{"id":"https://openalex.org/W3001548339","doi":"https://doi.org/10.1007/s00521-020-04706-z","title":"Application of improved adaptive Kalman filter in China\u2019s interest rate market","display_name":"Application of improved adaptive Kalman filter in China\u2019s interest rate market","publication_year":2020,"publication_date":"2020-01-24","ids":{"openalex":"https://openalex.org/W3001548339","doi":"https://doi.org/10.1007/s00521-020-04706-z","mag":"3001548339"},"language":"en","primary_location":{"id":"doi:10.1007/s00521-020-04706-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00521-020-04706-z","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/A5101690389","display_name":"Qisong Zhang","orcid":"https://orcid.org/0000-0002-2936-5500"},"institutions":[{"id":"https://openalex.org/I130480701","display_name":"Dongbei University of Finance and Economics","ror":"https://ror.org/05db1pj03","country_code":"CN","type":"education","lineage":["https://openalex.org/I130480701"]},{"id":"https://openalex.org/I4210131997","display_name":"Dalian Neusoft University of Information","ror":"https://ror.org/0304ty515","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210131997"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Qisong Zhang","raw_affiliation_strings":["Department of Information Management, Dalian Neusoft University of Information, Dalian, 116023, China","School of Economics, Dongbei University of Finance and Economics, Dalian, 116023, China","School of Economics, Dongbei University of Finance and Economics, Dalian, China","Department of Information Management, Dalian Neusoft University of Information, Dalian, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Information Management, Dalian Neusoft University of Information, Dalian, 116023, China","institution_ids":["https://openalex.org/I4210131997"]},{"raw_affiliation_string":"School of Economics, Dongbei University of Finance and Economics, Dalian, 116023, China","institution_ids":["https://openalex.org/I130480701"]},{"raw_affiliation_string":"School of Economics, Dongbei University of Finance and Economics, Dalian, China","institution_ids":["https://openalex.org/I130480701"]},{"raw_affiliation_string":"Department of Information Management, Dalian Neusoft University of Information, Dalian, China","institution_ids":["https://openalex.org/I4210131997"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5073447950","display_name":"Xuebiao Wang","orcid":null},"institutions":[{"id":"https://openalex.org/I130480701","display_name":"Dongbei University of Finance and Economics","ror":"https://ror.org/05db1pj03","country_code":"CN","type":"education","lineage":["https://openalex.org/I130480701"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xuebiao Wang","raw_affiliation_strings":["School of Economics, Dongbei University of Finance and Economics, Dalian, 116023, China","School of Economics, Dongbei University of Finance and Economics, Dalian, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics, Dongbei University of Finance and Economics, Dalian, 116023, China","institution_ids":["https://openalex.org/I130480701"]},{"raw_affiliation_string":"School of Economics, Dongbei University of Finance and Economics, Dalian, China","institution_ids":["https://openalex.org/I130480701"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100709809","display_name":"Xin Zhou","orcid":"https://orcid.org/0000-0002-8233-4412"},"institutions":[{"id":"https://openalex.org/I130480701","display_name":"Dongbei University of Finance and Economics","ror":"https://ror.org/05db1pj03","country_code":"CN","type":"education","lineage":["https://openalex.org/I130480701"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xin Zhou","raw_affiliation_strings":["School of Economics, Dongbei University of Finance and Economics, Dalian, 116023, China","School of Economics, Dongbei University of Finance and Economics, Dalian, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics, Dongbei University of Finance and Economics, Dalian, 116023, China","institution_ids":["https://openalex.org/I130480701"]},{"raw_affiliation_string":"School of Economics, Dongbei University of Finance and Economics, Dalian, China","institution_ids":["https://openalex.org/I130480701"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101835784","display_name":"Qian Chen","orcid":"https://orcid.org/0000-0002-5899-9342"},"institutions":[{"id":"https://openalex.org/I4210131997","display_name":"Dalian Neusoft University of Information","ror":"https://ror.org/0304ty515","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210131997"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Qian Chen","raw_affiliation_strings":["Department of Information Management, Dalian Neusoft University of Information, Dalian, 116023, China","Department of Information Management, Dalian Neusoft University of Information, Dalian, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Information Management, Dalian Neusoft University of Information, Dalian, 116023, China","institution_ids":["https://openalex.org/I4210131997"]},{"raw_affiliation_string":"Department of Information Management, Dalian Neusoft University of Information, Dalian, China","institution_ids":["https://openalex.org/I4210131997"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5101690389"],"corresponding_institution_ids":["https://openalex.org/I130480701","https://openalex.org/I4210131997"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.2145,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.53957507,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"32","issue":"10","first_page":"5315","last_page":"5327"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9990000128746033,"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"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9990000128746033,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9937999844551086,"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/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9825999736785889,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.7292477488517761},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.557010293006897},{"id":"https://openalex.org/keywords/estimation","display_name":"Estimation","score":0.5463767647743225},{"id":"https://openalex.org/keywords/estimation-theory","display_name":"Estimation theory","score":0.5246032476425171},{"id":"https://openalex.org/keywords/interest-rate","display_name":"Interest rate","score":0.4731161296367645},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4658995568752289},{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.4633605480194092},{"id":"https://openalex.org/keywords/covariance","display_name":"Covariance","score":0.44516628980636597},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.44321513175964355},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3828669786453247},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3168071508407593},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.27199244499206543},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.24688410758972168},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.14412331581115723},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.13609951734542847},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.10643172264099121}],"concepts":[{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.7292477488517761},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.557010293006897},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.5463767647743225},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.5246032476425171},{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.4731161296367645},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4658995568752289},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.4633605480194092},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.44516628980636597},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.44321513175964355},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3828669786453247},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3168071508407593},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.27199244499206543},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.24688410758972168},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.14412331581115723},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.13609951734542847},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.10643172264099121},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","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},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s00521-020-04706-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00521-020-04706-z","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":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W2068629725","https://openalex.org/W2077252204","https://openalex.org/W2086190538","https://openalex.org/W2143030612","https://openalex.org/W2154056988","https://openalex.org/W2159723913","https://openalex.org/W2184961526","https://openalex.org/W2358420383","https://openalex.org/W2373344461","https://openalex.org/W2394874641","https://openalex.org/W2913280521","https://openalex.org/W2961701250","https://openalex.org/W2986093098","https://openalex.org/W3124477952","https://openalex.org/W3125050320","https://openalex.org/W3125270793","https://openalex.org/W3126089532"],"related_works":["https://openalex.org/W2760382975","https://openalex.org/W2349716249","https://openalex.org/W2120941928","https://openalex.org/W2576994247","https://openalex.org/W3191856393","https://openalex.org/W2146909562","https://openalex.org/W2745986669","https://openalex.org/W2608353378","https://openalex.org/W4206770590","https://openalex.org/W2370409284"],"abstract_inverted_index":null,"counts_by_year":[{"year":2020,"cited_by_count":1}],"updated_date":"2026-07-22T07:51:19.307946","created_date":"2025-10-10T00:00:00"}