{"id":"https://openalex.org/W4405380276","doi":"https://doi.org/10.1007/s10489-024-05897-x","title":"Ensemble deep neural network method for solving free boundary American style stochastic volatility models","display_name":"Ensemble deep neural network method for solving free boundary American style stochastic volatility models","publication_year":2024,"publication_date":"2024-12-13","ids":{"openalex":"https://openalex.org/W4405380276","doi":"https://doi.org/10.1007/s10489-024-05897-x"},"language":"en","primary_location":{"id":"doi:10.1007/s10489-024-05897-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10489-024-05897-x","pdf_url":null,"source":{"id":"https://openalex.org/S74726891","display_name":"Applied Intelligence","issn_l":"0924-669X","issn":["0924-669X","1573-7497"],"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":"Applied Intelligence","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/A5080339032","display_name":"Chinonso Nwankwo","orcid":"https://orcid.org/0000-0001-5526-1337"},"institutions":[{"id":"https://openalex.org/I168635309","display_name":"University of Calgary","ror":"https://ror.org/03yjb2x39","country_code":"CA","type":"education","lineage":["https://openalex.org/I168635309"]}],"countries":["CA"],"is_corresponding":true,"raw_author_name":"Chinonso Nwankwo","raw_affiliation_strings":["Department of Mathematics and Statistics, University of Calgary, Calgary, T2N 1N4, Canada"],"raw_orcid":"https://orcid.org/0000-0001-5526-1337","affiliations":[{"raw_affiliation_string":"Department of Mathematics and Statistics, University of Calgary, Calgary, T2N 1N4, Canada","institution_ids":["https://openalex.org/I168635309"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5001530299","display_name":"Tony Ware","orcid":null},"institutions":[{"id":"https://openalex.org/I168635309","display_name":"University of Calgary","ror":"https://ror.org/03yjb2x39","country_code":"CA","type":"education","lineage":["https://openalex.org/I168635309"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Tony Ware","raw_affiliation_strings":["Department of Mathematics and Statistics, University of Calgary, Calgary, T2N 1N4, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Statistics, University of Calgary, Calgary, T2N 1N4, Canada","institution_ids":["https://openalex.org/I168635309"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5113795672","display_name":"Weizhong Dai","orcid":"https://orcid.org/0009-0001-1557-1039"},"institutions":[{"id":"https://openalex.org/I919208787","display_name":"Louisiana Tech University","ror":"https://ror.org/04q9esz89","country_code":"US","type":"education","lineage":["https://openalex.org/I2799628689","https://openalex.org/I919208787"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Weizhong Dai","raw_affiliation_strings":["Mathematics and Statistics, Louisiana Tech University, Ruston, LA, 71272, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Mathematics and Statistics, Louisiana Tech University, Ruston, LA, 71272, USA","institution_ids":["https://openalex.org/I919208787"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5080339032"],"corresponding_institution_ids":["https://openalex.org/I168635309"],"apc_list":{"value":3090,"currency":"USD","value_usd":3090},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.25614098,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"55","issue":"2","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9987000226974487,"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":0.9987000226974487,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9952999949455261,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9907000064849854,"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/computer-science","display_name":"Computer science","score":0.7275576591491699},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.6161218881607056},{"id":"https://openalex.org/keywords/boundary-value-problem","display_name":"Boundary value problem","score":0.4745531678199768},{"id":"https://openalex.org/keywords/ensemble-learning","display_name":"Ensemble learning","score":0.45967820286750793},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.452400803565979},{"id":"https://openalex.org/keywords/operator","display_name":"Operator (biology)","score":0.4384686350822449},{"id":"https://openalex.org/keywords/boundary","display_name":"Boundary (topology)","score":0.4321719706058502},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.42188650369644165},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4182211756706238},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.37139108777046204},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.34566137194633484},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.33315038681030273},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.18268311023712158},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.1717834770679474},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.14268648624420166}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7275576591491699},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6161218881607056},{"id":"https://openalex.org/C182310444","wikidata":"https://www.wikidata.org/wiki/Q1332643","display_name":"Boundary