{"id":"https://openalex.org/W4362553969","doi":"https://doi.org/10.1007/s00521-023-08468-2","title":"A graph-based superframework for mixture model estimation using EM: an analysis of US wholesale electricity markets","display_name":"A graph-based superframework for mixture model estimation using EM: an analysis of US wholesale electricity markets","publication_year":2023,"publication_date":"2023-03-30","ids":{"openalex":"https://openalex.org/W4362553969","doi":"https://doi.org/10.1007/s00521-023-08468-2"},"language":"en","primary_location":{"id":"doi:10.1007/s00521-023-08468-2","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00521-023-08468-2","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00521-023-08468-2.pdf","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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","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":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s00521-023-08468-2.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5073040755","display_name":"Carlo Mari","orcid":"https://orcid.org/0000-0002-7096-0774"},"institutions":[{"id":"https://openalex.org/I39387349","display_name":"University of Chieti-Pescara","ror":"https://ror.org/00qjgza05","country_code":"IT","type":"education","lineage":["https://openalex.org/I39387349"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Carlo Mari","raw_affiliation_strings":["Department of Economics, University of Chieti-Pescara, Viale Pindaro, 42, 65100, Pescara, PE, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, University of Chieti-Pescara, Viale Pindaro, 42, 65100, Pescara, PE, Italy","institution_ids":["https://openalex.org/I39387349"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5056351237","display_name":"Cristiano Baldassari","orcid":"https://orcid.org/0000-0002-3963-3003"},"institutions":[{"id":"https://openalex.org/I39387349","display_name":"University of Chieti-Pescara","ror":"https://ror.org/00qjgza05","country_code":"IT","type":"education","lineage":["https://openalex.org/I39387349"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Cristiano Baldassari","raw_affiliation_strings":["Department of Neuroscience, Imaging and Clinical Sciences, University of Chieti-Pescara, Via Luigi Polacchi, 11, 66100, Chieti, CH, Italy"],"raw_orcid":"https://orcid.org/0000-0002-3963-3003","affiliations":[{"raw_affiliation_string":"Department of Neuroscience, Imaging and Clinical Sciences, University of Chieti-Pescara, Via Luigi Polacchi, 11, 66100, Chieti, CH, Italy","institution_ids":["https://openalex.org/I39387349"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5056351237"],"corresponding_institution_ids":["https://openalex.org/I39387349"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":{"value":2390,"currency":"EUR","value_usd":2990},"fwci":0.6816,"has_fulltext":true,"cited_by_count":4,"citation_normalized_percentile":{"value":0.74246061,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"35","issue":"20","first_page":"14867","last_page":"14883"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.9912999868392944,"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"}},"topics":[{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.9912999868392944,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9715999960899353,"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/T10064","display_name":"Complex Network Analysis Techniques","score":0.9447000026702881,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/initialization","display_name":"Initialization","score":0.8399055004119873},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6816127300262451},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.562058687210083},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.5479098558425903},{"id":"https://openalex.org/keywords/generalization","display_name":"Generalization","score":0.5262479186058044},{"id":"https://openalex.org/keywords/graph","display_name":"Graph","score":0.5219458937644958},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.4596398174762726},{"id":"https://openalex.org/keywords/mixture-model","display_name":"Mixture model","score":0.44471973180770874},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.4437515437602997},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.3410293459892273},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3388584852218628},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.24842575192451477},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.21758466958999634},{"id":"https://openalex.org/keywords/theoretical-computer-science","display_name":"Theoretical computer science","score":0.2033083736896515}],"concepts":[{"id":"https://openalex.org/C114466953","wikidata":"https://www.wikidata.org/wiki/Q6034165","display_name":"Initialization","level":2,"score":0.8399055004119873},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6816127300262451},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.562058687210083},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5479098558425903},{"id":"https://openalex.org/C177148314","wikidata":"https://www.wikidata.org/wiki/Q170084","display_name":"Generalization","level":2,"score":0.5262479186058044},{"id":"https://openalex.org/C132525143","wikidata":"https://www.wikidata.org/wiki/Q141488","display_name":"Graph","level":2,"score":0.5219458937644958},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4596398174762726},{"id":"https://openalex.org/C61224824","wikidata":"https://www.wikidata.org/wiki/Q2260434","display_name":"Mixture model","level":2,"score":0.44471973180770874},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.4437515437602997},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.3410293459892273},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3388584852218628},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.24842575192451477},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.21758466958999634},{"id":"https://openalex.org/C80444323","wikidata":"https://www.wikidata.org/wiki/Q2878974","display_name":"Theoretical computer