{"id":"https://openalex.org/W2059335753","doi":"https://doi.org/10.1007/s00180-014-0543-9","title":"Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns","display_name":"Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns","publication_year":2014,"publication_date":"2014-11-18","ids":{"openalex":"https://openalex.org/W2059335753","doi":"https://doi.org/10.1007/s00180-014-0543-9","mag":"2059335753"},"language":"en","primary_location":{"id":"doi:10.1007/s00180-014-0543-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00180-014-0543-9","pdf_url":null,"source":{"id":"https://openalex.org/S8500805","display_name":"Computational Statistics","issn_l":"0943-4062","issn":["0943-4062","1613-9658"],"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Statistics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.18452/4143","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100631621","display_name":"Shiyi Chen","orcid":"https://orcid.org/0000-0001-9190-3122"},"institutions":[{"id":"https://openalex.org/I24943067","display_name":"Fudan University","ror":"https://ror.org/013q1eq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I24943067"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Shiyi Chen","raw_affiliation_strings":["China Center for Economic Studies, School of Economics, Fudan University, Handan Road 220, Shanghai, 200433, China"],"affiliations":[{"raw_affiliation_string":"China Center for Economic Studies, School of Economics, Fudan University, Handan Road 220, Shanghai, 200433, China","institution_ids":["https://openalex.org/I24943067"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5108628648","display_name":"Kiho Jeong","orcid":null},"institutions":[{"id":"https://openalex.org/I31419693","display_name":"Kyungpook National University","ror":"https://ror.org/040c17130","country_code":"KR","type":"education","lineage":["https://openalex.org/I31419693"]}],"countries":["KR"],"is_corresponding":true,"raw_author_name":"Kiho Jeong","raw_affiliation_strings":["School of Economics and Trade, Kyungpook National University, Sankyuk-dong 1370, Daegu, 702-701, Korea"],"affiliations":[{"raw_affiliation_string":"School of Economics and Trade, Kyungpook National University, Sankyuk-dong 1370, Daegu, 702-701, Korea","institution_ids":["https://openalex.org/I31419693"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5053742635","display_name":"Wolfgang Karl H\u00e4rdle","orcid":"https://orcid.org/0000-0001-5600-3014"},"institutions":[{"id":"https://openalex.org/I39343248","display_name":"Humboldt-Universit\u00e4t zu Berlin","ror":"https://ror.org/01hcx6992","country_code":"DE","type":"education","lineage":["https://openalex.org/I39343248"]},{"id":"https://openalex.org/I79891267","display_name":"Singapore Management University","ror":"https://ror.org/050qmg959","country_code":"SG","type":"education","lineage":["https://openalex.org/I79891267"]}],"countries":["DE","SG"],"is_corresponding":false,"raw_author_name":"Wolfgang K. H\u00e4rdle","raw_affiliation_strings":["Center for Applied Statistics and Economics, Humboldt-Universit\u00e4t zu Berlin, Spandauer Stra\u00dfe 1, 10178, Berlin, Germany","Lee Kong Chian School of Business, Singapore Management University, Singapore, Singapore"],"affiliations":[{"raw_affiliation_string":"Center for Applied Statistics and Economics, Humboldt-Universit\u00e4t zu Berlin, Spandauer Stra\u00dfe 1, 10178, Berlin, Germany","institution_ids":["https://openalex.org/I39343248"]},{"raw_affiliation_string":"Lee Kong Chian School of Business, Singapore Management University, Singapore, Singapore","institution_ids":["https://openalex.org/I79891267"]}]}],"institutions":[],"countries_distinct_count":4,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5100631621","https://openalex.org/A5108628648"],"corresponding_institution_ids":["https://openalex.org/I24943067","https://openalex.org/I31419693"],"apc_list":{"value":2490,"currency":"EUR","value_usd":3090},"apc_paid":null,"fwci":0.8363,"has_fulltext":false,"cited_by_count":14,"citation_normalized_percentile":{"value":0.78445474,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":"30","issue":"3","first_page":"821","last_page":"843"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9987000226974487,"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":0.9987000226974487,"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":0.9919000267982483,"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.9861000180244446,"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\u2013moving-average-model","display_name":"Autoregressive\u2013moving-average model","score":0.7091532945632935},{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.6591729521751404},{"id":"https://openalex.org/keywords/support-vector-machine","display_name":"Support vector machine","score":0.6324515342712402},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.5748488903045654},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5285312533378601},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4326733350753784},{"id":"https://openalex.org/keywords/regression","display_name":"Regression","score":0.41534921526908875},{"id":"https://openalex.org/keywords/moving-average","display_name":"Moving average","score":0.4120444357395172},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3550392985343933},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.28011494874954224},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.2572473883628845},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.20422393083572388}],"concepts":[{"id":"https://openalex.org/C74883015","wikidata":"https://www.wikidata.org/wiki/Q290467","display_name":"Autoregressive\u2013moving-average