{"id":"https://openalex.org/W4405825128","doi":"https://doi.org/10.1007/s10479-024-06368-9","title":"An innovative decision-making system integrating multifractal analysis and volatility forecasting","display_name":"An innovative decision-making system integrating multifractal analysis and volatility forecasting","publication_year":2024,"publication_date":"2024-12-27","ids":{"openalex":"https://openalex.org/W4405825128","doi":"https://doi.org/10.1007/s10479-024-06368-9"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-024-06368-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-024-06368-9","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"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":"Annals 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/A5026754349","display_name":"Jialu Gao","orcid":"https://orcid.org/0000-0002-6033-7532"},"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":"Jialu Gao","raw_affiliation_strings":["School of Statistics, Dongbei University of Finance and Economics, Dalian, 116025, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Statistics, Dongbei University of Finance and Economics, Dalian, 116025, China","institution_ids":["https://openalex.org/I130480701"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5022308176","display_name":"J Wang","orcid":"https://orcid.org/0000-0002-9207-4394"},"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":true,"raw_author_name":"Jianzhou Wang","raw_affiliation_strings":["School of Statistics, Dongbei University of Finance and Economics, Dalian, 116025, China"],"raw_orcid":"https://orcid.org/0000-0002-9207-4394","affiliations":[{"raw_affiliation_string":"School of Statistics, Dongbei University of Finance and Economics, Dalian, 116025, China","institution_ids":["https://openalex.org/I130480701"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5069936386","display_name":"Danxiang Wei","orcid":"https://orcid.org/0000-0002-8684-9317"},"institutions":[{"id":"https://openalex.org/I111950717","display_name":"Macau University of Science and Technology","ror":"https://ror.org/03jqs2n27","country_code":"MO","type":"education","lineage":["https://openalex.org/I111950717","https://openalex.org/I4391767947"]}],"countries":["MO"],"is_corresponding":false,"raw_author_name":"Danxiang Wei","raw_affiliation_strings":["Institute of Systems Engineering, Macau University of Science and Technology, Macao, 999078, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Systems Engineering, Macau University of Science and Technology, Macao, 999078, China","institution_ids":["https://openalex.org/I111950717"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5052886607","display_name":"Bo Zeng","orcid":"https://orcid.org/0000-0002-3869-6555"},"institutions":[{"id":"https://openalex.org/I145581781","display_name":"Chongqing Technology and Business University","ror":"https://ror.org/05hqf1284","country_code":"CN","type":"education","lineage":["https://openalex.org/I145581781"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Bo Zeng","raw_affiliation_strings":["Collaborative Innovation Center for Chongqing\u2019s Modern Trade Logistics & Supply Chain, Chongqing Technology and Business University, Chongqing, 400067, China","Collaborative Innovation Center for Chongqing's Modern Trade Logistics & Supply Chain, Chongqing Technology and Business University, Chongqing, 400067, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Collaborative Innovation Center for Chongqing\u2019s Modern Trade Logistics & Supply Chain, Chongqing Technology and Business University, Chongqing, 400067, China","institution_ids":["https://openalex.org/I145581781"]},{"raw_affiliation_string":"Collaborative Innovation Center for Chongqing's Modern Trade Logistics & Supply Chain, Chongqing Technology and Business University, Chongqing, 400067, China","institution_ids":["https://openalex.org/I145581781"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5022308176"],"corresponding_institution_ids":["https://openalex.org/I130480701"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":2.0783,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.91129649,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":97},"biblio":{"volume":"357","issue":"1","first_page":"45","last_page":"87"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.9854000210762024,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9785000085830688,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/multifractal-system","display_name":"Multifractal system","score":0.7059321403503418},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.6665639877319336},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.6030728816986084},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5433611869812012},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3833481967449188},{"id":"https://openalex.org/keywords/operations-research","display_name":"Operations