{"id":"https://openalex.org/W2909739602","doi":"https://doi.org/10.1007/s11063-018-09971-7","title":"An Evaluation of Equity Premium Prediction Using Multiple Kernel Learning with Financial Features","display_name":"An Evaluation of Equity Premium Prediction Using Multiple Kernel Learning with Financial Features","publication_year":2019,"publication_date":"2019-01-09","ids":{"openalex":"https://openalex.org/W2909739602","doi":"https://doi.org/10.1007/s11063-018-09971-7","mag":"2909739602"},"language":"en","primary_location":{"id":"doi:10.1007/s11063-018-09971-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11063-018-09971-7","pdf_url":null,"source":{"id":"https://openalex.org/S140962798","display_name":"Neural Processing Letters","issn_l":"1370-4621","issn":["1370-4621","1573-773X"],"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 Processing Letters","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://hdl.handle.net/2117/129068","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5083651367","display_name":"Argimiro Arratia","orcid":"https://orcid.org/0000-0003-1551-420X"},"institutions":[{"id":"https://openalex.org/I9617848","display_name":"Universitat Polit\u00e8cnica de Catalunya","ror":"https://ror.org/03mb6wj31","country_code":"ES","type":"education","lineage":["https://openalex.org/I9617848"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Argimiro Arratia","raw_affiliation_strings":["Computer Science Department, Universitat Polit\u00e8cnica de Catalunya, Jordi Girona, 1-3, 08034, Barcelona, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer Science Department, Universitat Polit\u00e8cnica de Catalunya, Jordi Girona, 1-3, 08034, Barcelona, Spain","institution_ids":["https://openalex.org/I9617848"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5111448333","display_name":"Llu\u00eds Belanche","orcid":null},"institutions":[{"id":"https://openalex.org/I9617848","display_name":"Universitat Polit\u00e8cnica de Catalunya","ror":"https://ror.org/03mb6wj31","country_code":"ES","type":"education","lineage":["https://openalex.org/I9617848"]}],"countries":["ES"],"is_corresponding":true,"raw_author_name":"Llu\u00eds A. Belanche","raw_affiliation_strings":["Computer Science Department, Universitat Polit\u00e8cnica de Catalunya, Jordi Girona, 1-3, 08034, Barcelona, Spain"],"raw_orcid":"https://orcid.org/0000-0002-7577-1964","affiliations":[{"raw_affiliation_string":"Computer Science Department, Universitat Polit\u00e8cnica de Catalunya, Jordi Girona, 1-3, 08034, Barcelona, Spain","institution_ids":["https://openalex.org/I9617848"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5069684761","display_name":"Luis F\u00e1bregues","orcid":null},"institutions":[{"id":"https://openalex.org/I9617848","display_name":"Universitat Polit\u00e8cnica de Catalunya","ror":"https://ror.org/03mb6wj31","country_code":"ES","type":"education","lineage":["https://openalex.org/I9617848"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Luis F\u00e1bregues","raw_affiliation_strings":["Computer Science Department, Universitat Polit\u00e8cnica de Catalunya, Jordi Girona, 1-3, 08034, Barcelona, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer Science Department, Universitat Polit\u00e8cnica de Catalunya, Jordi Girona, 1-3, 08034, Barcelona, Spain","institution_ids":["https://openalex.org/I9617848"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5111448333"],"corresponding_institution_ids":["https://openalex.org/I9617848"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.0293,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.7864946,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"52","issue":"1","first_page":"117","last_page":"134"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9995999932289124,"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":0.9995999932289124,"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":0.9961000084877014,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.995199978351593,"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/econometrics","display_name":"Econometrics","score":0.6423500776290894},{"id":"https://openalex.org/keywords/predictive-power","display_name":"Predictive power","score":0.6285603642463684},{"id":"https://openalex.org/keywords/multiple-kernel-learning","display_name":"Multiple kernel learning","score":0.6249457597732544},{"id":"https://openalex.org/keywords/predictability","display_name":"Predictability","score":0.5721845030784607},{"id":"https://openalex.org/keywords/stochastic-discount-factor","display_name":"Stochastic discount factor","score":0.5246065855026245},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5116794109344482},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.5082933306694031},{"id":"https://openalex.org/keywords/equity-premium-puzzle","display_name":"Equity premium puzzle","score":0.48423337936401367},{"id":"https://openalex.org/keywords/resampling","display_name":"Resampling","score":0.48166191577911377},{"id":"https://openalex.org/keywords/equity","display_name":"Equity (law)","score":0.42473074793815613},{"id":"https://openalex.org/keywords/kernel","display_name":"Kernel (algebra)","score":0.4114646315574646},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.382366418838501},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3680458664894104},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3558850884437561},{"id":"https://openalex.org/keywords/risk-premium","display_name":"Risk premium","score":0.3176482617855072},{"id":"https://openalex.org/keywords/kernel-method","display_name":"Kernel method","score":0.29193782806396484},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.290024995803833},{"id":"https://openalex.org/keywords/capital-asset-pricing-model","display_name":"Capital asset pricing model","score":0.24815267324447632},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.19471678137779236},{"id":"https://openalex.org/keywords/support-vector-machine","display_name":"Support vector