{"id":"https://openalex.org/W186954367","doi":"https://doi.org/10.1007/978-3-319-01866-9_11","title":"Prediction of Long-Term Government Bond Yields Using Statistical and Artificial Intelligence Methods","display_name":"Prediction of Long-Term Government Bond Yields Using Statistical and Artificial Intelligence Methods","publication_year":2013,"publication_date":"2013-11-14","ids":{"openalex":"https://openalex.org/W186954367","doi":"https://doi.org/10.1007/978-3-319-01866-9_11","mag":"186954367"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-01866-9_11","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-01866-9_11","pdf_url":null,"source":{"id":"https://openalex.org/S2764461748","display_name":"Studies in computational intelligence","issn_l":"1860-949X","issn":["1860-949X","1860-9503"],"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":"Studies in Computational Intelligence","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/A5079759495","display_name":"Marco Castellani","orcid":"https://orcid.org/0000-0002-5623-7491"},"institutions":[{"id":"https://openalex.org/I4432739","display_name":"University of Bergen","ror":"https://ror.org/03zga2b32","country_code":"NO","type":"education","lineage":["https://openalex.org/I4432739"]}],"countries":["NO"],"is_corresponding":true,"raw_author_name":"Marco Castellani","raw_affiliation_strings":["Department of Biology, University of Bergen, 5020, Bergen, Norway","University of Bergen"],"affiliations":[{"raw_affiliation_string":"Department of Biology, University of Bergen, 5020, Bergen, Norway","institution_ids":["https://openalex.org/I4432739"]},{"raw_affiliation_string":"University of Bergen","institution_ids":["https://openalex.org/I4432739"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5049256827","display_name":"Emanuel Augusto dos Santos","orcid":null},"institutions":[{"id":"https://openalex.org/I50310733","display_name":"Banco de Portugal","ror":"https://ror.org/05hz4mv11","country_code":"PT","type":"other","lineage":["https://openalex.org/I50310733"]}],"countries":["PT"],"is_corresponding":false,"raw_author_name":"Emanuel A. dos Santos","raw_affiliation_strings":["Banco de Portugal, 1150-012, Lisbon, Portugal","Banco de Portugal"],"affiliations":[{"raw_affiliation_string":"Banco de Portugal, 1150-012, Lisbon, Portugal","institution_ids":["https://openalex.org/I50310733"]},{"raw_affiliation_string":"Banco de Portugal","institution_ids":["https://openalex.org/I50310733"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5079759495"],"corresponding_institution_ids":["https://openalex.org/I4432739"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.07508591,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"341","last_page":"367"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"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"}},"topics":[{"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":0.9779999852180481,"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/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.9656000137329102,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.7578905820846558},{"id":"https://openalex.org/keywords/bond","display_name":"Bond","score":0.6018154621124268},{"id":"https://openalex.org/keywords/government-bond","display_name":"Government bond","score":0.5327252149581909},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.48267796635627747},{"id":"https://openalex.org/keywords/government","display_name":"Government (linguistics)","score":0.44638702273368835},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.394822895526886},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.37366801500320435},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.2631736993789673},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.23767182230949402},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1492898166179657},{"id":"https://openalex.org/keywords/philosophy","display_name":"Philosophy","score":0.08844631910324097},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.06969857215881348},{"id":"https://openalex.org/keywords/linguistics","display_name":"Linguistics","score":0.041871100664138794}],"concepts":[{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.7578905820846558},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.6018154621124268},{"id":"https://openalex.org/C2780389337","wikidata":"https://www.wikidata.org/wiki/Q2324820","display_name":"Government bond","level":3,"score":0.5327252149581909},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.48267796635627747},{"id":"https://openalex.org/C2778137410","wikidata":"https://www.wikidata.org/wiki/Q2732820","display_name":"Government (linguistics)","level":2,"score":0.44638702273368835},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.394822895526886},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.37366801500320435},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.2631736993789673},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.23767182230949402},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1492898166179657},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.08844631910324097},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.06969857215881348},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.041871100664138794},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/978-3-319-01866-9_11","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-01866-9_11","pdf_url":null,"source":{"id":"https://openalex.org/S2764461748","display_name":"Studies