{"id":"https://openalex.org/W2586730128","doi":"https://doi.org/10.1007/978-3-319-50742-2_17","title":"International Yield Curve Prediction with Common Functional Principal Component Analysis","display_name":"International Yield Curve Prediction with Common Functional Principal Component Analysis","publication_year":2017,"publication_date":"2017-01-01","ids":{"openalex":"https://openalex.org/W2586730128","doi":"https://doi.org/10.1007/978-3-319-50742-2_17","mag":"2586730128"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-50742-2_17","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-50742-2_17","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/A5102255980","display_name":"Jiejie Zhang","orcid":null},"institutions":[{"id":"https://openalex.org/I165932596","display_name":"National University of Singapore","ror":"https://ror.org/01tgyzw49","country_code":"SG","type":"education","lineage":["https://openalex.org/I165932596"]}],"countries":["SG"],"is_corresponding":true,"raw_author_name":"Jiejie Zhang","raw_affiliation_strings":["Department of Statistics and Applied Probability, National University of Singapore, Singapore, Singapore"],"affiliations":[{"raw_affiliation_string":"Department of Statistics and Applied Probability, National University of Singapore, Singapore, Singapore","institution_ids":["https://openalex.org/I165932596"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100383036","display_name":"Ying Chen","orcid":"https://orcid.org/0000-0002-1237-7898"},"institutions":[{"id":"https://openalex.org/I165932596","display_name":"National University of Singapore","ror":"https://ror.org/01tgyzw49","country_code":"SG","type":"education","lineage":["https://openalex.org/I165932596"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Ying Chen","raw_affiliation_strings":["Department of Statistics and Applied Probability, National University of Singapore, Singapore, Singapore"],"affiliations":[{"raw_affiliation_string":"Department of Statistics and Applied Probability, National University of Singapore, Singapore, Singapore","institution_ids":["https://openalex.org/I165932596"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5102386612","display_name":"Stefan Klotz","orcid":null},"institutions":[{"id":"https://openalex.org/I62916508","display_name":"Technical University of Munich","ror":"https://ror.org/02kkvpp62","country_code":"DE","type":"education","lineage":["https://openalex.org/I62916508"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Stefan Klotz","raw_affiliation_strings":["Center for Mathematics, Technische Universit\u00e4t M\u00fcnchen, Munich, Germany"],"affiliations":[{"raw_affiliation_string":"Center for Mathematics, Technische Universit\u00e4t M\u00fcnchen, Munich, Germany","institution_ids":["https://openalex.org/I62916508"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5003002862","display_name":"Kian Guan Lim","orcid":"https://orcid.org/0000-0002-9001-0944"},"institutions":[{"id":"https://openalex.org/I79891267","display_name":"Singapore Management University","ror":"https://ror.org/050qmg959","country_code":"SG","type":"education","lineage":["https://openalex.org/I79891267"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Kian Guan Lim","raw_affiliation_strings":["Lee Kong Chian School of Business, Singapore Management University, Singapore, Singapore"],"affiliations":[{"raw_affiliation_string":"Lee Kong Chian School of Business, Singapore Management University, Singapore, Singapore","institution_ids":["https://openalex.org/I79891267"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5102255980"],"corresponding_institution_ids":["https://openalex.org/I165932596"],"apc_list":null,"apc_paid":null,"fwci":2.5565,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.90586701,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"287","last_page":"304"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9975000023841858,"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"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9975000023841858,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9937999844551086,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.9847000241279602,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/principal-component-analysis","display_name":"Principal component analysis","score":0.835191011428833},{"id":"https://openalex.org/keywords/yield-curve","display_name":"Yield curve","score":0.7502478361129761},{"id":"https://openalex.org/keywords/yield","display_name":"Yield (engineering)","score":0.702498733997345},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5932374596595764},{"id":"https://openalex.org/keywords/factor-analysis","display_name":"Factor