresponding":true,"raw_author_name":"Oleksandr Trofymchuk","raw_affiliation_strings":["Institute of Telecommunications and Global Information Sphere at NAS of Ukraine, Kyiv, Ukraine"],"raw_orcid":"https://orcid.org/0000-0003-3782-4209","affiliations":[{"raw_affiliation_string":"Institute of Telecommunications and Global Information Sphere at NAS of Ukraine, Kyiv, Ukraine","institution_ids":["https://openalex.org/I4210092636"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5109585796","display_name":"Peter Bidyuk","orcid":null},"institutions":[{"id":"https://openalex.org/I202483615","display_name":"National Technical University of Ukraine \u201cIgor Sikorsky Kyiv Polytechnic Institute\u201d","ror":"https://ror.org/00syn5v21","country_code":"UA","type":"education","lineage":["https://openalex.org/I202483615"]}],"countries":["UA"],"is_corresponding":false,"raw_author_name":"Peter Bidyuk","raw_affiliation_strings":["National Technical University of Ukraine \u201cIgor Sikorsky Kyiv Polytechnic Institute\u201d, Kyiv, Ukraine","National Technical University of Ukraine \"Igor Sikorsky Kyiv Polytechnic Institute\", Kyiv, Ukraine"],"raw_orcid":"https://orcid.org/0000-0002-7421-3565","affiliations":[{"raw_affiliation_string":"National Technical University of Ukraine \u201cIgor Sikorsky Kyiv Polytechnic Institute\u201d, Kyiv, Ukraine","institution_ids":["https://openalex.org/I202483615"]},{"raw_affiliation_string":"National Technical University of Ukraine \"Igor Sikorsky Kyiv Polytechnic Institute\", Kyiv, Ukraine","institution_ids":["https://openalex.org/I202483615"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5060616474","display_name":"Irina Kalinina","orcid":"https://orcid.org/0000-0001-8359-2045"},"institutions":[{"id":"https://openalex.org/I103402955","display_name":"Petro Mohyla Black Sea National University","ror":"https://ror.org/00vk44673","country_code":"UA","type":"education","lineage":["https://openalex.org/I103402955"]}],"countries":["UA"],"is_corresponding":false,"raw_author_name":"Irina Kalinina","raw_affiliation_strings":["Petro Mohyla Black Sea National University, Nikolaev, Ukraine"],"raw_orcid":"https://orcid.org/0000-0001-8359-2045","affiliations":[{"raw_affiliation_string":"Petro Mohyla Black Sea National University, Nikolaev, Ukraine","institution_ids":["https://openalex.org/I103402955"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5109415833","display_name":"Aleksandr Gozhyj","orcid":"https://orcid.org/0000-0002-3517-580X"},"institutions":[{"id":"https://openalex.org/I103402955","display_name":"Petro Mohyla Black Sea National University","ror":"https://ror.org/00vk44673","country_code":"UA","type":"education","lineage":["https://openalex.org/I103402955"]}],"countries":["UA"],"is_corresponding":false,"raw_author_name":"Aleksandr Gozhyj","raw_affiliation_strings":["Petro Mohyla Black Sea National University, Nikolaev, Ukraine"],"raw_orcid":"https://orcid.org/0000-0002-3517-580X","affiliations":[{"raw_affiliation_string":"Petro Mohyla Black Sea National University, Nikolaev, Ukraine","institution_ids":["https://openalex.org/I103402955"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I4210092636"],"apc_list":null,"apc_paid":null,"fwci":0.359,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.57850985,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"3","last_page":"24"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9634000062942505,"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/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9634000062942505,"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/T10876","display_name":"Fault Detection and Control Systems","score":0.9581999778747559,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9476000070571899,"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/kalman-filter","display_name":"Kalman filter","score":0.5931315422058105},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5827391743659973},{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.5470035672187805},{"id":"https://openalex.org/keywords/conditional-variance","display_name":"Conditional variance","score":0.4971494972705841},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.49124449491500854},{"id":"https://openalex.org/keywords/smoothing","display_name":"Smoothing","score":0.4742238521575928},{"id":"https://openalex.org/keywords/financial-risk","display_name":"Financial risk","score":0.4413670599460602},{"id":"https://openalex.org/keywords/exponential-smoothing","display_name":"Exponential smoothing","score":0.419047474861145},{"id":"https://openalex.org/keywords/conditional-expectation","display_name":"Conditional expectation","score":0.4159959554672241},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.3740292191505432},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.29569029808044434},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.252626895904541},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.22893333435058594},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.1813107430934906},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.14655554294586182}],"concepts":[{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.5931315422058105},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5827391743659973},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.5470035672187805},{"id":"https://openalex.org/C21430997","wikidata":"https://www.wikidata.org/wiki/Q5159279","display_name":"Conditional variance","level":4,"score":0.4971494972705841},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.49124449491500854},{"id":"https://openalex.org/C3770464","wikidata":"https://www.wikidata.org/wiki/Q775963","display_name":"Smoothing","level":2,"score":0.4742238521575928},{"id":"https://openalex.org/C76073288","wikidata":"https://www.wikidata.org/wiki/Q1337875","display_name":"Financial risk","level":2,"score":0.4413670599460602},{"id":"https://openalex.org/C133710760","wikidata":"https://www.wikidata.org/wiki/Q775837","display_name":"Exponential smoothing","level":2,"score":0.419047474861145},{"id":"https://openalex.org/C186215838","wikidata":"https://www.wikidata.org/wiki/Q772232","display_name":"Conditional expectation","level":2,"score":0.4159959554672241},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3740292191505432},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.29569029808044434},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.252626895904541},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.22893333435058594},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.1813107430934906},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.14655554294586182}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-030-82014-5_1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-82014-5_1","pdf_url":null,"source":{"id":"https://openalex.org/S4210216571","display_name":"Lecture notes on data engineering and communications technologies","issn_l":"2367-4512","issn":["2367-4512","2367-4520"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes on Data Engineering and Communications Technologies","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":14,"referenced_works":["https://openalex.org/W1572031236","https://openalex.org/W1651676304","https://openalex.org/W2079605428","https://openalex.org/W2099371695","https://openalex.org/W2123487311","https://openalex.org/W2143737806","https://openalex.org/W2160337655","https://openalex.org/W2764485636","https://openalex.org/W2781914331","https://openalex.org/W2996034507","https://openalex.org/W3047877015","https://openalex.org/W3096907574","https://openalex.org/W4253132626","https://openalex.org/W4256197952"],"related_works":["https://openalex.org/W4312286080","https://openalex.org/W1501678122","https://openalex.org/W3124905861","https://openalex.org/W2266808686","https://openalex.org/W3122866493","https://openalex.org/W2089062981","https://openalex.org/W2805453363","https://openalex.org/W4237170440","https://openalex.org/W2287895994","https://openalex.org/W3147287606"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":1}],"updated_date":"2026-03-27T05:58:40.876381","created_date":"2025-10-10T00:00:00"}