in computational intelligence","issn_l":"1860-949X","issn":["1860-949X","1860-9503"],"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":"Studies in Computational Intelligence","raw_type":"book-chapter"},{"id":"pmh:oai:pure.atira.dk:openaire_cris_publications/27840399-1767-41ee-b2f1-663a984c922e","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/978-3-319-01866-9_11","pdf_url":null,"source":{"id":"https://openalex.org/S4306402634","display_name":"University of Birmingham Research Portal (University of Birmingham)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I79619799","host_organization_name":"University of Birmingham","host_organization_lineage":["https://openalex.org/I79619799"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Castellani, M & Dos Santos, E A 2014, Prediction of Long-Term Government Bond Yields Using Statistical and Artificial Intelligence Methods. in Innovations in Intelligent Machines-4 : Recent Advances in Knowledge Engineering., Chapter 11, Innovations in Intelligent Machines-4, vol. 514, pp. 341-367. https://doi.org/10.1007/978-3-319-01866-9_11","raw_type":"contributionToPeriodical"},{"id":"pmh:oai:pure.atira.dk:publications/27840399-1767-41ee-b2f1-663a984c922e","is_oa":false,"landing_page_url":"https://research.birmingham.ac.uk/en/publications/27840399-1767-41ee-b2f1-663a984c922e","pdf_url":null,"source":{"id":"https://openalex.org/S4306402634","display_name":"University of Birmingham Research Portal (University of Birmingham)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I79619799","host_organization_name":"University of Birmingham","host_organization_lineage":["https://openalex.org/I79619799"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Castellani, M & Dos Santos, E A 2014, Prediction of Long-Term Government Bond Yields Using Statistical and Artificial Intelligence Methods. in Innovations in Intelligent Machines-4 : Recent Advances in Knowledge Engineering., Chapter 11, Innovations in Intelligent Machines-4, vol. 514, pp. 341-367. https://doi.org/10.1007/978-3-319-01866-9_11","raw_type":"contributionToPeriodical"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth","score":0.4099999964237213}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":59,"referenced_works":["https://openalex.org/W22051136","https://openalex.org/W132264163","https://openalex.org/W148717042","https://openalex.org/W642509312","https://openalex.org/W1485073257","https://openalex.org/W1516016159","https://openalex.org/W1530717516","https://openalex.org/W1553020146","https://openalex.org/W1571787652","https://openalex.org/W1584949512","https://openalex.org/W1608536601","https://openalex.org/W1782977420","https://openalex.org/W1843063765","https://openalex.org/W1856122698","https://openalex.org/W1970104171","https://openalex.org/W1975994995","https://openalex.org/W1978970913","https://openalex.org/W1986770950","https://openalex.org/W1991848143","https://openalex.org/W1995341919","https://openalex.org/W2003578982","https://openalex.org/W2037671496","https://openalex.org/W2041280856","https://openalex.org/W2051290946","https://openalex.org/W2061464264","https://openalex.org/W2062706881","https://openalex.org/W2071013018","https://openalex.org/W2085708398","https://openalex.org/W2085998016","https://openalex.org/W2090961061","https://openalex.org/W2095364399","https://openalex.org/W2101927907","https://openalex.org/W2110603299","https://openalex.org/W2119396705","https://openalex.org/W2121970262","https://openalex.org/W2134383774","https://openalex.org/W2137148049","https://openalex.org/W2162387619","https://openalex.org/W2182796089","https://openalex.org/W2259289169","https://openalex.org/W2270864342","https://openalex.org/W2284330674","https://openalex.org/W2313953460","https://openalex.org/W2322002063","https://openalex.org/W2501068758","https://openalex.org/W2502492258","https://openalex.org/W2626781315","https://openalex.org/W2912565176","https://openalex.org/W2914019270","https://openalex.org/W2970327423","https://openalex.org/W3003988882","https://openalex.org/W3021444882","https://openalex.org/W3125696988","https://openalex.org/W3145481521","https://openalex.org/W3207342693","https://openalex.org/W4212771256","https://openalex.org/W4229539396","https://openalex.org/W4291327732","https://openalex.org/W4292545615"],"related_works":["https://openalex.org/W2122378406","https://openalex.org/W2182155594","https://openalex.org/W4293221577","https://openalex.org/W2026033191","https://openalex.org/W2913412819","https://openalex.org/W3080658775","https://openalex.org/W1956455451","https://openalex.org/W3122590369","https://openalex.org/W3205406512","https://openalex.org/W4230702875"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