analysis","score":0.5217869281768799},{"id":"https://openalex.org/keywords/component","display_name":"Component (thermodynamics)","score":0.5187771320343018},{"id":"https://openalex.org/keywords/functional-principal-component-analysis","display_name":"Functional principal component analysis","score":0.4963682293891907},{"id":"https://openalex.org/keywords/vector-autoregression","display_name":"Vector autoregression","score":0.49168068170547485},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.4478625953197479},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.35011863708496094},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3412162661552429},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.33234766125679016},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.19115641713142395},{"id":"https://openalex.org/keywords/interest-rate","display_name":"Interest rate","score":0.13193118572235107},{"id":"https://openalex.org/keywords/macroeconomics","display_name":"Macroeconomics","score":0.06131094694137573}],"concepts":[{"id":"https://openalex.org/C27438332","wikidata":"https://www.wikidata.org/wiki/Q2873","display_name":"Principal component analysis","level":2,"score":0.835191011428833},{"id":"https://openalex.org/C176230804","wikidata":"https://www.wikidata.org/wiki/Q205257","display_name":"Yield curve","level":3,"score":0.7502478361129761},{"id":"https://openalex.org/C134121241","wikidata":"https://www.wikidata.org/wiki/Q899301","display_name":"Yield (engineering)","level":2,"score":0.702498733997345},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5932374596595764},{"id":"https://openalex.org/C10879293","wikidata":"https://www.wikidata.org/wiki/Q726474","display_name":"Factor analysis","level":2,"score":0.5217869281768799},{"id":"https://openalex.org/C168167062","wikidata":"https://www.wikidata.org/wiki/Q1117970","display_name":"Component (thermodynamics)","level":2,"score":0.5187771320343018},{"id":"https://openalex.org/C71176878","wikidata":"https://www.wikidata.org/wiki/Q17014987","display_name":"Functional principal component analysis","level":3,"score":0.4963682293891907},{"id":"https://openalex.org/C133029050","wikidata":"https://www.wikidata.org/wiki/Q385593","display_name":"Vector autoregression","level":2,"score":0.49168068170547485},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.4478625953197479},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.35011863708496094},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3412162661552429},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.33234766125679016},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.19115641713142395},{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.13193118572235107},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.06131094694137573},{"id":"https://openalex.org/C191897082","wikidata":"https://www.wikidata.org/wiki/Q11467","display_name":"Metallurgy","level":1,"score":0.0},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-319-50742-2_17","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-50742-2_17","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"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.5199999809265137,"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W77473095","https://openalex.org/W163215356","https://openalex.org/W349440686","https://openalex.org/W1509107490","https://openalex.org/W1595921853","https://openalex.org/W1840218356","https://openalex.org/W1993501392","https://openalex.org/W1996914119","https://openalex.org/W1998577249","https://openalex.org/W2008367927","https://openalex.org/W2020048384","https://openalex.org/W2029865151","https://openalex.org/W2042972495","https://openalex.org/W2069814966","https://openalex.org/W2072000955","https://openalex.org/W2077252204","https://openalex.org/W2105103619","https://openalex.org/W2106978978","https://openalex.org/W2136241359","https://openalex.org/W2144148350","https://openalex.org/W2156885399","https://openalex.org/W2159723913","https://openalex.org/W2164777891","https://openalex.org/W2289040383","https://openalex.org/W2949537047","https://openalex.org/W3023223302","https://openalex.org/W3100943941","https://openalex.org/W3103855587","https://openalex.org/W3121150054","https://openalex.org/W3122744944","https://openalex.org/W3124477952"],"related_works":["https://openalex.org/W1485851347","https://openalex.org/W3196086590","https://openalex.org/W3197822338","https://openalex.org/W3125321703","https://openalex.org/W994842045","https://openalex.org/W2241319781","https://openalex.org/W3122134870","https://openalex.org/W3147638190","https://openalex.org/W4309869963","https://openalex.org/W2790082457"],"abstract_inverted_index":null,"counts_by_year":[{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}