model","level":3,"score":0.7091532945632935},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.6591729521751404},{"id":"https://openalex.org/C12267149","wikidata":"https://www.wikidata.org/wiki/Q282453","display_name":"Support vector machine","level":2,"score":0.6324515342712402},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5748488903045654},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5285312533378601},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4326733350753784},{"id":"https://openalex.org/C83546350","wikidata":"https://www.wikidata.org/wiki/Q1139051","display_name":"Regression","level":2,"score":0.41534921526908875},{"id":"https://openalex.org/C175706884","wikidata":"https://www.wikidata.org/wiki/Q1130194","display_name":"Moving average","level":2,"score":0.4120444357395172},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3550392985343933},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.28011494874954224},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.2572473883628845},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.20422393083572388},{"id":"https://openalex.org/C13280743","wikidata":"https://www.wikidata.org/wiki/Q131089","display_name":"Geodesy","level":1,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s00180-014-0543-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00180-014-0543-9","pdf_url":null,"source":{"id":"https://openalex.org/S8500805","display_name":"Computational Statistics","issn_l":"0943-4062","issn":["0943-4062","1613-9658"],"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Statistics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:compst:v:30:y:2015:i:3:p:821-843","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s00180-014-0543-9","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"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":"article"},{"id":"pmh:oai:edoc.hu-berlin.de:18452/4795","is_oa":false,"landing_page_url":"http://edoc.hu-berlin.de/18452/4795","pdf_url":null,"source":{"id":"https://openalex.org/S4306400923","display_name":"edoc Publication server (Humboldt University of Berlin)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I39343248","host_organization_name":"Humboldt-Universit\u00e4t zu Berlin","host_organization_lineage":["https://openalex.org/I39343248"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"workingPaper"},{"id":"doi:10.18452/4143","is_oa":true,"landing_page_url":"https://doi.org/10.18452/4143","pdf_url":null,"source":{"id":"https://openalex.org/S4306400923","display_name":"edoc Publication server (Humboldt University of Berlin)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I39343248","host_organization_name":"Humboldt-Universit\u00e4t zu Berlin","host_organization_lineage":["https://openalex.org/I39343248"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"doi:10.18452/4143","is_oa":true,"landing_page_url":"https://doi.org/10.18452/4143","pdf_url":null,"source":{"id":"https://openalex.org/S4306400923","display_name":"edoc Publication server (Humboldt University of Berlin)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I39343248","host_organization_name":"Humboldt-Universit\u00e4t zu Berlin","host_organization_lineage":["https://openalex.org/I39343248"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth","score":0.5400000214576721}],"awards":[],"funders":[{"id":"https://openalex.org/F4320323180","display_name":"University of British Columbia","ror":"https://ror.org/03rmrcq20"},{"id":"https://openalex.org/F4320337696","display_name":"School of Natural Sciences, Mathematics, and Engineering, California State University, Bakersfield","ror":null}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":47,"referenced_works":["https://openalex.org/W60799214","https://openalex.org/W562573414","https://openalex.org/W1487901402","https://openalex.org/W1493047750","https://openalex.org/W1496317909","https://openalex.org/W1560724230","https://openalex.org/W1562541103","https://openalex.org/W1572666669","https://openalex.org/W1629040618","https://openalex.org/W1964796919","https://openalex.org/W1966106237","https://openalex.org/W1970140636","https://openalex.org/W1986067892","https://openalex.org/W1990131178","https://openalex.org/W1993922907","https://openalex.org/W2014884975","https://openalex.org/W2015393497","https://openalex.org/W2018980855","https://openalex.org/W2042038728","https://openalex.org/W2044503966","https://openalex.org/W2055000402","https://openalex.org/W2065902930","https://openalex.org/W2068438324","https://openalex.org/W2085150224","https://openalex.org/W2108446661","https://openalex.org/W2111440106","https://openalex.org/W2117178635","https://openalex.org/W2120879667","https://openalex.org/W2125736403","https://openalex.org/W2140094334","https://openalex.org/W2141394518","https://openalex.org/W2145344497","https://openalex.org/W2148603752","https://openalex.org/W2156909104","https://openalex.org/W2161642013","https://openalex.org/W2285257517","https://openalex.org/W2313953460","https://openalex.org/W2489503670","https://openalex.org/W2798058877","https://openalex.org/W3023786531","https://openalex.org/W3023906401","https://openalex.org/W3125696988","https://openalex.org/W3133056632","https://openalex.org/W3143536790","https://openalex.org/W4214768508","https://openalex.org/W4229539396","https://openalex.org/W4291327732"],"related_works":["https://openalex.org/W2036994430","https://openalex.org/W2413726729","https://openalex.org/W3190289737","https://openalex.org/W1985666753","https://openalex.org/W2384744720","https://openalex.org/W2367697829","https://openalex.org/W2364898010","https://openalex.org/W2032185337","https://openalex.org/W1968965481","https://openalex.org/W3115491726"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2015,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}