{"id":"https://openalex.org/W1833730423","doi":"https://doi.org/10.1007/978-3-319-01285-8_4","title":"Probabilistic European Country Risk Score Forecasting Using a Diffusion Model","display_name":"Probabilistic European Country Risk Score Forecasting Using a Diffusion Model","publication_year":2013,"publication_date":"2013-10-31","ids":{"openalex":"https://openalex.org/W1833730423","doi":"https://doi.org/10.1007/978-3-319-01285-8_4","mag":"1833730423"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-01285-8_4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-01285-8_4","pdf_url":null,"source":{"id":"https://openalex.org/S4210212400","display_name":"Intelligent systems reference library","issn_l":"1868-4394","issn":["1868-4394","1868-4408"],"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":"Intelligent Systems Reference Library","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/A5069972341","display_name":"Roberto Cervell\u00f3\u2010Royo","orcid":"https://orcid.org/0000-0002-8304-4177"},"institutions":[{"id":"https://openalex.org/I60053951","display_name":"Universitat Polit\u00e8cnica de Val\u00e8ncia","ror":"https://ror.org/01460j859","country_code":"ES","type":"education","lineage":["https://openalex.org/I60053951"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"R. Cervell\u00f3-Royo","raw_affiliation_strings":["Department of Economics and Social Sciences, Universitat Polit\u00e8cnica de Val\u00e8ncia, Valencia, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics and Social Sciences, Universitat Polit\u00e8cnica de Val\u00e8ncia, Valencia, Spain","institution_ids":["https://openalex.org/I60053951"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5001284929","display_name":"J.\u2010C. Cort\u00e9s","orcid":"https://orcid.org/0000-0002-6528-2155"},"institutions":[{"id":"https://openalex.org/I60053951","display_name":"Universitat Polit\u00e8cnica de Val\u00e8ncia","ror":"https://ror.org/01460j859","country_code":"ES","type":"education","lineage":["https://openalex.org/I60053951"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"J. -C. Cort\u00e9s","raw_affiliation_strings":["Instituto Universitario de Matem\u00e1tica Multidisciplinar, Universitat Polit\u00e8cnica de Val\u00e8ncia, Valencia, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Instituto Universitario de Matem\u00e1tica Multidisciplinar, Universitat Polit\u00e8cnica de Val\u00e8ncia, Valencia, Spain","institution_ids":["https://openalex.org/I60053951"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5077435694","display_name":"Almudena S\u00e1nchez S\u00e1nchez","orcid":"https://orcid.org/0000-0002-4246-4132"},"institutions":[{"id":"https://openalex.org/I60053951","display_name":"Universitat Polit\u00e8cnica de Val\u00e8ncia","ror":"https://ror.org/01460j859","country_code":"ES","type":"education","lineage":["https://openalex.org/I60053951"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"A. S\u00e1nchez-S\u00e1nchez","raw_affiliation_strings":["Instituto Universitario de Matem\u00e1tica Multidisciplinar, Universitat Polit\u00e8cnica de Val\u00e8ncia, Valencia, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Instituto Universitario de Matem\u00e1tica Multidisciplinar, Universitat Polit\u00e8cnica de Val\u00e8ncia, Valencia, Spain","institution_ids":["https://openalex.org/I60053951"]}]},{"author_position":"middle","author":{"id":null,"display_name":"F. -J. Santonja","orcid":null},"institutions":[{"id":"https://openalex.org/I16097986","display_name":"Universitat de Val\u00e8ncia","ror":"https://ror.org/043nxc105","country_code":"ES","type":"education","lineage":["https://openalex.org/I16097986"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"F. -J. Santonja","raw_affiliation_strings":["Departamento de Estadistica e Investigaci\u00f3n Operativa, Universitat de Val\u00e8ncia, Valencia, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Departamento de Estadistica e Investigaci\u00f3n Operativa, Universitat de Val\u00e8ncia, Valencia, Spain","institution_ids":["https://openalex.org/I16097986"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5006805201","display_name":"Rachad M. Shoucri","orcid":null},"institutions":[{"id":"https://openalex.org/I51768193","display_name":"Royal Military College of Canada","ror":"https://ror.org/04yr71909","country_code":"CA","type":"education","lineage":["https://openalex.org/I51768193"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"R. Shoucri","raw_affiliation_strings":["Royal Military College, Kingston, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Royal Military College, Kingston, Canada","institution_ids":["https://openalex.org/I51768193"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5081099253","display_name":"Rafael J. Villanueva","orcid":"https://orcid.org/0000-0002-0131-0532"},"institutions":[{"id":"https://openalex.org/I60053951","display_name":"Universitat Polit\u00e8cnica de Val\u00e8ncia","ror":"https://ror.org/01460j859","country_code":"ES","type":"education","lineage":["https://openalex.org/I60053951"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"R. -J. Villanueva","raw_affiliation_strings":["Instituto