{"id":"https://openalex.org/W2162398911","doi":"https://doi.org/10.1007/s00500-014-1301-1","title":"An interest rate model in uncertain environment","display_name":"An interest rate model in uncertain environment","publication_year":2014,"publication_date":"2014-05-05","ids":{"openalex":"https://openalex.org/W2162398911","doi":"https://doi.org/10.1007/s00500-014-1301-1","mag":"2162398911"},"language":"en","primary_location":{"id":"doi:10.1007/s00500-014-1301-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-014-1301-1","pdf_url":null,"source":{"id":"https://openalex.org/S65753830","display_name":"Soft Computing","issn_l":"1432-7643","issn":["1432-7643","1433-7479"],"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":"Soft Computing","raw_type":"journal-article"},"type":"article","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/A5020979663","display_name":"Dengya Jiao","orcid":null},"institutions":[{"id":"https://openalex.org/I99065089","display_name":"Tsinghua University","ror":"https://ror.org/03cve4549","country_code":"CN","type":"education","lineage":["https://openalex.org/I99065089"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Dengya Jiao","raw_affiliation_strings":["Department of Mathematical Sciences, Tsinghua University, Beijing\u00a0, 100084, China"],"affiliations":[{"raw_affiliation_string":"Department of Mathematical Sciences, Tsinghua University, Beijing\u00a0, 100084, China","institution_ids":["https://openalex.org/I99065089"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101666890","display_name":"Kai Yao","orcid":"https://orcid.org/0000-0002-2040-7380"},"institutions":[{"id":"https://openalex.org/I4210165038","display_name":"University of Chinese Academy of Sciences","ror":"https://ror.org/05qbk4x57","country_code":"CN","type":"education","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210165038"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Kai Yao","raw_affiliation_strings":["School of Management, University of Chinese Academy of Sciences, Beijing\u00a0, 100190, China"],"affiliations":[{"raw_affiliation_string":"School of Management, University of Chinese Academy of Sciences, Beijing\u00a0, 100190, China","institution_ids":["https://openalex.org/I4210165038"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5101666890"],"corresponding_institution_ids":["https://openalex.org/I4210165038"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":7.1091,"has_fulltext":false,"cited_by_count":57,"citation_normalized_percentile":{"value":0.9741453,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"19","issue":"3","first_page":"775","last_page":"780"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9958999752998352,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.9811999797821045,"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/interest-rate","display_name":"Interest rate","score":0.8183377981185913},{"id":"https://openalex.org/keywords/coupon","display_name":"Coupon","score":0.8028736114501953},{"id":"https://openalex.org/keywords/zero-coupon-bond","display_name":"Zero-coupon bond","score":0.7686969041824341},{"id":"https://openalex.org/keywords/maturity","display_name":"Maturity (psychological)","score":0.7147394418716431},{"id":"https://openalex.org/keywords/bond","display_name":"Bond","score":0.6505622267723083},{"id":"https://openalex.org/keywords/bond-valuation","display_name":"Bond valuation","score":0.6370925307273865},{"id":"https://openalex.org/keywords/zero","display_name":"Zero (linguistics)","score":0.5852129459381104},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.5421908497810364},{"id":"https://openalex.org/keywords/interest-rate-risk","display_name":"Interest rate risk","score":0.5413070321083069},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.48389777541160583},{"id":"https://openalex.org/keywords/rendleman\u2013bartter-model","display_name":"Rendleman\u2013Bartter model","score":0.4707750976085663},{"id":"https://openalex.org/keywords/short-rate","display_name":"Short rate","score":0.4550500810146332},{"id":"https://openalex.org/keywords/bond-market","display_name":"Bond market","score":0.42374539375305176},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.4205271005630493},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.35308897495269775},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.30501747131347656},{"id":"https://openalex.org/keywords/yield-curve","display_name":"Yield