{"id":"https://openalex.org/W2884498294","doi":"https://doi.org/10.1007/978-3-319-95098-3_22","title":"Yield Curve Estimation Under Extreme Conditions: Do RBF Networks Perform Better?","display_name":"Yield Curve Estimation Under Extreme Conditions: Do RBF Networks Perform Better?","publication_year":2018,"publication_date":"2018-07-21","ids":{"openalex":"https://openalex.org/W2884498294","doi":"https://doi.org/10.1007/978-3-319-95098-3_22","mag":"2884498294"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-95098-3_22","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-95098-3_22","pdf_url":null,"source":{"id":"https://openalex.org/S4210172046","display_name":"Smart innovation, systems and technologies","issn_l":"2190-3018","issn":["2190-3018","2190-3026"],"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":"Smart Innovation, Systems and Technologies","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/A5069917770","display_name":"Alessia Cafferata","orcid":"https://orcid.org/0000-0003-3618-9020"},"institutions":[{"id":"https://openalex.org/I83816512","display_name":"University of Genoa","ror":"https://ror.org/0107c5v14","country_code":"IT","type":"education","lineage":["https://openalex.org/I83816512"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Alessia Cafferata","raw_affiliation_strings":["DIEC, University of Genova, via Vivaldi 5, 16126, Genova, Italy"],"affiliations":[{"raw_affiliation_string":"DIEC, University of Genova, via Vivaldi 5, 16126, Genova, Italy","institution_ids":["https://openalex.org/I83816512"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5112859309","display_name":"Pier Giuseppe Giribone","orcid":"https://orcid.org/0000-0002-4922-9135"},"institutions":[{"id":"https://openalex.org/I103737770","display_name":"Bank of Italy","ror":"https://ror.org/03v2nbx43","country_code":"IT","type":"funder","lineage":["https://openalex.org/I103737770"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Pier Giuseppe Giribone","raw_affiliation_strings":["Banca Carige, Financial Engineering and Pricing, Genova, Italy"],"affiliations":[{"raw_affiliation_string":"Banca Carige, Financial Engineering and Pricing, Genova, Italy","institution_ids":["https://openalex.org/I103737770"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5020145780","display_name":"Marco Neffelli","orcid":"https://orcid.org/0000-0002-3093-9823"},"institutions":[{"id":"https://openalex.org/I83816512","display_name":"University of Genoa","ror":"https://ror.org/0107c5v14","country_code":"IT","type":"education","lineage":["https://openalex.org/I83816512"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Marco Neffelli","raw_affiliation_strings":["DIEC, University of Genova, via Vivaldi 5, 16126, Genova, Italy"],"affiliations":[{"raw_affiliation_string":"DIEC, University of Genova, via Vivaldi 5, 16126, Genova, Italy","institution_ids":["https://openalex.org/I83816512"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5014840665","display_name":"Marina Resta","orcid":"https://orcid.org/0000-0003-0994-9151"},"institutions":[{"id":"https://openalex.org/I83816512","display_name":"University of Genoa","ror":"https://ror.org/0107c5v14","country_code":"IT","type":"education","lineage":["https://openalex.org/I83816512"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Marina Resta","raw_affiliation_strings":["DIEC, University of Genova, via Vivaldi 5, 16126, Genova, Italy"],"affiliations":[{"raw_affiliation_string":"DIEC, University of Genova, via Vivaldi 5, 16126, Genova, Italy","institution_ids":["https://openalex.org/I83816512"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5069917770"],"corresponding_institution_ids":["https://openalex.org/I83816512"],"apc_list":null,"apc_paid":null,"fwci":16.4573,"has_fulltext":false,"cited_by_count":12,"citation_normalized_percentile":{"value":0.98769721,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"241","last_page":"251"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9986000061035156,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9986000061035156,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9927999973297119,"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/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9828000068664551,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/yield-curve","display_name":"Yield curve","score":0.8917524814605713},{"id":"https://openalex.org/keywords/swap","display_name":"Swap (finance)","score":0.6187570095062256},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.60732501745224},{"id":"https://openalex.org/keywords/interest-rate-swap","display_name":"Interest rate swap","score":0.5779904127120972},{"id":"https://openalex.org/keywords/parametric-statistics","display_name":"Parametric statistics","score":0.5497456789016724},{"id":"https://openalex.org/keywords/extreme-value-theory","display_name":"Extreme value