value problem","level":2,"score":0.4745531678199768},{"id":"https://openalex.org/C45942800","wikidata":"https://www.wikidata.org/wiki/Q245652","display_name":"Ensemble learning","level":2,"score":0.45967820286750793},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.452400803565979},{"id":"https://openalex.org/C17020691","wikidata":"https://www.wikidata.org/wiki/Q139677","display_name":"Operator (biology)","level":5,"score":0.4384686350822449},{"id":"https://openalex.org/C62354387","wikidata":"https://www.wikidata.org/wiki/Q875399","display_name":"Boundary (topology)","level":2,"score":0.4321719706058502},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.42188650369644165},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4182211756706238},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.37139108777046204},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.34566137194633484},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.33315038681030273},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.18268311023712158},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.1717834770679474},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.14268648624420166},{"id":"https://openalex.org/C158448853","wikidata":"https://www.wikidata.org/wiki/Q425218","display_name":"Repressor","level":4,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C86339819","wikidata":"https://www.wikidata.org/wiki/Q407384","display_name":"Transcription factor","level":3,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s10489-024-05897-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10489-024-05897-x","pdf_url":null,"source":{"id":"https://openalex.org/S74726891","display_name":"Applied Intelligence","issn_l":"0924-669X","issn":["0924-669X","1573-7497"],"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":"Applied Intelligence","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.49000000953674316,"display_name":"Reduced inequalities","id":"https://metadata.un.org/sdg/10"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":54,"referenced_works":["https://openalex.org/W1965306587","https://openalex.org/W1972692423","https://openalex.org/W1978462047","https://openalex.org/W1990159030","https://openalex.org/W1999869668","https://openalex.org/W2003360807","https://openalex.org/W2007522640","https://openalex.org/W2007788643","https://openalex.org/W2027353995","https://openalex.org/W2050178601","https://openalex.org/W2050959818","https://openalex.org/W2051583875","https://openalex.org/W2052134002","https://openalex.org/W2064978316","https://openalex.org/W2077407187","https://openalex.org/W2084083490","https://openalex.org/W2094206697","https://openalex.org/W2115887705","https://openalex.org/W2120022309","https://openalex.org/W2126311658","https://openalex.org/W2142494072","https://openalex.org/W2148080284","https://openalex.org/W2152184596","https://openalex.org/W2159296882","https://openalex.org/W2163282685","https://openalex.org/W2271840356","https://openalex.org/W2469191067","https://openalex.org/W2609211698","https://openalex.org/W2750658178","https://openalex.org/W2982856536","https://openalex.org/W3035493266","https://openalex.org/W3044092751","https://openalex.org/W3121211950","https://openalex.org/W3122124885","https://openalex.org/W3122434727","https://openalex.org/W3124018866","https://openalex.org/W3124671438","https://openalex.org/W3124833229","https://openalex.org/W3125505968","https://openalex.org/W3149839747","https://openalex.org/W3157866061","https://openalex.org/W3194936221","https://openalex.org/W3201641044","https://openalex.org/W4212845678","https://openalex.org/W4307059343","https://openalex.org/W4318677156","https://openalex.org/W4323654313","https://openalex.org/W4366280992","https://openalex.org/W4386655470","https://openalex.org/W4386897094","https://openalex.org/W4391177747","https://openalex.org/W4392940129","https://openalex.org/W4394988735","https://openalex.org/W6604344240"],"related_works":["https://openalex.org/W2291973775","https://openalex.org/W2172176281","https://openalex.org/W2326995271","https://openalex.org/W3034338377","https://openalex.org/W2373792516","https://openalex.org/W2364654346","https://openalex.org/W2538183362","https://openalex.org/W2313663880","https://openalex.org/W4246333074","https://openalex.org/W2133690079"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-08-28T12:50:07.497085","created_date":"2025-10-10T00:00:00"}