research","score":0.3462280035018921},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2325713336467743},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.14759287238121033},{"id":"https://openalex.org/keywords/fractal","display_name":"Fractal","score":0.08255237340927124},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.08114463090896606}],"concepts":[{"id":"https://openalex.org/C133905733","wikidata":"https://www.wikidata.org/wiki/Q2629238","display_name":"Multifractal system","level":3,"score":0.7059321403503418},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6665639877319336},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.6030728816986084},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5433611869812012},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3833481967449188},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.3462280035018921},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2325713336467743},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.14759287238121033},{"id":"https://openalex.org/C40636538","wikidata":"https://www.wikidata.org/wiki/Q81392","display_name":"Fractal","level":2,"score":0.08255237340927124},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.08114463090896606},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s10479-024-06368-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-024-06368-9","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"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":"Annals of Operations Research","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/16","display_name":"Peace, Justice and strong institutions","score":0.44999998807907104}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":79,"referenced_works":["https://openalex.org/W1484683748","https://openalex.org/W1843127314","https://openalex.org/W1860928946","https://openalex.org/W1966995908","https://openalex.org/W1976631583","https://openalex.org/W1978266801","https://openalex.org/W1990085418","https://openalex.org/W2010732706","https://openalex.org/W2018628019","https://openalex.org/W2028209678","https://openalex.org/W2036713496","https://openalex.org/W2040843800","https://openalex.org/W2042059994","https://openalex.org/W2042129823","https://openalex.org/W2048591940","https://openalex.org/W2056791761","https://openalex.org/W2059656582","https://openalex.org/W2062776468","https://openalex.org/W2066017952","https://openalex.org/W2071602085","https://openalex.org/W2087829439","https://openalex.org/W2112376992","https://openalex.org/W2125056386","https://openalex.org/W2142752097","https://openalex.org/W2150679232","https://openalex.org/W2189311223","https://openalex.org/W2301363727","https://openalex.org/W2310745381","https://openalex.org/W2341760625","https://openalex.org/W2487337118","https://openalex.org/W2594654313","https://openalex.org/W2620823671","https://openalex.org/W2738900493","https://openalex.org/W2742131770","https://openalex.org/W2762635850","https://openalex.org/W2800138630","https://openalex.org/W2810503069","https://openalex.org/W2890310956","https://openalex.org/W2896761929","https://openalex.org/W2899158681","https://openalex.org/W2906579193","https://openalex.org/W2912337149","https://openalex.org/W2995582038","https://openalex.org/W3011684695","https://openalex.org/W3015477129","https://openalex.org/W3025383086","https://openalex.org/W3029632564","https://openalex.org/W3033976093","https://openalex.org/W3034948842","https://openalex.org/W3043032244","https://openalex.org/W3047613430","https://openalex.org/W3081544257","https://openalex.org/W3088956551","https://openalex.org/W3125066716","https://openalex.org/W3135312874","https://openalex.org/W3166287937","https://openalex.org/W3186800956","https://openalex.org/W3196366936","https://openalex.org/W3203757401","https://openalex.org/W3209183988","https://openalex.org/W4221032327","https://openalex.org/W4229010996","https://openalex.org/W4231546411","https://openalex.org/W4281675547","https://openalex.org/W4283078529","https://openalex.org/W4283263491","https://openalex.org/W4292083449","https://openalex.org/W4307903459","https://openalex.org/W4311140980","https://openalex.org/W4313419113","https://openalex.org/W4377089911","https://openalex.org/W4381951659","https://openalex.org/W4384072061","https://openalex.org/W4386778796","https://openalex.org/W4387268661","https://openalex.org/W4387385920","https://openalex.org/W4387385933","https://openalex.org/W4391217845","https://openalex.org/W4394019186"],"related_works":["https://openalex.org/W1639315488","https://openalex.org/W2056486084","https://openalex.org/W4382488079","https://openalex.org/W2042397562","https://openalex.org/W2356714366","https://openalex.org/W1977404842","https://openalex.org/W2370749423","https://openalex.org/W2168415552","https://openalex.org/W2078152912","https://openalex.org/W2753588648"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}
