{"id":"https://openalex.org/W3399313","doi":"https://doi.org/10.1007/978-3-319-07773-4_13","title":"The Comparison between IABC with EGARCH in Foreign Exchange Rate Forecasting","display_name":"The Comparison between IABC with EGARCH in Foreign Exchange Rate Forecasting","publication_year":2014,"publication_date":"2014-01-01","ids":{"openalex":"https://openalex.org/W3399313","doi":"https://doi.org/10.1007/978-3-319-07773-4_13","mag":"3399313"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-07773-4_13","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-07773-4_13","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5357","issn":["2194-5357","2194-5365"],"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":"Advances in Intelligent Systems and Computing","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/A5006188990","display_name":"Jui-Fang Chang","orcid":null},"institutions":[{"id":"https://openalex.org/I192168892","display_name":"National University of Kaohsiung","ror":"https://ror.org/013zjb662","country_code":"TW","type":"education","lineage":["https://openalex.org/I192168892"]},{"id":"https://openalex.org/I89178830","display_name":"National Kaohsiung University of Applied Sciences","ror":"https://ror.org/04wydzr61","country_code":"TW","type":"education","lineage":["https://openalex.org/I89178830"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Jui-Fang Chang","raw_affiliation_strings":["Department of International Business, National Kaohsiung University of Applied Sciences, Kaohsiung City, Taiwan, R.O.C","National Kaohsiung University of Applied Sciences"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of International Business, National Kaohsiung University of Applied Sciences, Kaohsiung City, Taiwan, R.O.C","institution_ids":["https://openalex.org/I192168892","https://openalex.org/I89178830"]},{"raw_affiliation_string":"National Kaohsiung University of Applied Sciences","institution_ids":["https://openalex.org/I89178830"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5076055067","display_name":"Pei\u2010Wei Tsai","orcid":"https://orcid.org/0000-0002-9429-8957"},"institutions":[{"id":"https://openalex.org/I43518871","display_name":"National Kaohsiung Marine University","ror":"https://ror.org/00ca6fy54","country_code":"TW","type":"education","lineage":["https://openalex.org/I43518871"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Pei-Wei Tsai","raw_affiliation_strings":["Department of Marine Information and Technology, National Kaohsiung Marine University, Kaohsiung City, Taiwan, R.O.C","National Kaohsiung Marine University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Marine Information and Technology, National Kaohsiung Marine University, Kaohsiung City, Taiwan, R.O.C","institution_ids":["https://openalex.org/I43518871"]},{"raw_affiliation_string":"National Kaohsiung Marine University","institution_ids":["https://openalex.org/I43518871"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5070865736","display_name":"Jung-Fang Chen","orcid":null},"institutions":[{"id":"https://openalex.org/I192168892","display_name":"National University of Kaohsiung","ror":"https://ror.org/013zjb662","country_code":"TW","type":"education","lineage":["https://openalex.org/I192168892"]},{"id":"https://openalex.org/I89178830","display_name":"National Kaohsiung University of Applied Sciences","ror":"https://ror.org/04wydzr61","country_code":"TW","type":"education","lineage":["https://openalex.org/I89178830"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Jung-Fang Chen","raw_affiliation_strings":["Department of Business Administration, National Kaohsiung University of Applied Sciences, Kaohsiung City, Taiwan, R.O.C","National Kaohsiung University of Applied Sciences"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Business Administration, National Kaohsiung University of Applied Sciences, Kaohsiung City, Taiwan, R.O.C","institution_ids":["https://openalex.org/I192168892","https://openalex.org/I89178830"]},{"raw_affiliation_string":"National Kaohsiung University of Applied Sciences","institution_ids":["https://openalex.org/I89178830"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5021298046","display_name":"Chun-Tsung Hsiao","orcid":null},"institutions":[{"id":"https://openalex.org/I192168892","display_name":"National University of Kaohsiung","ror":"https://ror.org/013zjb662","country_code":"TW","type":"education","lineage":["https://openalex.org/I192168892"]},{"id":"https://openalex.org/I89178830","display_name":"National Kaohsiung University of Applied Sciences","ror":"https://ror.org/04wydzr61","country_code":"TW","type":"education","lineage":["https://openalex.org/I89178830"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Chun-Tsung Hsiao","raw_affiliation_strings":["Department of International Business, National Kaohsiung University of Applied Sciences, Kaohsiung City, Taiwan, R.O.C","National Kaohsiung University of Applied Sciences"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of International Business, National Kaohsiung University of Applied Sciences, Kaohsiung City, Taiwan, R.O.C","institution_ids":["https://openalex.org/I192168892","https://openalex.org/I89178830"]},{"raw_affiliation_string":"National Kaohsiung University of Applied