{"id":"https://openalex.org/W2789529357","doi":"https://doi.org/10.1007/978-3-319-75429-1_21","title":"On a Generalized Method of Combining Predictive Distributions for Stock Market Index","display_name":"On a Generalized Method of Combining Predictive Distributions for Stock Market Index","publication_year":2018,"publication_date":"2018-01-01","ids":{"openalex":"https://openalex.org/W2789529357","doi":"https://doi.org/10.1007/978-3-319-75429-1_21","mag":"2789529357"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-75429-1_21","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-75429-1_21","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","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/A5058777096","display_name":"Son Phuc Nguyen","orcid":null},"institutions":[{"id":"https://openalex.org/I4387155442","display_name":"University of Economics and Law","ror":"https://ror.org/0138jhg57","country_code":null,"type":"education","lineage":["https://openalex.org/I123565023","https://openalex.org/I4387155442"]},{"id":"https://openalex.org/I181727666","display_name":"University of Economics Ho Chi Minh City","ror":"https://ror.org/010yce376","country_code":"VN","type":"education","lineage":["https://openalex.org/I181727666"]},{"id":"https://openalex.org/I123565023","display_name":"Vietnam National University Ho Chi Minh City","ror":"https://ror.org/00waaqh38","country_code":"VN","type":"education","lineage":["https://openalex.org/I123565023"]}],"countries":["VN"],"is_corresponding":true,"raw_author_name":"Son Phuc Nguyen","raw_affiliation_strings":["Department of Mathematics, University of Economics and Law, VNU-HCM, Ho Chi Minh city, Vietnam"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Economics and Law, VNU-HCM, Ho Chi Minh city, Vietnam","institution_ids":["https://openalex.org/I181727666","https://openalex.org/I123565023","https://openalex.org/I4387155442"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5110546267","display_name":"Uyen Pham","orcid":null},"institutions":[{"id":"https://openalex.org/I181727666","display_name":"University of Economics Ho Chi Minh City","ror":"https://ror.org/010yce376","country_code":"VN","type":"education","lineage":["https://openalex.org/I181727666"]},{"id":"https://openalex.org/I123565023","display_name":"Vietnam National University Ho Chi Minh City","ror":"https://ror.org/00waaqh38","country_code":"VN","type":"education","lineage":["https://openalex.org/I123565023"]},{"id":"https://openalex.org/I4387155442","display_name":"University of Economics and Law","ror":"https://ror.org/0138jhg57","country_code":null,"type":"education","lineage":["https://openalex.org/I123565023","https://openalex.org/I4387155442"]}],"countries":["VN"],"is_corresponding":false,"raw_author_name":"Uyen Hoang Pham","raw_affiliation_strings":["Department of Mathematics, University of Economics and Law, VNU-HCM, Ho Chi Minh city, Vietnam"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Economics and Law, VNU-HCM, Ho Chi Minh city, Vietnam","institution_ids":["https://openalex.org/I181727666","https://openalex.org/I123565023","https://openalex.org/I4387155442"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5079865765","display_name":"Thien Dinh Nguyen","orcid":null},"institutions":[{"id":"https://openalex.org/I123565023","display_name":"Vietnam National University Ho Chi Minh City","ror":"https://ror.org/00waaqh38","country_code":"VN","type":"education","lineage":["https://openalex.org/I123565023"]},{"id":"https://openalex.org/I4387155442","display_name":"University of Economics and Law","ror":"https://ror.org/0138jhg57","country_code":null,"type":"education","lineage":["https://openalex.org/I123565023","https://openalex.org/I4387155442"]},{"id":"https://openalex.org/I181727666","display_name":"University of Economics Ho Chi Minh City","ror":"https://ror.org/010yce376","country_code":"VN","type":"education","lineage":["https://openalex.org/I181727666"]}],"countries":["VN"],"is_corresponding":false,"raw_author_name":"Thien Dinh Nguyen","raw_affiliation_strings":["CEFR, University of Economics and Law, VNU-HCM, Ho Chi Minh city, Vietnam"],"affiliations":[{"raw_affiliation_string":"CEFR, University of Economics and Law, VNU-HCM, Ho Chi Minh city, Vietnam","institution_ids":["https://openalex.org/I181727666","https://openalex.org/I123565023","https://openalex.org/I4387155442"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5058777096"],"corresponding_institution_ids":["https://openalex.org/I123565023","https://openalex.org/I181727666","https://openalex.org/I4387155442"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.02596461,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"253","last_page":"263"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9915000200271606,"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":0.9915000200271606,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9769999980926514,"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.9757000207901001,"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/econometrics","display_name":"Econometrics","score":0.652794361114502},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6354999542236328},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.5837361812591553},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5731096267700195},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.566868007183075},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.5638691186904907},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.5255295634269714},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.4357338845729828},{"id":"https://openalex.org/keywords/bayesian-inference","display_name":"Bayesian inference","score":0.42920786142349243},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2075873613357544},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.20570805668830872}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.652794361114502},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6354999542236328},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.5837361812591553},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5731096267700195},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.566868007183075},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.5638691186904907},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.5255295634269714},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.4357338845729828},{"id":"https://openalex.org/C160234255","wikidata":"https://www.wikidata.org/wiki/Q812535","display_name":"Bayesian inference","level":3,"score":0.42920786142349243},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2075873613357544},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.20570805668830872},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","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":1,"locations":[{"id":"doi:10.1007/978-3-319-75429-1_21","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-75429-1_21","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W1579271636","https://openalex.org/W1999996900","https://openalex.org/W2013206978","https://openalex.org/W2043462999","https://openalex.org/W2087204158","https://openalex.org/W2127803921","https://openalex.org/W2167264489","https://openalex.org/W2263098707","https://openalex.org/W2296872882","https://openalex.org/W2577537660","https://openalex.org/W2796293253","https://openalex.org/W3122142519","https://openalex.org/W3125454814"],"related_works":["https://openalex.org/W2990652064","https://openalex.org/W3134659362","https://openalex.org/W3123122373","https://openalex.org/W4386639254","https://openalex.org/W2360554747","https://openalex.org/W2407375987","https://openalex.org/W2505726097","https://openalex.org/W3208509893","https://openalex.org/W2950975704","https://openalex.org/W2611464132"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}