{"id":"https://openalex.org/W2406447382","doi":"https://doi.org/10.1007/978-3-319-26470-7_6","title":"Sensitivity Estimation Using Likelihood Ratio Method with Fixed-Sample-Path Principle","display_name":"Sensitivity Estimation Using Likelihood Ratio Method with Fixed-Sample-Path Principle","publication_year":2015,"publication_date":"2015-01-01","ids":{"openalex":"https://openalex.org/W2406447382","doi":"https://doi.org/10.1007/978-3-319-26470-7_6","mag":"2406447382"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-26470-7_6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-26470-7_6","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/A5109231898","display_name":"K. Fukuda","orcid":null},"institutions":[{"id":"https://openalex.org/I65143321","display_name":"Hitachi (Japan)","ror":"https://ror.org/02exqgm79","country_code":"JP","type":"company","lineage":["https://openalex.org/I65143321"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Koji Fukuda","raw_affiliation_strings":["Central Research Laboratory, Hitachi, Ltd, Kokubunji-shi, Tokyo, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Central Research Laboratory, Hitachi, Ltd, Kokubunji-shi, Tokyo, Japan","institution_ids":["https://openalex.org/I65143321"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5011625983","display_name":"Yasuyuki Kudo","orcid":"https://orcid.org/0000-0001-6476-8148"},"institutions":[{"id":"https://openalex.org/I65143321","display_name":"Hitachi (Japan)","ror":"https://ror.org/02exqgm79","country_code":"JP","type":"company","lineage":["https://openalex.org/I65143321"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Yasuyuki Kudo","raw_affiliation_strings":["Central Research Laboratory, Hitachi, Ltd, Kokubunji-shi, Tokyo, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Central Research Laboratory, Hitachi, Ltd, Kokubunji-shi, Tokyo, Japan","institution_ids":["https://openalex.org/I65143321"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.11617934,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"107","last_page":"130"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9886000156402588,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9886000156402588,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9848999977111816,"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/T11720","display_name":"Probability and Risk Models","score":0.9488000273704529,"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/mathematics","display_name":"Mathematics","score":0.6087464690208435},{"id":"https://openalex.org/keywords/path","display_name":"Path (computing)","score":0.5197767615318298},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.5156294107437134},{"id":"https://openalex.org/keywords/sample","display_name":"Sample (material)","score":0.5061065554618835},{"id":"https://openalex.org/keywords/sensitivity","display_name":"Sensitivity (control systems)","score":0.4945075213909149},{"id":"https://openalex.org/keywords/random-variable","display_name":"Random variable","score":0.4661259651184082},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.4491262435913086},{"id":"https://openalex.org/keywords/probability-density-function","display_name":"Probability density function","score":0.4471644163131714},{"id":"https://openalex.org/keywords/residual","display_name":"Residual","score":0.43567007780075073},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.30531004071235657},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.28208863735198975}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6087464690208435},{"id":"https://openalex.org/C2777735758","wikidata":"https://www.wikidata.org/wiki/Q817765","display_name":"Path (computing)","level":2,"score":0.5197767615318298},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5156294107437134},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.5061065554618835},{"id":"https://openalex.org/C21200559","wikidata":"https://www.wikidata.org/wiki/Q7451068","display_name":"Sensitivity (control systems)","level":2,"score":0.4945075213909149},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.4661259651184082},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.4491262435913086},{"id":"https://openalex.org/C197055811","wikidata":"https://www.wikidata.org/wiki/Q207522","display_name":"Probability density function","level":2,"score":0.4471644163131714},{"id":"https://openalex.org/C155512373","wikidata":"https://www.wikidata.org/wiki/Q287450","display_name":"Residual","level":2,"score":0.43567007780075073},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.30531004071235657},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.28208863735198975},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0},{"id":"https://openalex.org/C24326235","wikidata":"https://www.wikidata.org/wiki/Q126095","display_name":"Electronic engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-319-26470-7_6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-26470-7_6","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"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W182014611","https://openalex.org/W1531253382","https://openalex.org/W1602773783","https://openalex.org/W1965786092","https://openalex.org/W1998073053","https://openalex.org/W2006036383","https://openalex.org/W2122272911","https://openalex.org/W2130584997","https://openalex.org/W4211118808","https://openalex.org/W4243489454"],"related_works":["https://openalex.org/W2387136268","https://openalex.org/W2355760814","https://openalex.org/W2028225975","https://openalex.org/W2373670823","https://openalex.org/W2391213251","https://openalex.org/W2076078510","https://openalex.org/W2365843888","https://openalex.org/W2242259016","https://openalex.org/W2364639542","https://openalex.org/W2103565019"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}