Sciences","institution_ids":["https://openalex.org/I89178830"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.2022,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.78594595,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"127","last_page":"136"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9987000226974487,"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":0.9987000226974487,"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/T10320","display_name":"Neural Networks and Applications","score":0.9869999885559082,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9825999736785889,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mean-squared-error","display_name":"Mean squared error","score":0.7934956550598145},{"id":"https://openalex.org/keywords/exchange-rate","display_name":"Exchange rate","score":0.4933895170688629},{"id":"https://openalex.org/keywords/mean-squared-prediction-error","display_name":"Mean squared prediction error","score":0.4540369212627411},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.44985827803611755},{"id":"https://openalex.org/keywords/foreign-exchange","display_name":"Foreign exchange","score":0.445705771446228},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.42863649129867554},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4257145822048187},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.423225462436676},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.41877514123916626},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.27446091175079346},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2722471058368683},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.13309139013290405}],"concepts":[{"id":"https://openalex.org/C139945424","wikidata":"https://www.wikidata.org/wiki/Q1940696","display_name":"Mean squared error","level":2,"score":0.7934956550598145},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.4933895170688629},{"id":"https://openalex.org/C167085575","wikidata":"https://www.wikidata.org/wiki/Q6803654","display_name":"Mean squared prediction error","level":2,"score":0.4540369212627411},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.44985827803611755},{"id":"https://openalex.org/C2983132609","wikidata":"https://www.wikidata.org/wiki/Q66076","display_name":"Foreign exchange","level":2,"score":0.445705771446228},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.42863649129867554},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4257145822048187},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.423225462436676},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.41877514123916626},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.27446091175079346},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2722471058368683},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.13309139013290405},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.0},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/978-3-319-07773-4_13","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-07773-4_13","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5357","issn":["2194-5357","2194-5365"],"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":"Advances in Intelligent Systems and Computing","raw_type":"book-chapter"},{"id":"pmh:oai:researchbank.swinburne.edu.au:151fe6ca-d27d-4f49-82d1-432f13c22c4f/1","is_oa":false,"landing_page_url":"http://hdl.handle.net/1959.3/436420","pdf_url":null,"source":{"id":"https://openalex.org/S4306401157","display_name":"Swinburne Research Bank (Swinburne University of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I57093077","host_organization_name":"Swinburne University of Technology","host_organization_lineage":["https://openalex.org/I57093077"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"First Euro-China Conference on Intelligent Data Analysis and Applications, Shenzhen, China, 13\u201315 June, 2014 / Jeng-Shyang Pan, Vaclav Snasel, Emilio S. Corchado, Ajith Abraham, Shyue-Liang Wang (eds.), pp. 127-136","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W84428182","https://openalex.org/W133371706","https://openalex.org/W1481105534","https://openalex.org/W1970904011","https://openalex.org/W1985512360","https://openalex.org/W1999814123","https://openalex.org/W1999996900","https://openalex.org/W2003584395","https://openalex.org/W2022405913","https://openalex.org/W2030346487","https://openalex.org/W2062219646","https://openalex.org/W2097333415","https://openalex.org/W2127607949","https://openalex.org/W2130410470","https://openalex.org/W2134266056","https://openalex.org/W2154929945","https://openalex.org/W2165522426","https://openalex.org/W2543508429","https://openalex.org/W2797272670","https://openalex.org/W3121904436","https://openalex.org/W4206478455","https://openalex.org/W4239693486","https://openalex.org/W4297974475"],"related_works":["https://openalex.org/W2102148524","https://openalex.org/W2314720829","https://openalex.org/W4385074335","https://openalex.org/W2389270825","https://openalex.org/W2621951291","https://openalex.org/W4319441652","https://openalex.org/W4295442786","https://openalex.org/W155406958","https://openalex.org/W2974739419","https://openalex.org/W4387088901"],"abstract_inverted_index":null,"counts_by_year":[{"year":2022,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":1}],"updated_date":"2026-07-22T07:51:19.307946","created_date":"2025-10-10T00:00:00"}
