{"id":"https://openalex.org/W2085223064","doi":"https://doi.org/10.1007/s10100-011-0234-3","title":"Neural network calibrated stochastic processes: forecasting financial assets","display_name":"Neural network calibrated stochastic processes: forecasting financial assets","publication_year":2012,"publication_date":"2012-01-09","ids":{"openalex":"https://openalex.org/W2085223064","doi":"https://doi.org/10.1007/s10100-011-0234-3","mag":"2085223064"},"language":"en","primary_location":{"id":"doi:10.1007/s10100-011-0234-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10100-011-0234-3","pdf_url":null,"source":{"id":"https://openalex.org/S161053114","display_name":"Central European Journal of Operations Research","issn_l":"1435-246X","issn":["1435-246X","1613-9178"],"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":"Central European Journal of Operations Research","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/A5113718118","display_name":"Stefan Giebel","orcid":null},"institutions":[{"id":"https://openalex.org/I186903577","display_name":"University of Luxembourg","ror":"https://ror.org/036x5ad56","country_code":"LU","type":"education","lineage":["https://openalex.org/I186903577"]}],"countries":["LU"],"is_corresponding":true,"raw_author_name":"Stefan Giebel","raw_affiliation_strings":["ENAMEC Institute, W\u00fcrzburg, Germany","Institute of Applied Mathematics, METU, Ankara, Turkey","University of Luxembourg, Luxembourg, Luxembourg"],"affiliations":[{"raw_affiliation_string":"ENAMEC Institute, W\u00fcrzburg, Germany","institution_ids":[]},{"raw_affiliation_string":"Institute of Applied Mathematics, METU, Ankara, Turkey","institution_ids":[]},{"raw_affiliation_string":"University of Luxembourg, Luxembourg, Luxembourg","institution_ids":["https://openalex.org/I186903577"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5080282712","display_name":"Martin Rainer","orcid":null},"institutions":[{"id":"https://openalex.org/I186903577","display_name":"University of Luxembourg","ror":"https://ror.org/036x5ad56","country_code":"LU","type":"education","lineage":["https://openalex.org/I186903577"]}],"countries":["LU"],"is_corresponding":false,"raw_author_name":"Martin Rainer","raw_affiliation_strings":["ENAMEC Institute, W\u00fcrzburg, Germany","Institute of Applied Mathematics, METU, Ankara, Turkey","University of Luxembourg, Luxembourg, Luxembourg"],"affiliations":[{"raw_affiliation_string":"ENAMEC Institute, W\u00fcrzburg, Germany","institution_ids":[]},{"raw_affiliation_string":"Institute of Applied Mathematics, METU, Ankara, Turkey","institution_ids":[]},{"raw_affiliation_string":"University of Luxembourg, Luxembourg, Luxembourg","institution_ids":["https://openalex.org/I186903577"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5113718118"],"corresponding_institution_ids":["https://openalex.org/I186903577"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":1.2421,"has_fulltext":false,"cited_by_count":17,"citation_normalized_percentile":{"value":0.82201592,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"21","issue":"2","first_page":"277","last_page":"293"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9986000061035156,"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":0.9986000061035156,"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":0.9904000163078308,"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":0.9843000173568726,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6643323302268982},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.6513563394546509},{"id":"https://openalex.org/keywords/calibration","display_name":"Calibration","score":0.617926299571991},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.5658648610115051},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.5348027944564819},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.5252898931503296},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5037176012992859},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.4977140724658966},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.4134427011013031},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.29403364658355713},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.19521775841712952},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.19099515676498413},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.19090324640274048},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.14636749029159546}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6643323302268982},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6513563394546509},{"id":"https://openalex.org/C165838908","wikidata":"https://www.wikidata.org/wiki/Q736777","display_name":"Calibration","level":2,"score":0.617926299571991},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.5658648610115051},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.5348027944564819},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.5252898931503296},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5037176012992859},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4977140724658966},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.4134427011013031},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.29403364658355713},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.19521775841712952},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.19099515676498413},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.19090324640274048},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.14636749029159546},{"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/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","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}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10100-011-0234-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10100-011-0234-3","pdf_url":null,"source":{"id":"https://openalex.org/S161053114","display_name":"Central European Journal of Operations Research","issn_l":"1435-246X","issn":["1435-246X","1613-9178"],"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":"Central European Journal of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:cejnor:v:21:y:2013:i:2:p:277-293","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s10100-011-0234-3","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:open.metu.edu.tr:11511/66032","is_oa":false,"landing_page_url":"https://hdl.handle.net/11511/66032","pdf_url":null,"source":{"id":"https://openalex.org/S4306402495","display_name":"OpenMETU (Middle East Technical University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I201799495","host_organization_name":"Middle East Technical University","host_organization_lineage":["https://openalex.org/I201799495"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":""}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W631340062","https://openalex.org/W642509312","https://openalex.org/W1489605740","https://openalex.org/W1516590979","https://openalex.org/W1554663460","https://openalex.org/W1978463863","https://openalex.org/W1987182981","https://openalex.org/W1995341919","https://openalex.org/W1997142049","https://openalex.org/W2029949252","https://openalex.org/W2031762450","https://openalex.org/W2045507531","https://openalex.org/W2069860712","https://openalex.org/W2087070363","https://openalex.org/W2114386642","https://openalex.org/W2154422512","https://openalex.org/W2256578114","https://openalex.org/W2295680705","https://openalex.org/W2486573720","https://openalex.org/W2766736793","https://openalex.org/W2986444355","https://openalex.org/W3124166995","https://openalex.org/W3207342693","https://openalex.org/W4236762322","https://openalex.org/W4248468807","https://openalex.org/W4290960473","https://openalex.org/W4300402905","https://openalex.org/W4388297464"],"related_works":["https://openalex.org/W2171218219","https://openalex.org/W1972271943","https://openalex.org/W2150410159","https://openalex.org/W3150905897","https://openalex.org/W4327525404","https://openalex.org/W4287185323","https://openalex.org/W1520183331","https://openalex.org/W2734842993","https://openalex.org/W2099889858","https://openalex.org/W2468452228"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2026-04-20T07:46:08.049788","created_date":"2025-10-10T00:00:00"}