{"id":"https://openalex.org/W1590270841","doi":"https://doi.org/10.1007/978-3-540-77477-8_10","title":"Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets","display_name":"Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets","publication_year":2008,"publication_date":"2008-01-01","ids":{"openalex":"https://openalex.org/W1590270841","doi":"https://doi.org/10.1007/978-3-540-77477-8_10","mag":"1590270841"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-540-77477-8_10","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-77477-8_10","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/A5070488532","display_name":"David Edelman","orcid":null},"institutions":[{"id":"https://openalex.org/I100930933","display_name":"University College Dublin","ror":"https://ror.org/05m7pjf47","country_code":"IE","type":"education","lineage":["https://openalex.org/I100930933"]}],"countries":["IE"],"is_corresponding":true,"raw_author_name":"David Edelman","raw_affiliation_strings":["School of Business, University College Dublin, Ireland"],"affiliations":[{"raw_affiliation_string":"School of Business, University College Dublin, Ireland","institution_ids":["https://openalex.org/I100930933"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5070488532"],"corresponding_institution_ids":["https://openalex.org/I100930933"],"apc_list":null,"apc_paid":null,"fwci":1.9701,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.91875,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":96,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"187","last_page":"195"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9868999719619751,"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"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9868999719619751,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.9807000160217285,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9778000116348267,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.674058198928833},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.6480246782302856},{"id":"https://openalex.org/keywords/arbitrage","display_name":"Arbitrage","score":0.6402361392974854},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.524809718132019},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.461595743894577},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.4306170642375946},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.37641000747680664},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.36620032787323},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.36013472080230713},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3247874975204468},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.22594958543777466}],"concepts":[{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.674058198928833},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.6480246782302856},{"id":"https://openalex.org/C160623529","wikidata":"https://www.wikidata.org/wiki/Q273088","display_name":"Arbitrage","level":2,"score":0.6402361392974854},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.524809718132019},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.461595743894577},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.4306170642375946},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.37641000747680664},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.36620032787323},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.36013472080230713},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3247874975204468},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.22594958543777466},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","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},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-540-77477-8_10","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-77477-8_10","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":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W1482521739","https://openalex.org/W1581808154","https://openalex.org/W2010648543","https://openalex.org/W2029056003","https://openalex.org/W2101544483","https://openalex.org/W2105934661","https://openalex.org/W3122961394","https://openalex.org/W3124979809","https://openalex.org/W4230661391","https://openalex.org/W4241584625"],"related_works":["https://openalex.org/W3124616626","https://openalex.org/W4313201391","https://openalex.org/W3123471613","https://openalex.org/W2712612931","https://openalex.org/W2036970742","https://openalex.org/W3121662768","https://openalex.org/W3126115277","https://openalex.org/W2386799696","https://openalex.org/W1510820065","https://openalex.org/W2391382255"],"abstract_inverted_index":null,"counts_by_year":[{"year":2016,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}