{"id":"https://openalex.org/W3139145359","doi":"https://doi.org/10.1007/978-3-030-92121-7_5","title":"Modeling of\u00a0Crisis Periods in\u00a0Stock Markets","display_name":"Modeling of\u00a0Crisis Periods in\u00a0Stock Markets","publication_year":2021,"publication_date":"2021-01-01","ids":{"openalex":"https://openalex.org/W3139145359","doi":"https://doi.org/10.1007/978-3-030-92121-7_5","mag":"3139145359"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-030-92121-7_5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-92121-7_5","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":"preprint","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2103.13294","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5024426907","display_name":"Apostolos Chalkis","orcid":"https://orcid.org/0000-0002-4628-1907"},"institutions":[{"id":"https://openalex.org/I200777214","display_name":"National and Kapodistrian University of Athens","ror":"https://ror.org/04gnjpq42","country_code":"GR","type":"education","lineage":["https://openalex.org/I200777214"]},{"id":"https://openalex.org/I4210156054","display_name":"Athena Research and Innovation Center In Information Communication & Knowledge Technologies","ror":"https://ror.org/0576by029","country_code":"GR","type":"facility","lineage":["https://openalex.org/I4210156054"]}],"countries":["GR"],"is_corresponding":true,"raw_author_name":"Apostolos Chalkis","raw_affiliation_strings":["ATHENA Research and Innovation Center, Marousi, Greece","Department of Informatics and Telecommunications, National and Kapodistrian University of Athens, Athens, Greece"],"affiliations":[{"raw_affiliation_string":"ATHENA Research and Innovation Center, Marousi, Greece","institution_ids":["https://openalex.org/I4210156054"]},{"raw_affiliation_string":"Department of Informatics and Telecommunications, National and Kapodistrian University of Athens, Athens, Greece","institution_ids":["https://openalex.org/I200777214"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5110927713","display_name":"Emmanouil Christoforou","orcid":null},"institutions":[{"id":"https://openalex.org/I4210156054","display_name":"Athena Research and Innovation Center In Information Communication & Knowledge Technologies","ror":"https://ror.org/0576by029","country_code":"GR","type":"facility","lineage":["https://openalex.org/I4210156054"]},{"id":"https://openalex.org/I200777214","display_name":"National and Kapodistrian University of Athens","ror":"https://ror.org/04gnjpq42","country_code":"GR","type":"education","lineage":["https://openalex.org/I200777214"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Emmanouil Christoforou","raw_affiliation_strings":["ATHENA Research and Innovation Center, Marousi, Greece","Department of Informatics and Telecommunications, National and Kapodistrian University of Athens, Athens, Greece"],"affiliations":[{"raw_affiliation_string":"ATHENA Research and Innovation Center, Marousi, Greece","institution_ids":["https://openalex.org/I4210156054"]},{"raw_affiliation_string":"Department of Informatics and Telecommunications, National and Kapodistrian University of Athens, Athens, Greece","institution_ids":["https://openalex.org/I200777214"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5085199166","display_name":"Theodore Dalamagkas","orcid":null},"institutions":[{"id":"https://openalex.org/I4210156054","display_name":"Athena Research and Innovation Center In Information Communication & Knowledge Technologies","ror":"https://ror.org/0576by029","country_code":"GR","type":"facility","lineage":["https://openalex.org/I4210156054"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Theodore Dalamagas","raw_affiliation_strings":["ATHENA Research and Innovation Center, Marousi, Greece"],"affiliations":[{"raw_affiliation_string":"ATHENA Research and Innovation Center, Marousi, Greece","institution_ids":["https://openalex.org/I4210156054"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5109516731","display_name":"Ioannis Z. Emiris","orcid":null},"institutions":[{"id":"https://openalex.org/I200777214","display_name":"National and Kapodistrian University of Athens","ror":"https://ror.org/04gnjpq42","country_code":"GR","type":"education","lineage":["https://openalex.org/I200777214"]},{"id":"https://openalex.org/I4210156054","display_name":"Athena Research and Innovation Center In Information Communication & Knowledge Technologies","ror":"https://ror.org/0576by029","country_code":"GR","type":"facility","lineage":["https://openalex.org/I4210156054"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Ioannis Z. Emiris","raw_affiliation_strings":["ATHENA Research and Innovation Center, Marousi, Greece","Department of Informatics and Telecommunications, National and Kapodistrian University of Athens, Athens, Greece"],"affiliations":[{"raw_affiliation_string":"ATHENA Research and Innovation Center, Marousi, Greece","institution_ids":["https://openalex.org/I4210156054"]},{"raw_affiliation_string":"Department of Informatics and Telecommunications, National and Kapodistrian University of Athens, Athens, Greece","institution_ids":["https://openalex.org/I200777214"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5024426907"],"corresponding_institution_ids":["https://openalex.org/I200777214","https://openalex.org/I4210156054"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.03394867,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"55","last_page":"65"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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":0.9976000189781189,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9958000183105469,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/cryptocurrency","display_name":"Cryptocurrency","score":0.755399227142334},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5476270914077759},{"id":"https://openalex.org/keywords/leverage","display_name":"Leverage (statistics)","score":0.5216246843338013},{"id":"https://openalex.org/keywords/exploit","display_name":"Exploit","score":0.47332248091697693},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.4698103070259094},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.4687502682209015},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.46262478828430176},{"id":"https://openalex.org/keywords/stock-market-crash","display_name":"Stock market crash","score":0.4554027318954468},{"id":"https://openalex.org/keywords/financial-crisis","display_name":"Financial crisis","score":0.4516354203224182},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.44775623083114624},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.42944666743278503},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4010331630706787},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3925965428352356},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.262795090675354},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.18355271220207214},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.10993686318397522},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.1050603985786438},{"id":"https://openalex.org/keywords/computer-security","display_name":"Computer security","score":0.10334786772727966},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.09286588430404663}],"concepts":[{"id":"https://openalex.org/C180706569","wikidata":"https://www.wikidata.org/wiki/Q13479982","display_name":"Cryptocurrency","level":2,"score":0.755399227142334},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5476270914077759},{"id":"https://openalex.org/C153083717","wikidata":"https://www.wikidata.org/wiki/Q6535263","display_name":"Leverage (statistics)","level":2,"score":0.5216246843338013},{"id":"https://openalex.org/C165696696","wikidata":"https://www.wikidata.org/wiki/Q11287","display_name":"Exploit","level":2,"score":0.47332248091697693},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4698103070259094},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.4687502682209015},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.46262478828430176},{"id":"https://openalex.org/C2777209242","wikidata":"https://www.wikidata.org/wiki/Q1020018","display_name":"Stock market crash","level":4,"score":0.4554027318954468},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.4516354203224182},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.44775623083114624},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.42944666743278503},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4010331630706787},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3925965428352356},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.262795090675354},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.18355271220207214},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.10993686318397522},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.1050603985786438},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.10334786772727966},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.09286588430404663},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1007/978-3-030-92121-7_5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-92121-7_5","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:2103.13294","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2103.13294","pdf_url":"https://arxiv.org/pdf/2103.13294","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":"","raw_type":null},{"id":"mag:3139145359","is_oa":true,"landing_page_url":"https://arxiv.org/pdf/2103.13294v1","pdf_url":null,"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":"arXiv (Cornell University)","raw_type":null},{"id":"pmh:oai:RePEc:arx:papers:2103.13294","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"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":"preprint"},{"id":"doi:10.48550/arxiv.2103.13294","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2103.13294","pdf_url":null,"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":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2103.13294","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2103.13294","pdf_url":"https://arxiv.org/pdf/2103.13294","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":"","raw_type":null},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","display_name":"Industry, innovation and infrastructure","score":0.44999998807907104}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":14,"referenced_works":["https://openalex.org/W1480668222","https://openalex.org/W2005660297","https://openalex.org/W2093136496","https://openalex.org/W2141339556","https://openalex.org/W2143668817","https://openalex.org/W2165874743","https://openalex.org/W2166219456","https://openalex.org/W2539033431","https://openalex.org/W2756273436","https://openalex.org/W2761545109","https://openalex.org/W3094061316","https://openalex.org/W3123259514","https://openalex.org/W4232474910","https://openalex.org/W6744010858"],"related_works":["https://openalex.org/W2811103148","https://openalex.org/W2067056528","https://openalex.org/W2809418432","https://openalex.org/W1584311831","https://openalex.org/W2754587605","https://openalex.org/W3169440655","https://openalex.org/W2977145176","https://openalex.org/W3183188052","https://openalex.org/W3166896824","https://openalex.org/W2124818624","https://openalex.org/W3109206087","https://openalex.org/W2078017302","https://openalex.org/W3196597305","https://openalex.org/W3198006716","https://openalex.org/W3186883985","https://openalex.org/W2160984494","https://openalex.org/W3097821124","https://openalex.org/W2594139477","https://openalex.org/W2188177658","https://openalex.org/W2189811230"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}