Universitario de Matem\u00e1tica Multidisciplinar, Universitat Polit\u00e8cnica de Val\u00e8ncia, Valencia, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Instituto Universitario de Matem\u00e1tica Multidisciplinar, Universitat Polit\u00e8cnica de Val\u00e8ncia, Valencia, Spain","institution_ids":["https://openalex.org/I60053951"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":6,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":3.3294,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.93234911,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"45","last_page":"58"},"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":0.9925000071525574,"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":0.9925000071525574,"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/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9876999855041504,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and 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/T12659","display_name":"Innovation Diffusion and Forecasting","score":0.9807000160217285,"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/order","display_name":"Order (exchange)","score":0.5905513763427734},{"id":"https://openalex.org/keywords/financial-crisis","display_name":"Financial crisis","score":0.5580487847328186},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.49255046248435974},{"id":"https://openalex.org/keywords/agency","display_name":"Agency (philosophy)","score":0.4430205225944519},{"id":"https://openalex.org/keywords/country-risk","display_name":"Country risk","score":0.4419063329696655},{"id":"https://openalex.org/keywords/confidence-interval","display_name":"Confidence interval","score":0.41592878103256226},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3702598810195923},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3507097363471985},{"id":"https://openalex.org/keywords/macroeconomics","display_name":"Macroeconomics","score":0.2100754678249359},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.18244799971580505},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.1284470558166504}],"concepts":[{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.5905513763427734},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.5580487847328186},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.49255046248435974},{"id":"https://openalex.org/C108170787","wikidata":"https://www.wikidata.org/wiki/Q3951828","display_name":"Agency (philosophy)","level":2,"score":0.4430205225944519},{"id":"https://openalex.org/C2775997200","wikidata":"https://www.wikidata.org/wiki/Q632029","display_name":"Country risk","level":2,"score":0.4419063329696655},{"id":"https://openalex.org/C44249647","wikidata":"https://www.wikidata.org/wiki/Q208498","display_name":"Confidence interval","level":2,"score":0.41592878103256226},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3702598810195923},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3507097363471985},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.2100754678249359},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.18244799971580505},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1284470558166504},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-319-01285-8_4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-01285-8_4","pdf_url":null,"source":{"id":"https://openalex.org/S4210212400","display_name":"Intelligent systems reference library","issn_l":"1868-4394","issn":["1868-4394","1868-4408"],"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":"Intelligent Systems Reference Library","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":26,"referenced_works":["https://openalex.org/W96539725","https://openalex.org/W252733823","https://openalex.org/W1501895777","https://openalex.org/W1562284276","https://openalex.org/W1964473994","https://openalex.org/W1976467960","https://openalex.org/W2002944058","https://openalex.org/W2098040916","https://openalex.org/W2131074607","https://openalex.org/W2139400178","https://openalex.org/W2142202511","https://openalex.org/W2156037496","https://openalex.org/W2166168879","https://openalex.org/W2166422272","https://openalex.org/W2171074980","https://openalex.org/W2171728272","https://openalex.org/W3024000453","https://openalex.org/W3121583969","https://openalex.org/W3122520391","https://openalex.org/W3122619892","https://openalex.org/W3122973199","https://openalex.org/W3123871683","https://openalex.org/W3140968660","https://openalex.org/W3213326847","https://openalex.org/W4237325787","https://openalex.org/W6600867986"],"related_works":["https://openalex.org/W2030617584","https://openalex.org/W2213259971","https://openalex.org/W2056210026","https://openalex.org/W2013444265","https://openalex.org/W1973538245","https://openalex.org/W2356451557","https://openalex.org/W331667891","https://openalex.org/W2021570049","https://openalex.org/W2142213187","https://openalex.org/W3149328373"],"abstract_inverted_index":null,"counts_by_year":[{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}