curve","score":0.2740035057067871},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.26939526200294495},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.11532789468765259}],"concepts":[{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.8183377981185913},{"id":"https://openalex.org/C2779307704","wikidata":"https://www.wikidata.org/wiki/Q11794832","display_name":"Coupon","level":2,"score":0.8028736114501953},{"id":"https://openalex.org/C183732909","wikidata":"https://www.wikidata.org/wiki/Q507494","display_name":"Zero-coupon bond","level":3,"score":0.7686969041824341},{"id":"https://openalex.org/C101433766","wikidata":"https://www.wikidata.org/wiki/Q3543263","display_name":"Maturity (psychological)","level":2,"score":0.7147394418716431},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.6505622267723083},{"id":"https://openalex.org/C32959826","wikidata":"https://www.wikidata.org/wiki/Q2361268","display_name":"Bond valuation","level":3,"score":0.6370925307273865},{"id":"https://openalex.org/C2780813799","wikidata":"https://www.wikidata.org/wiki/Q3274237","display_name":"Zero (linguistics)","level":2,"score":0.5852129459381104},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5421908497810364},{"id":"https://openalex.org/C29944286","wikidata":"https://www.wikidata.org/wiki/Q205273","display_name":"Interest rate risk","level":3,"score":0.5413070321083069},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.48389777541160583},{"id":"https://openalex.org/C108018779","wikidata":"https://www.wikidata.org/wiki/Q7312852","display_name":"Rendleman\u2013Bartter model","level":3,"score":0.4707750976085663},{"id":"https://openalex.org/C54775282","wikidata":"https://www.wikidata.org/wiki/Q7502071","display_name":"Short rate","level":4,"score":0.4550500810146332},{"id":"https://openalex.org/C197142791","wikidata":"https://www.wikidata.org/wiki/Q540626","display_name":"Bond market","level":2,"score":0.42374539375305176},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.4205271005630493},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.35308897495269775},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.30501747131347656},{"id":"https://openalex.org/C176230804","wikidata":"https://www.wikidata.org/wiki/Q205257","display_name":"Yield curve","level":3,"score":0.2740035057067871},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.26939526200294495},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.11532789468765259},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.0},{"id":"https://openalex.org/C138496976","wikidata":"https://www.wikidata.org/wiki/Q175002","display_name":"Developmental psychology","level":1,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s00500-014-1301-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-014-1301-1","pdf_url":null,"source":{"id":"https://openalex.org/S65753830","display_name":"Soft Computing","issn_l":"1432-7643","issn":["1432-7643","1433-7479"],"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":"Soft Computing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":29,"referenced_works":["https://openalex.org/W1503295912","https://openalex.org/W1606449868","https://openalex.org/W1976020937","https://openalex.org/W1988697445","https://openalex.org/W1998031535","https://openalex.org/W2021171753","https://openalex.org/W2071575826","https://openalex.org/W2076057077","https://openalex.org/W2077791698","https://openalex.org/W2106464930","https://openalex.org/W2126151844","https://openalex.org/W2132842594","https://openalex.org/W2133469585","https://openalex.org/W2139905755","https://openalex.org/W2142072149","https://openalex.org/W2151376743","https://openalex.org/W2152380123","https://openalex.org/W2157904088","https://openalex.org/W2159601837","https://openalex.org/W2163991121","https://openalex.org/W2164919501","https://openalex.org/W2274279545","https://openalex.org/W2487937296","https://openalex.org/W2807237064","https://openalex.org/W2912189486","https://openalex.org/W3011865677","https://openalex.org/W4206830167","https://openalex.org/W4231057775","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W3122625347","https://openalex.org/W1607691284","https://openalex.org/W2984285398","https://openalex.org/W3144451593","https://openalex.org/W3125646944","https://openalex.org/W4231775480","https://openalex.org/W4281642925","https://openalex.org/W2585548186","https://openalex.org/W2154483622","https://openalex.org/W1503043187"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":6},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":5},{"year":2020,"cited_by_count":6},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":6},{"year":2015,"cited_by_count":8},{"year":2014,"cited_by_count":4}],"updated_date":"2026-03-18T14:38:29.013473","created_date":"2025-10-10T00:00:00"}