{"id":"https://openalex.org/W3004449449","doi":"https://doi.org/10.1007/978-981-15-1468-5_132","title":"Dynamic Model Average for Stock Index Return","display_name":"Dynamic Model Average for Stock Index Return","publication_year":2020,"publication_date":"2020-01-01","ids":{"openalex":"https://openalex.org/W3004449449","doi":"https://doi.org/10.1007/978-981-15-1468-5_132","mag":"3004449449"},"language":"en","primary_location":{"id":"doi:10.1007/978-981-15-1468-5_132","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-981-15-1468-5_132","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5357","issn":["2194-5357","2194-5365"],"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":"Advances in Intelligent Systems and Computing","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/A5110661751","display_name":"Qingyu Meng","orcid":"https://orcid.org/0000-0002-8674-032X"},"institutions":[{"id":"https://openalex.org/I113940042","display_name":"Shanghai University","ror":"https://ror.org/006teas31","country_code":"CN","type":"education","lineage":["https://openalex.org/I113940042"]},{"id":"https://openalex.org/I4210088329","display_name":"Jiading District Central Hospital","ror":"https://ror.org/004j26v17","country_code":"CN","type":"healthcare","lineage":["https://openalex.org/I4210088329"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Qingyu Meng","raw_affiliation_strings":["Shanghai University, Jiading, Shanghai, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Shanghai University, Jiading, Shanghai, China","institution_ids":["https://openalex.org/I113940042","https://openalex.org/I4210088329"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5110661751"],"corresponding_institution_ids":["https://openalex.org/I113940042","https://openalex.org/I4210088329"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.02167651,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1129","last_page":"1138"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9973999857902527,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.9973999857902527,"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":0.9918000102043152,"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/T12368","display_name":"Grey System Theory Applications","score":0.9811000227928162,"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/autoregressive-integrated-moving-average","display_name":"Autoregressive integrated moving average","score":0.760221004486084},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.709428608417511},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.6258292198181152},{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.5296511650085449},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4858834147453308},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.48198097944259644},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.41018790006637573},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.3719217777252197},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.37108901143074036},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.34462758898735046},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.29928457736968994}],"concepts":[{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.760221004486084},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.709428608417511},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.6258292198181152},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.5296511650085449},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4858834147453308},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.48198097944259644},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.41018790006637573},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.3719217777252197},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.37108901143074036},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.34462758898735046},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.29928457736968994},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"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/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-981-15-1468-5_132","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-981-15-1468-5_132","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5357","issn":["2194-5357","2194-5365"],"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":"Advances in Intelligent Systems and Computing","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":11,"referenced_works":["https://openalex.org/W109422374","https://openalex.org/W1972631921","https://openalex.org/W2613486607","https://openalex.org/W2637506213","https://openalex.org/W2752248497","https://openalex.org/W2909641643","https://openalex.org/W2964037664","https://openalex.org/W3101273055","https://openalex.org/W3125380794","https://openalex.org/W3126081245","https://openalex.org/W4240810135"],"related_works":["https://openalex.org/W3175321409","https://openalex.org/W4312561791","https://openalex.org/W2389894046","https://openalex.org/W2215717369","https://openalex.org/W2974356760","https://openalex.org/W4312309719","https://openalex.org/W4313123484","https://openalex.org/W4386362517","https://openalex.org/W2146461990","https://openalex.org/W4200142652"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-08-04T08:18:43.703281","created_date":"2025-10-10T00:00:00"}