theory","score":0.47605133056640625},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.47599685192108154},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.44787436723709106},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.43970224261283875},{"id":"https://openalex.org/keywords/interest-rate","display_name":"Interest rate","score":0.35334059596061707},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.339325875043869},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.24242046475410461}],"concepts":[{"id":"https://openalex.org/C176230804","wikidata":"https://www.wikidata.org/wiki/Q205257","display_name":"Yield curve","level":3,"score":0.8917524814605713},{"id":"https://openalex.org/C99821215","wikidata":"https://www.wikidata.org/wiki/Q1136583","display_name":"Swap (finance)","level":2,"score":0.6187570095062256},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.60732501745224},{"id":"https://openalex.org/C99560960","wikidata":"https://www.wikidata.org/wiki/Q205258","display_name":"Interest rate swap","level":3,"score":0.5779904127120972},{"id":"https://openalex.org/C117251300","wikidata":"https://www.wikidata.org/wiki/Q1849855","display_name":"Parametric statistics","level":2,"score":0.5497456789016724},{"id":"https://openalex.org/C147581598","wikidata":"https://www.wikidata.org/wiki/Q729429","display_name":"Extreme value theory","level":2,"score":0.47605133056640625},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.47599685192108154},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.44787436723709106},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.43970224261283875},{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.35334059596061707},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.339325875043869},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.24242046475410461},{"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/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/978-3-319-95098-3_22","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-95098-3_22","pdf_url":null,"source":{"id":"https://openalex.org/S4210172046","display_name":"Smart innovation, systems and technologies","issn_l":"2190-3018","issn":["2190-3018","2190-3026"],"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":"Smart Innovation, Systems and Technologies","raw_type":"book-chapter"},{"id":"pmh:oai:arpi.unipi.it:11568/1286560","is_oa":false,"landing_page_url":"https://hdl.handle.net/11568/1286560","pdf_url":null,"source":{"id":"https://openalex.org/S4377196265","display_name":"CINECA IRIS Institutial research information system (University of Pisa)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I108290504","host_organization_name":"University of Pisa","host_organization_lineage":["https://openalex.org/I108290504"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/bookPart"},{"id":"pmh:oai:iris.unige.it:11567/883243","is_oa":false,"landing_page_url":"http://hdl.handle.net/11567/883243","pdf_url":null,"source":{"id":"https://openalex.org/S4377196291","display_name":"CINECA IRIS Institutial Research Information System (University of Genoa)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I83816512","host_organization_name":"University of Genoa","host_organization_lineage":["https://openalex.org/I83816512"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/bookPart"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":27,"referenced_works":["https://openalex.org/W94523489","https://openalex.org/W174163236","https://openalex.org/W194625342","https://openalex.org/W1479924245","https://openalex.org/W1499175565","https://openalex.org/W1541400838","https://openalex.org/W1552060925","https://openalex.org/W1582301467","https://openalex.org/W1606420837","https://openalex.org/W1985271755","https://openalex.org/W2076057077","https://openalex.org/W2077252204","https://openalex.org/W2082018632","https://openalex.org/W2088394426","https://openalex.org/W2098608317","https://openalex.org/W2119821739","https://openalex.org/W2161236029","https://openalex.org/W2289745750","https://openalex.org/W2324055780","https://openalex.org/W2477698159","https://openalex.org/W2478616437","https://openalex.org/W2478960646","https://openalex.org/W2591595337","https://openalex.org/W3023340179","https://openalex.org/W3124477952","https://openalex.org/W3125065948","https://openalex.org/W4299007827"],"related_works":["https://openalex.org/W4376274182","https://openalex.org/W2514002320","https://openalex.org/W2047456192","https://openalex.org/W3017272058","https://openalex.org/W4240162963","https://openalex.org/W2475596052","https://openalex.org/W2349254102","https://openalex.org/W577650647","https://openalex.org/W3036851885","https://openalex.org/W1551896853"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":2},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":5},{"year":2018,"cited_by_count":1}],"updated_date":"2026-03-20T23:20:44.827607","created_date":"2025-10-10T00:00:00"}