science","level":1,"score":0.2033083736896515},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"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/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"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/s00521-023-08468-2","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00521-023-08468-2","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00521-023-08468-2.pdf","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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Neural Computing and Applications","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1007/s00521-023-08468-2","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00521-023-08468-2","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00521-023-08468-2.pdf","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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Neural Computing and Applications","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320323475","display_name":"Universit\u00e0 degli Studi G. d'Annunzio Chieti - Pescara","ror":"https://ror.org/00qjgza05"}],"has_content":{"pdf":true,"grobid_xml":false},"content_urls":{"pdf":"https://content.openalex.org/works/W4362553969.pdf"},"referenced_works_count":76,"referenced_works":["https://openalex.org/W343412387","https://openalex.org/W572470661","https://openalex.org/W593673714","https://openalex.org/W1495020263","https://openalex.org/W1596721197","https://openalex.org/W1736099096","https://openalex.org/W1966129222","https://openalex.org/W1966827292","https://openalex.org/W1971421925","https://openalex.org/W1983398668","https://openalex.org/W1995996823","https://openalex.org/W1999176848","https://openalex.org/W2017977879","https://openalex.org/W2024081693","https://openalex.org/W2025763088","https://openalex.org/W2029173860","https://openalex.org/W2030347560","https://openalex.org/W2037613900","https://openalex.org/W2038145354","https://openalex.org/W2049633694","https://openalex.org/W2049838964","https://openalex.org/W2055026204","https://openalex.org/W2064186732","https://openalex.org/W2073503732","https://openalex.org/W2078236117","https://openalex.org/W2087888898","https://openalex.org/W2124637492","https://openalex.org/W2131681506","https://openalex.org/W2144044408","https://openalex.org/W2148606196","https://openalex.org/W2154851992","https://openalex.org/W2204324558","https://openalex.org/W2259891323","https://openalex.org/W2325055821","https://openalex.org/W2488678869","https://openalex.org/W2611011638","https://openalex.org/W2737925311","https://openalex.org/W2739747431","https://openalex.org/W2741828796","https://openalex.org/W2792234394","https://openalex.org/W2806242927","https://openalex.org/W2807754335","https://openalex.org/W2809256891","https://openalex.org/W2897979119","https://openalex.org/W2899125647","https://openalex.org/W2950723285","https://openalex.org/W2962975498","https://openalex.org/W2963410212","https://openalex.org/W2964010366","https://openalex.org/W3009111754","https://openalex.org/W3013843370","https://openalex.org/W3015742260","https://openalex.org/W3023939952","https://openalex.org/W3029835064","https://openalex.org/W3033865029","https://openalex.org/W3035965352","https://openalex.org/W3041133507","https://openalex.org/W3082416011","https://openalex.org/W3093943311","https://openalex.org/W3099768174","https://openalex.org/W3099878876","https://openalex.org/W3102794461","https://openalex.org/W3104097132","https://openalex.org/W3134131123","https://openalex.org/W3148445271","https://openalex.org/W3166095069","https://openalex.org/W3175521565","https://openalex.org/W3177399989","https://openalex.org/W3184419507","https://openalex.org/W3199153237","https://openalex.org/W3205637820","https://openalex.org/W4238452917","https://openalex.org/W4307458013","https://openalex.org/W6600266142","https://openalex.org/W6604801084","https://openalex.org/W6608957642"],"related_works":["https://openalex.org/W3204184292","https://openalex.org/W3176564347","https://openalex.org/W1985458517","https://openalex.org/W2355833770","https://openalex.org/W3031039437","https://openalex.org/W3095877357","https://openalex.org/W183202219","https://openalex.org/W2072565696","https://openalex.org/W2389184397","https://openalex.org/W1578916557"],"abstract_inverted_index":{"Abstract":[0],"A":[1],"fully":[2],"unsupervised":[3],"graph-based":[4],"superframework":[5],"is":[6,41,54,78],"proposed":[7,76,104],"to":[8,43,80,163],"handle":[9],"the":[10,33,38,50,96,103,123,127,136],"EM":[11,51],"initialization":[12,110],"problem":[13],"for":[14,49],"estimating":[15],"mixture":[16,83],"models":[17,84],"on":[18,85,122,135],"financial":[19],"time":[20,29,66],"series.":[21],"Using":[22],"a":[23,45,144],"complex":[24,61],"network":[25],"approach":[26,142],"that":[27,56,102],"links":[28],"series":[30,67],"and":[31,69,149,154],"graphs,":[32],"graph-structured":[34],"information":[35,58],"derived":[36,59],"from":[37],"observed":[39],"data":[40],"exploited":[42],"produce":[44],"meaningful":[46],"starting":[47],"point":[48],"algorithm.":[52],"It":[53],"shown":[55],"structural":[57],"by":[60],"graphs":[62],"can":[63,160],"definitely":[64],"capture":[65],"behavior":[68],"nonlinear":[70],"relationships":[71],"between":[72],"different":[73,93,165],"observations.":[74],"The":[75,98,118],"methodology":[77,105],"employed":[79],"estimate":[81],"Gaussian":[82],"US":[86],"wholesale":[87],"electricity":[88],"market":[89],"prices":[90],"using":[91],"two":[92],"configurations":[94],"of":[95,126,130,147],"superframework.":[97],"obtained":[99],"results":[100],"show":[101],"performs":[106],"better":[107],"than":[108],"conventional":[109],"methods,":[111],"such":[112],"as":[113],"K":[114],"-means":[115],"based":[116],"techniques.":[117],"improvements":[119],"are":[120],"significant":[121],"overall":[124],"representation":[125],"empirical":[128,166],"distribution":[129],"log-returns":[131],"and,":[132],"in":[133],"particular,":[134],"first":[137],"four":[138],"moments.":[139],"Moreover,":[140],"this":[141],"has":[143],"high":[145],"degree":[146],"generalization":[148],"flexibility,":[150],"exploiting":[151],"graph":[152],"manipulation":[153],"employing":[155],"functional":[156],"operating":[157],"blocks,":[158],"which":[159],"be":[161],"adapted":[162],"very":[164],"situations.":[167]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":1}],"updated_date":"2025-12-24T23:09:58.560324","created_date":"2025-10-10T00:00:00"}