{"id":"https://openalex.org/W2284131925","doi":"https://doi.org/10.1007/978-3-642-41278-3_32","title":"Forecasting Financial Time Series Using a Hybrid Self-Organising Neural Model","display_name":"Forecasting Financial Time Series Using a Hybrid Self-Organising Neural Model","publication_year":2013,"publication_date":"2013-01-01","ids":{"openalex":"https://openalex.org/W2284131925","doi":"https://doi.org/10.1007/978-3-642-41278-3_32","mag":"2284131925"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-41278-3_32","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-41278-3_32","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/A5055604226","display_name":"Yicun Ouyang","orcid":null},"institutions":[{"id":"https://openalex.org/I28407311","display_name":"University of Manchester","ror":"https://ror.org/027m9bs27","country_code":"GB","type":"education","lineage":["https://openalex.org/I28407311"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Yicun Ouyang","raw_affiliation_strings":["School of Electrical and Electronic Engineering, The University of Manchester, Manchester, M60 1QD, UK"],"affiliations":[{"raw_affiliation_string":"School of Electrical and Electronic Engineering, The University of Manchester, Manchester, M60 1QD, UK","institution_ids":["https://openalex.org/I28407311"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5055149475","display_name":"Hujun Yin","orcid":"https://orcid.org/0000-0002-9198-5401"},"institutions":[{"id":"https://openalex.org/I28407311","display_name":"University of Manchester","ror":"https://ror.org/027m9bs27","country_code":"GB","type":"education","lineage":["https://openalex.org/I28407311"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Hujun Yin","raw_affiliation_strings":["School of Electrical and Electronic Engineering, The University of Manchester, Manchester, M60 1QD, UK","School of Electrical and Electronic Engineering, University of Manchester, UK"],"affiliations":[{"raw_affiliation_string":"School of Electrical and Electronic Engineering, The University of Manchester, Manchester, M60 1QD, UK","institution_ids":["https://openalex.org/I28407311"]},{"raw_affiliation_string":"School of Electrical and Electronic Engineering, University of Manchester, UK","institution_ids":["https://openalex.org/I28407311"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5055604226"],"corresponding_institution_ids":["https://openalex.org/I28407311"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.17147766,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"262","last_page":"269"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9991000294685364,"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"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9991000294685364,"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/T10320","display_name":"Neural Networks and Applications","score":0.9925000071525574,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9865000247955322,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.8342554569244385},{"id":"https://openalex.org/keywords/nonlinear-autoregressive-exogenous-model","display_name":"Nonlinear autoregressive exogenous model","score":0.6965031027793884},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6626376509666443},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.6174432635307312},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.5687402486801147},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.5396584868431091},{"id":"https://openalex.org/keywords/mean-squared-error","display_name":"Mean squared error","score":0.5055234432220459},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.42509615421295166},{"id":"https://openalex.org/keywords/star-model","display_name":"STAR model","score":0.41837477684020996},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.36959388852119446},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.35588598251342773},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3506320118904114},{"id":"https://openalex.org/keywords/autoregressive-integrated-moving-average","display_name":"Autoregressive integrated moving average","score":0.3412044644355774},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.26182350516319275},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.18925374746322632},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.17865148186683655}],"concepts":[{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.8342554569244385},{"id":"https://openalex.org/C42536954","wikidata":"https://www.wikidata.org/wiki/Q7049462","display_name":"Nonlinear autoregressive exogenous model","level":3,"score":0.6965031027793884},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6626376509666443},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6174432635307312},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5687402486801147},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5396584868431091},{"id":"https://openalex.org/C139945424","wikidata":"https://www.wikidata.org/wiki/Q1940696","display_name":"Mean squared error","level":2,"score":0.5055234432220459},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.42509615421295166},{"id":"https://openalex.org/C194657046","wikidata":"https://www.wikidata.org/wiki/Q7394685","display_name":"STAR model","level":4,"score":0.41837477684020996},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.36959388852119446},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.35588598251342773},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3506320118904114},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.3412044644355774},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.26182350516319275},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.18925374746322632},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.17865148186683655},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","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/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/978-3-642-41278-3_32","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-41278-3_32","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"},{"id":"pmh:oai:pure.atira.dk:openaire_cris_publications/f7b19b61-0ef5-4282-a4d1-c525772b65f5","is_oa":false,"landing_page_url":"https://research.manchester.ac.uk/en/publications/f7b19b61-0ef5-4282-a4d1-c525772b65f5","pdf_url":null,"source":{"id":"https://openalex.org/S4306400662","display_name":"Research Explorer (The University of Manchester)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I28407311","host_organization_name":"University of Manchester","host_organization_lineage":["https://openalex.org/I28407311"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Ouyang, Y & Yin, H 2013, Forecasting financial time series using a hybrid self-organising neural model. in Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)|Lect. Notes Comput. Sci.. vol. 8206, pp. 262-269, 14th International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2013, Hefei, 1/07/13. https://doi.org/10.1007/978-3-642-41278-3_32","raw_type":"info:eu-repo/semantics/publishedVersion"},{"id":"pmh:oai:pure.atira.dk:publications/f7b19b61-0ef5-4282-a4d1-c525772b65f5","is_oa":false,"landing_page_url":"https://www.research.manchester.ac.uk/portal/en/publications/forecasting-financial-time-series-using-a-hybrid-selforganising-neural-model(f7b19b61-0ef5-4282-a4d1-c525772b65f5).html","pdf_url":null,"source":{"id":"https://openalex.org/S4306400662","display_name":"Research Explorer (The University of Manchester)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I28407311","host_organization_name":"University of Manchester","host_organization_lineage":["https://openalex.org/I28407311"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Ouyang, Y & Yin, H 2013, Forecasting financial time series using a hybrid self-organising neural model. in Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)|Lect. Notes Comput. Sci.. vol. 8206, pp. 262-269, 14th International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2013, Hefei, 1/07/13. https://doi.org/10.1007/978-3-642-41278-3_32","raw_type":"info:eu-repo/semantics/publishedVersion"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W1502702560","https://openalex.org/W1512416947","https://openalex.org/W1533123643","https://openalex.org/W1582813132","https://openalex.org/W1586335931","https://openalex.org/W2016210396","https://openalex.org/W2031520589","https://openalex.org/W2040255839","https://openalex.org/W2074477564","https://openalex.org/W2097856579","https://openalex.org/W2115394511","https://openalex.org/W2117829824","https://openalex.org/W2134752891","https://openalex.org/W2149608381","https://openalex.org/W2153787847","https://openalex.org/W2163960716","https://openalex.org/W2166322089","https://openalex.org/W2414376918","https://openalex.org/W2489540272","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W2439807930","https://openalex.org/W2606910468","https://openalex.org/W3116827148","https://openalex.org/W4287185323","https://openalex.org/W304218021","https://openalex.org/W3123153965","https://openalex.org/W2154965898","https://openalex.org/W2098152933","https://openalex.org/W4401169915","https://openalex.org/W2349019353"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}