{"id":"https://openalex.org/W7168098248","doi":"https://doi.org/10.1007/978-3-032-22221-3_46","title":"Eigenvalue Estimation in\u00a0Portfolio Risk: The Role of\u00a0Skipping and\u00a0Leaping in\u00a0Sobol and\u00a0Halton Sequences","display_name":"Eigenvalue Estimation in\u00a0Portfolio Risk: The Role of\u00a0Skipping and\u00a0Leaping in\u00a0Sobol and\u00a0Halton Sequences","publication_year":2026,"publication_date":"2026-01-01","ids":{"openalex":"https://openalex.org/W7168098248","doi":"https://doi.org/10.1007/978-3-032-22221-3_46"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-032-22221-3_46","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-032-22221-3_46","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":"conference-paper","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/A5082342540","display_name":"Silvi-Mari\u0430 Gurova","orcid":"https://orcid.org/0000-0002-5026-6910"},"institutions":[{"id":"https://openalex.org/I4210163063","display_name":"Institute of Information and Communication Technologies","ror":"https://ror.org/05fpsjc82","country_code":"BG","type":"facility","lineage":["https://openalex.org/I24768866","https://openalex.org/I4210163063"]}],"countries":["BG"],"is_corresponding":true,"raw_author_name":"Silvia Maria Gurova","raw_affiliation_strings":["Centre of Excellence in Informatics and Information and Communication Technologies, Sofia, Bulgaria","Institute of Information and Communication Technologies - Bulgarian Academy of Sciences (IICT-BAS), Sofia, Bulgaria"],"raw_orcid":"https://orcid.org/0000-0002-5026-6910","affiliations":[{"raw_affiliation_string":"Centre of Excellence in Informatics and Information and Communication Technologies, Sofia, Bulgaria","institution_ids":["https://openalex.org/I4210163063"]},{"raw_affiliation_string":"Institute of Information and Communication Technologies - Bulgarian Academy of Sciences (IICT-BAS), Sofia, Bulgaria","institution_ids":["https://openalex.org/I4210163063"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5007442246","display_name":"Todor Gurov","orcid":"https://orcid.org/0000-0003-4900-0899"},"institutions":[{"id":"https://openalex.org/I211070993","display_name":"University of National and World Economy","ror":"https://ror.org/017ph0934","country_code":"BG","type":"education","lineage":["https://openalex.org/I211070993"]},{"id":"https://openalex.org/I4210163063","display_name":"Institute of Information and Communication Technologies","ror":"https://ror.org/05fpsjc82","country_code":"BG","type":"facility","lineage":["https://openalex.org/I24768866","https://openalex.org/I4210163063"]}],"countries":["BG"],"is_corresponding":false,"raw_author_name":"Todor Gurov","raw_affiliation_strings":["Centre for Implementation of Scientific Research on Digitisation of the Economy in an Environment of Big Data, Sofia, Bulgaria","Institute of Information and Communication Technologies - Bulgarian Academy of Sciences (IICT-BAS), Sofia, Bulgaria"],"raw_orcid":"https://orcid.org/0000-0003-4900-0899","affiliations":[{"raw_affiliation_string":"Centre for Implementation of Scientific Research on Digitisation of the Economy in an Environment of Big Data, Sofia, Bulgaria","institution_ids":["https://openalex.org/I211070993"]},{"raw_affiliation_string":"Institute of Information and Communication Technologies - Bulgarian Academy of Sciences (IICT-BAS), Sofia, Bulgaria","institution_ids":["https://openalex.org/I4210163063"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5074435177","display_name":"Aneta Karaivanova","orcid":"https://orcid.org/0000-0002-6493-7981"},"institutions":[{"id":"https://openalex.org/I4210163063","display_name":"Institute of Information and Communication Technologies","ror":"https://ror.org/05fpsjc82","country_code":"BG","type":"facility","lineage":["https://openalex.org/I24768866","https://openalex.org/I4210163063"]}],"countries":["BG"],"is_corresponding":false,"raw_author_name":"Aneta Karaivanova","raw_affiliation_strings":["Institute of Information and Communication Technologies - Bulgarian Academy of Sciences (IICT-BAS), Sofia, Bulgaria"],"raw_orcid":"https://orcid.org/0000-0002-6493-7981","affiliations":[{"raw_affiliation_string":"Institute of Information and Communication Technologies - Bulgarian Academy of Sciences (IICT-BAS), Sofia, Bulgaria","institution_ids":["https://openalex.org/I4210163063"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5082342540"],"corresponding_institution_ids":["https://openalex.org/I4210163063"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"413","last_page":"426"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.4699000120162964,"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/T11496","display_name":"Credit Risk and Financial Regulations","score":0.4699000120162964,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.26010000705718994,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.09200000017881393,"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/sobol-sequence","display_name":"Sobol sequence","score":0.7573000192642212},{"id":"https://openalex.org/keywords/eigenvalues-and-eigenvectors","display_name":"Eigenvalues and eigenvectors","score":0.5248000025749207},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5192000269889832},{"id":"https://openalex.org/keywords/estimation","display_name":"Estimation","score":0.44020000100135803},{"id":"https://openalex.org/keywords/investment-portfolio","display_name":"Investment portfolio","score":0.28540000319480896}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8122000098228455},{"id":"https://openalex.org/C49740808","wikidata":"https://www.wikidata.org/wiki/Q7550116","display_name":"Sobol sequence","level":3,"score":0.7573000192642212},{"id":"https://openalex.org/C158693339","wikidata":"https://www.wikidata.org/wiki/Q190524","display_name":"Eigenvalues and eigenvectors","level":2,"score":0.5248000025749207},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5232999920845032},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5192000269889832},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.44589999318122864},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.44020000100135803},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4250999987125397},{"id":"https://openalex.org/C2983001568","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Investment portfolio","level":3,"score":0.28540000319480896},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.2840999960899353},{"id":"https://openalex.org/C169756996","wikidata":"https://www.wikidata.org/wiki/Q194919","display_name":"Eigendecomposition of a matrix","level":3,"score":0.25760000944137573}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-032-22221-3_46","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-032-22221-3_46","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"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":19,"referenced_works":["https://openalex.org/W87152119","https://openalex.org/W647800561","https://openalex.org/W1533955387","https://openalex.org/W1965102867","https://openalex.org/W1986595758","https://openalex.org/W2016770622","https://openalex.org/W2017001763","https://openalex.org/W2028166798","https://openalex.org/W2040396531","https://openalex.org/W2044973463","https://openalex.org/W2083253722","https://openalex.org/W2093625674","https://openalex.org/W2098269688","https://openalex.org/W2110930696","https://openalex.org/W2147675445","https://openalex.org/W2151084831","https://openalex.org/W2163575149","https://openalex.org/W2228579993","https://openalex.org/W4300580367"],"related_works":[],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2026-07-13T00:00:00"}