machine","score":0.1712183952331543}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6423500776290894},{"id":"https://openalex.org/C2778136018","wikidata":"https://www.wikidata.org/wiki/Q10350689","display_name":"Predictive power","level":2,"score":0.6285603642463684},{"id":"https://openalex.org/C2776879701","wikidata":"https://www.wikidata.org/wiki/Q25048660","display_name":"Multiple kernel learning","level":4,"score":0.6249457597732544},{"id":"https://openalex.org/C197640229","wikidata":"https://www.wikidata.org/wiki/Q2534066","display_name":"Predictability","level":2,"score":0.5721845030784607},{"id":"https://openalex.org/C33175817","wikidata":"https://www.wikidata.org/wiki/Q3740200","display_name":"Stochastic discount factor","level":3,"score":0.5246065855026245},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5116794109344482},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.5082933306694031},{"id":"https://openalex.org/C101161028","wikidata":"https://www.wikidata.org/wiki/Q129096","display_name":"Equity premium puzzle","level":3,"score":0.48423337936401367},{"id":"https://openalex.org/C150921843","wikidata":"https://www.wikidata.org/wiki/Q1170431","display_name":"Resampling","level":2,"score":0.48166191577911377},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.42473074793815613},{"id":"https://openalex.org/C74193536","wikidata":"https://www.wikidata.org/wiki/Q574844","display_name":"Kernel (algebra)","level":2,"score":0.4114646315574646},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.382366418838501},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3680458664894104},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3558850884437561},{"id":"https://openalex.org/C151541453","wikidata":"https://www.wikidata.org/wiki/Q523022","display_name":"Risk premium","level":2,"score":0.3176482617855072},{"id":"https://openalex.org/C122280245","wikidata":"https://www.wikidata.org/wiki/Q620622","display_name":"Kernel method","level":3,"score":0.29193782806396484},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.290024995803833},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.24815267324447632},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.19471678137779236},{"id":"https://openalex.org/C12267149","wikidata":"https://www.wikidata.org/wiki/Q282453","display_name":"Support vector machine","level":2,"score":0.1712183952331543},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s11063-018-09971-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11063-018-09971-7","pdf_url":null,"source":{"id":"https://openalex.org/S140962798","display_name":"Neural Processing Letters","issn_l":"1370-4621","issn":["1370-4621","1573-773X"],"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 Processing Letters","raw_type":"journal-article"},{"id":"pmh:oai:upcommons.upc.edu:2117/129068","is_oa":true,"landing_page_url":"https://hdl.handle.net/2117/129068","pdf_url":null,"source":{"id":"https://openalex.org/S4377196262","display_name":"UPCommons institutional repository (Universitat Polit\u00e8cnica de Catalunya)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I9617848","host_organization_name":"Universitat Polit\u00e8cnica de Catalunya","host_organization_lineage":["https://openalex.org/I9617848"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"Article"}],"best_oa_location":{"id":"pmh:oai:upcommons.upc.edu:2117/129068","is_oa":true,"landing_page_url":"https://hdl.handle.net/2117/129068","pdf_url":null,"source":{"id":"https://openalex.org/S4377196262","display_name":"UPCommons institutional repository (Universitat Polit\u00e8cnica de Catalunya)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I9617848","host_organization_name":"Universitat Polit\u00e8cnica de Catalunya","host_organization_lineage":["https://openalex.org/I9617848"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"Article"},"sustainable_development_goals":[{"score":0.4399999976158142,"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals"}],"awards":[{"id":"https://openalex.org/G2721024209","display_name":null,"funder_award_id":"TIN2017-89244-R","funder_id":"https://openalex.org/F4320321837","funder_display_name":"Ministerio de Econom\u00eda y Competitividad"}],"funders":[{"id":"https://openalex.org/F4320321837","display_name":"Ministerio de Econom\u00eda y Competitividad","ror":"https://ror.org/034900433"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W144760429","https://openalex.org/W1167655042","https://openalex.org/W1494790603","https://openalex.org/W1553296127","https://openalex.org/W1789808336","https://openalex.org/W2031823405","https://openalex.org/W2036350498","https://openalex.org/W2049506335","https://openalex.org/W2060166505","https://openalex.org/W2065460148","https://openalex.org/W2066364675","https://openalex.org/W2089556049","https://openalex.org/W2093503007","https://openalex.org/W2093571522","https://openalex.org/W2116451651","https://openalex.org/W2122298188","https://openalex.org/W2123518587","https://openalex.org/W2124958607","https://openalex.org/W2128160875","https://openalex.org/W2144570112","https://openalex.org/W2161920802","https://openalex.org/W2167608136","https://openalex.org/W2189007323","https://openalex.org/W2515917480","https://openalex.org/W2614754869","https://openalex.org/W2914489443","https://openalex.org/W3121790069","https://openalex.org/W3122020290","https://openalex.org/W3122264531","https://openalex.org/W3123566210","https://openalex.org/W3125017137"],"related_works":["https://openalex.org/W2162220102","https://openalex.org/W1531409326","https://openalex.org/W3125877490","https://openalex.org/W3122562706","https://openalex.org/W1597697846","https://openalex.org/W1967042396","https://openalex.org/W3122730066","https://openalex.org/W3121173358","https://openalex.org/W2027063727","https://openalex.org/W2571617096"],"abstract_inverted_index":null,"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":4}],"updated_date":"2026-06-19T15:47:20.252518","created_date":"2025-10-10T00:00:00"}