{"id":"https://openalex.org/W4386798414","doi":"https://doi.org/10.1007/978-3-031-43427-3_14","title":"On Calibration of\u00a0Mathematical Finance Models by\u00a0Hypernetworks","display_name":"On Calibration of\u00a0Mathematical Finance Models by\u00a0Hypernetworks","publication_year":2023,"publication_date":"2023-01-01","ids":{"openalex":"https://openalex.org/W4386798414","doi":"https://doi.org/10.1007/978-3-031-43427-3_14"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-031-43427-3_14","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-031-43427-3_14","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":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://qmro.qmul.ac.uk/xmlui/bitstream/123456789/102991/2/Yang%20On%20Calibration%20of%20Mathematical%20Finance%20Models%20by%20Hypernetworks%202023%20Accepted.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101445001","display_name":"Yongxin Yang","orcid":"https://orcid.org/0000-0003-4134-8559"},"institutions":[{"id":"https://openalex.org/I166337079","display_name":"Queen Mary University of London","ror":"https://ror.org/026zzn846","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I166337079"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Yongxin Yang","raw_affiliation_strings":["Queen Mary University of London, London, UK"],"affiliations":[{"raw_affiliation_string":"Queen Mary University of London, London, UK","institution_ids":["https://openalex.org/I166337079"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5087823932","display_name":"Timothy M. Hospedales","orcid":"https://orcid.org/0000-0003-4867-7486"},"institutions":[{"id":"https://openalex.org/I98677209","display_name":"University of Edinburgh","ror":"https://ror.org/01nrxwf90","country_code":"GB","type":"education","lineage":["https://openalex.org/I98677209"]},{"id":"https://openalex.org/I4210117523","display_name":"Samsung (United Kingdom)","ror":"https://ror.org/01w6gjq94","country_code":"GB","type":"company","lineage":["https://openalex.org/I2250650973","https://openalex.org/I4210117523"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Timothy M. Hospedales","raw_affiliation_strings":["Samsung AI Centre, Cambridge, UK","University of Edinburgh, Edinburgh, Scotland"],"affiliations":[{"raw_affiliation_string":"Samsung AI Centre, Cambridge, UK","institution_ids":["https://openalex.org/I4210117523"]},{"raw_affiliation_string":"University of Edinburgh, Edinburgh, Scotland","institution_ids":["https://openalex.org/I98677209"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5101445001"],"corresponding_institution_ids":["https://openalex.org/I166337079"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.52978723,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"227","last_page":"242"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9975000023841858,"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"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9975000023841858,"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"}},{"id":"https://openalex.org/T11801","display_name":"Reservoir Engineering and Simulation Methods","score":0.9629999995231628,"subfield":{"id":"https://openalex.org/subfields/2212","display_name":"Ocean 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/T11326","display_name":"Stock Market Forecasting Methods","score":0.9319000244140625,"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/computer-science","display_name":"Computer science","score":0.7808245420455933},{"id":"https://openalex.org/keywords/calibration","display_name":"Calibration","score":0.5750784277915955},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.5259775519371033},{"id":"https://openalex.org/keywords/proxy","display_name":"Proxy (statistics)","score":0.4800351858139038},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.47007328271865845},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.45459771156311035},{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.4416106939315796},{"id":"https://openalex.org/keywords/source-code","display_name":"Source code","score":0.4387877881526947},{"id":"https://openalex.org/keywords/boosting","display_name":"Boosting (machine learning)","score":0.42961329221725464},{"id":"https://openalex.org/keywords/computational-finance","display_name":"Computational finance","score":0.4276803135871887},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3738258183002472},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3676965832710266},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.34827643632888794},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.34567365050315857},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.32876724004745483},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3213167190551758},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.28790682554244995},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.10974568128585815},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.09829261898994446}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7808245420455933},{"id":"https://openalex.org/C165838908","wikidata":"https://www.wikidata.org/wiki/Q736777","display_name":"Calibration","level":2,"score":0.5750784277915955},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5259775519371033},{"id":"https://openalex.org/C2780148112","wikidata":"https://www.wikidata.org/wiki/Q1432581","display_name":"Proxy (statistics)","level":2,"score":0.4800351858139038},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.47007328271865845},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.45459771156311035},{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.4416106939315796},{"id":"https://openalex.org/C43126263","wikidata":"https://www.wikidata.org/wiki/Q128751","display_name":"Source code","level":2,"score":0.4387877881526947},{"id":"https://openalex.org/C46686674","wikidata":"https://www.wikidata.org/wiki/Q466303","display_name":"Boosting (machine learning)","level":2,"score":0.42961329221725464},{"id":"https://openalex.org/C146880194","wikidata":"https://www.wikidata.org/wiki/Q61715222","display_name":"Computational finance","level":2,"score":0.4276803135871887},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3738258183002472},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3676965832710266},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.34827643632888794},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.34567365050315857},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.32876724004745483},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3213167190551758},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.28790682554244995},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.10974568128585815},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.09829261898994446},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/978-3-031-43427-3_14","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-031-43427-3_14","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:qmro.qmul.ac.uk:123456789/102991","is_oa":true,"landing_page_url":"https://qmro.qmul.ac.uk/xmlui/handle/123456789/102991","pdf_url":"https://qmro.qmul.ac.uk/xmlui/bitstream/123456789/102991/2/Yang%20On%20Calibration%20of%20Mathematical%20Finance%20Models%20by%20Hypernetworks%202023%20Accepted.pdf","source":{"id":"https://openalex.org/S4306400530","display_name":"Queen Mary Research Online (Queen Mary University of London)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I166337079","host_organization_name":"Queen Mary University of London","host_organization_lineage":["https://openalex.org/I166337079"],"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":"Book chapter"}],"best_oa_location":{"id":"pmh:oai:qmro.qmul.ac.uk:123456789/102991","is_oa":true,"landing_page_url":"https://qmro.qmul.ac.uk/xmlui/handle/123456789/102991","pdf_url":"https://qmro.qmul.ac.uk/xmlui/bitstream/123456789/102991/2/Yang%20On%20Calibration%20of%20Mathematical%20Finance%20Models%20by%20Hypernetworks%202023%20Accepted.pdf","source":{"id":"https://openalex.org/S4306400530","display_name":"Queen Mary Research Online (Queen Mary University of London)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I166337079","host_organization_name":"Queen Mary University of London","host_organization_lineage":["https://openalex.org/I166337079"],"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":"Book chapter"},"sustainable_development_goals":[{"display_name":"Industry, innovation and infrastructure","score":0.5400000214576721,"id":"https://metadata.un.org/sdg/9"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4386798414.pdf"},"referenced_works_count":25,"referenced_works":["https://openalex.org/W2064978316","https://openalex.org/W2077791698","https://openalex.org/W2100534547","https://openalex.org/W2115887705","https://openalex.org/W2477011206","https://openalex.org/W2576267689","https://openalex.org/W2625974289","https://openalex.org/W2744090841","https://openalex.org/W2775280502","https://openalex.org/W2804072623","https://openalex.org/W2881092152","https://openalex.org/W2963230864","https://openalex.org/W2963562494","https://openalex.org/W3021131124","https://openalex.org/W3021286531","https://openalex.org/W3080930191","https://openalex.org/W3095372661","https://openalex.org/W3101802914","https://openalex.org/W3121156782","https://openalex.org/W3122167020","https://openalex.org/W3126019785","https://openalex.org/W3154062058","https://openalex.org/W3183995126","https://openalex.org/W4226538813","https://openalex.org/W6603348546"],"related_works":["https://openalex.org/W4313488044","https://openalex.org/W1996541855","https://openalex.org/W1987859285","https://openalex.org/W3195168932","https://openalex.org/W4225307033","https://openalex.org/W4376274634","https://openalex.org/W2711813742","https://openalex.org/W4210571282","https://openalex.org/W4210430936","https://openalex.org/W2369959430"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}