{"id":"https://openalex.org/W2562844103","doi":"https://doi.org/10.1007/s00521-016-2802-x","title":"Optimized radial basis function neural network for improving approximate dynamic programming in pricing high dimensional options","display_name":"Optimized radial basis function neural network for improving approximate dynamic programming in pricing high dimensional options","publication_year":2016,"publication_date":"2016-12-24","ids":{"openalex":"https://openalex.org/W2562844103","doi":"https://doi.org/10.1007/s00521-016-2802-x","mag":"2562844103"},"language":"en","primary_location":{"id":"doi:10.1007/s00521-016-2802-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00521-016-2802-x","pdf_url":null,"source":{"id":"https://openalex.org/S147897268","display_name":"Neural Computing and Applications","issn_l":"0941-0643","issn":["0941-0643","1433-3058"],"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":"Neural Computing and Applications","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/A5044937603","display_name":"Ehsan Hajizadeh","orcid":"https://orcid.org/0000-0003-4141-2151"},"institutions":[{"id":"https://openalex.org/I158248296","display_name":"Amirkabir University of Technology","ror":"https://ror.org/04gzbav43","country_code":"IR","type":"education","lineage":["https://openalex.org/I158248296"]}],"countries":["IR"],"is_corresponding":true,"raw_author_name":"Ehsan Hajizadeh","raw_affiliation_strings":["Department of Industrial Engineering and Management Systems, Amirkabir University of Technology (Tehran Polytechnics), 424 Hafez Ave., Tehran, 15916-34311, Iran"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering and Management Systems, Amirkabir University of Technology (Tehran Polytechnics), 424 Hafez Ave., Tehran, 15916-34311, Iran","institution_ids":["https://openalex.org/I158248296"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5075924060","display_name":"Masoud Mahootchi","orcid":"https://orcid.org/0000-0002-7402-2750"},"institutions":[{"id":"https://openalex.org/I158248296","display_name":"Amirkabir University of Technology","ror":"https://ror.org/04gzbav43","country_code":"IR","type":"education","lineage":["https://openalex.org/I158248296"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Masoud Mahootchi","raw_affiliation_strings":["Department of Industrial Engineering and Management Systems, Amirkabir University of Technology (Tehran Polytechnics), 424 Hafez Ave., Tehran, 15916-34311, Iran"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering and Management Systems, Amirkabir University of Technology (Tehran Polytechnics), 424 Hafez Ave., Tehran, 15916-34311, Iran","institution_ids":["https://openalex.org/I158248296"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5044937603"],"corresponding_institution_ids":["https://openalex.org/I158248296"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.745,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.76317524,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"30","issue":"6","first_page":"1783","last_page":"1794"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9950000047683716,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9950000047683716,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9842000007629395,"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":0.9815000295639038,"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/computational-science-and-engineering","display_name":"Computational Science and Engineering","score":0.78244549036026},{"id":"https://openalex.org/keywords/radial-basis-function","display_name":"Radial basis function","score":0.7448657155036926},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6618028879165649},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.6153097748756409},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.5163553953170776},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.5089926719665527},{"id":"https://openalex.org/keywords/basis","display_name":"Basis (linear algebra)","score":0.49057549238204956},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.42898988723754883},{"id":"https://openalex.org/keywords/radial-basis-function-network","display_name":"Radial basis function network","score":0.4176979959011078},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3881649672985077},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.35160040855407715},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.32569730281829834},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.26161712408065796},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2368939220905304},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.20317065715789795},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.16868352890014648}],"concepts":[{"id":"https://openalex.org/C68597687","wikidata":"https://www.wikidata.org/wiki/Q362601","display_name":"Computational Science and Engineering","level":2,"score":0.78244549036026},{"id":"https://openalex.org/C98856871","wikidata":"https://www.wikidata.org/wiki/Q1588488","display_name":"Radial basis function","level":3,"score":0.7448657155036926},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6618028879165649},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6153097748756409},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.5163553953170776},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.5089926719665527},{"id":"https://openalex.org/C12426560","wikidata":"https://www.wikidata.org/wiki/Q189569","display_name":"Basis (linear algebra)","level":2,"score":0.49057549238204956},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.42898988723754883},{"id":"https://openalex.org/C132917294","wikidata":"https://www.wikidata.org/wiki/Q2679684","display_name":"Radial basis function network","level":4,"score":0.4176979959011078},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3881649672985077},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.35160040855407715},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.32569730281829834},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.26161712408065796},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2368939220905304},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.20317065715789795},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.16868352890014648},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s00521-016-2802-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00521-016-2802-x","pdf_url":null,"source":{"id":"https://openalex.org/S147897268","display_name":"Neural Computing and Applications","issn_l":"0941-0643","issn":["0941-0643","1433-3058"],"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":"Neural Computing and Applications","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":63,"referenced_works":["https://openalex.org/W94523489","https://openalex.org/W330932259","https://openalex.org/W1513211478","https://openalex.org/W1534175858","https://openalex.org/W1535805487","https://openalex.org/W1601081659","https://openalex.org/W1602773783","https://openalex.org/W1733533215","https://openalex.org/W1773928257","https://openalex.org/W1826865167","https://openalex.org/W1963691858","https://openalex.org/W1965256718","https://openalex.org/W1973450300","https://openalex.org/W1979575715","https://openalex.org/W1986735445","https://openalex.org/W1988927036","https://openalex.org/W1999814123","https://openalex.org/W2027591941","https://openalex.org/W2039402388","https://openalex.org/W2047161049","https://openalex.org/W2048028546","https://openalex.org/W2061945984","https://openalex.org/W2062087312","https://openalex.org/W2063705318","https://openalex.org/W2072274284","https://openalex.org/W2093230975","https://openalex.org/W2093637705","https://openalex.org/W2101723221","https://openalex.org/W2107287500","https://openalex.org/W2116630185","https://openalex.org/W2123475992","https://openalex.org/W2124098825","https://openalex.org/W2126311658","https://openalex.org/W2135177937","https://openalex.org/W2139704022","https://openalex.org/W2142635246","https://openalex.org/W2143956139","https://openalex.org/W2146612430","https://openalex.org/W2150219140","https://openalex.org/W2150732662","https://openalex.org/W2151205149","https://openalex.org/W2152195021","https://openalex.org/W2152565894","https://openalex.org/W2155482907","https://openalex.org/W2159745673","https://openalex.org/W2163402412","https://openalex.org/W2168175751","https://openalex.org/W2169245194","https://openalex.org/W2169543372","https://openalex.org/W2170347140","https://openalex.org/W2170614369","https://openalex.org/W2190913208","https://openalex.org/W2344802491","https://openalex.org/W2798056406","https://openalex.org/W2907233437","https://openalex.org/W3105645565","https://openalex.org/W3122175640","https://openalex.org/W3124018866","https://openalex.org/W3125696988","https://openalex.org/W3138921481","https://openalex.org/W4291327732","https://openalex.org/W4292081177","https://openalex.org/W4302070769"],"related_works":["https://openalex.org/W4230534566","https://openalex.org/W2105180757","https://openalex.org/W1992876914","https://openalex.org/W2184586959","https://openalex.org/W162769146","https://openalex.org/W2162304341","https://openalex.org/W1567195887","https://openalex.org/W157952102","https://openalex.org/W2471040861","https://openalex.org/W2355050426"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2022,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
