{"id":"https://openalex.org/W2007494455","doi":"https://doi.org/10.1007/s11227-012-0827-1","title":"Forecasting large scale conditional volatility and covariance using neural network on GPU","display_name":"Forecasting large scale conditional volatility and covariance using neural network on GPU","publication_year":2012,"publication_date":"2012-10-04","ids":{"openalex":"https://openalex.org/W2007494455","doi":"https://doi.org/10.1007/s11227-012-0827-1","mag":"2007494455"},"language":"en","primary_location":{"id":"doi:10.1007/s11227-012-0827-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11227-012-0827-1","pdf_url":null,"source":{"id":"https://openalex.org/S32326811","display_name":"The Journal of Supercomputing","issn_l":"0920-8542","issn":["0920-8542","1573-0484"],"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":"The Journal of Supercomputing","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/A5005747951","display_name":"Xianggao Cai","orcid":"https://orcid.org/0000-0002-7709-9163"},"institutions":[{"id":"https://openalex.org/I157773358","display_name":"Sun Yat-sen University","ror":"https://ror.org/0064kty71","country_code":"CN","type":"education","lineage":["https://openalex.org/I157773358"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Xianggao Cai","raw_affiliation_strings":["School of Information Science and Technology, Sun Yat-sen University, High Education Mega Center, Guangzhou, 51006, China","School of Information Science and Technology, Sun Yat-sen University, High Education Mega Center, Guangzhou, China","School of Information Science and Technology, Sun Yat-sen University, High Education Mega Center, Guangzhou, China 51006"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Information Science and Technology, Sun Yat-sen University, High Education Mega Center, Guangzhou, 51006, China","institution_ids":["https://openalex.org/I157773358"]},{"raw_affiliation_string":"School of Information Science and Technology, Sun Yat-sen University, High Education Mega Center, Guangzhou, China","institution_ids":["https://openalex.org/I157773358"]},{"raw_affiliation_string":"School of Information Science and Technology, Sun Yat-sen University, High Education Mega Center, Guangzhou, China 51006","institution_ids":["https://openalex.org/I157773358"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5068211239","display_name":"Guoming Lai","orcid":"https://orcid.org/0000-0003-3272-5201"},"institutions":[{"id":"https://openalex.org/I4210165736","display_name":"Hanshan Normal University","ror":"https://ror.org/05tqaz865","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210165736"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Guoming Lai","raw_affiliation_strings":["Department of Computer Application and Technology, Hanshan Normal University, Chaozhou, 521041, China","Department of Computer Application and Technology, Hanshan Normal University, Chaozhou, China","Department of Computer Application and Technology, Hanshan Normal University, Chaozhou, China 521041#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Application and Technology, Hanshan Normal University, Chaozhou, 521041, China","institution_ids":["https://openalex.org/I4210165736"]},{"raw_affiliation_string":"Department of Computer Application and Technology, Hanshan Normal University, Chaozhou, China","institution_ids":["https://openalex.org/I4210165736"]},{"raw_affiliation_string":"Department of Computer Application and Technology, Hanshan Normal University, Chaozhou, China 521041#TAB#","institution_ids":["https://openalex.org/I4210165736"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5024050806","display_name":"Xiaola Lin","orcid":"https://orcid.org/0000-0002-7665-8349"},"institutions":[{"id":"https://openalex.org/I157773358","display_name":"Sun Yat-sen University","ror":"https://ror.org/0064kty71","country_code":"CN","type":"education","lineage":["https://openalex.org/I157773358"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Xiaola Lin","raw_affiliation_strings":["School of Information Science and Technology, Sun Yat-sen University, High Education Mega Center, Guangzhou, 51006, China","School of Information Science and Technology, Sun Yat-sen University, High Education Mega Center, Guangzhou, China","School of Information Science and Technology, Sun Yat-sen University, High Education Mega Center, Guangzhou, China 51006"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Information Science and Technology, Sun Yat-sen University, High Education Mega Center, Guangzhou, 51006, China","institution_ids":["https://openalex.org/I157773358"]},{"raw_affiliation_string":"School of Information Science and Technology, Sun Yat-sen University, High Education Mega Center, Guangzhou, China","institution_ids":["https://openalex.org/I157773358"]},{"raw_affiliation_string":"School of Information Science and Technology, Sun Yat-sen University, High Education Mega Center, Guangzhou, China 51006","institution_ids":["https://openalex.org/I157773358"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5005747951","https://openalex.org/A5024050806","https://openalex.org/A5068211239"],"corresponding_institution_ids":["https://openalex.org/I157773358","https://openalex.org/I4210165736"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.6561,"has_fulltext":false,"cited_by_count":13,"citation_normalized_percentile":{"value":0.84695399,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"63","issue":"2","first_page":"490","last_page":"507"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9994999766349792,"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":0.9994999766349792,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9983999729156494,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9976000189781189,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7153835892677307},{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.6557587385177612},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.5619321465492249},{"id":"https://openalex.org/keywords/stochastic-volatility","display_name":"Stochastic volatility","score":0.532813310623169},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.4839489758014679},{"id":"https://openalex.org/keywords/covariance","display_name":"Covariance","score":0.4767768681049347},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.43204396963119507},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3136995732784271},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.14668357372283936},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.0861799418926239}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7153835892677307},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.6557587385177612},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5619321465492249},{"id":"https://openalex.org/C85393063","wikidata":"https://www.wikidata.org/wiki/Q596307","display_name":"Stochastic volatility","level":3,"score":0.532813310623169},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.4839489758014679},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.4767768681049347},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.43204396963119507},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3136995732784271},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.14668357372283936},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0861799418926239}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11227-012-0827-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11227-012-0827-1","pdf_url":null,"source":{"id":"https://openalex.org/S32326811","display_name":"The Journal of Supercomputing","issn_l":"0920-8542","issn":["0920-8542","1573-0484"],"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":"The Journal of Supercomputing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W87976740","https://openalex.org/W97016928","https://openalex.org/W596792591","https://openalex.org/W1556973431","https://openalex.org/W1600080087","https://openalex.org/W1813659000","https://openalex.org/W1990412506","https://openalex.org/W1999996900","https://openalex.org/W2002286553","https://openalex.org/W2025983492","https://openalex.org/W2035180740","https://openalex.org/W2059135023","https://openalex.org/W2063593194","https://openalex.org/W2100495367","https://openalex.org/W2116064496","https://openalex.org/W2134752891","https://openalex.org/W2147010501","https://openalex.org/W2158164339","https://openalex.org/W2489540272","https://openalex.org/W2500965032","https://openalex.org/W3121451334"],"related_works":["https://openalex.org/W2605673123","https://openalex.org/W3121451151","https://openalex.org/W2372876907","https://openalex.org/W1996655716","https://openalex.org/W3124905861","https://openalex.org/W2464186835","https://openalex.org/W4386802740","https://openalex.org/W1986811129","https://openalex.org/W2286180210","https://openalex.org/W1877031344"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2021,"cited_by_count":3},{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2026-06-19T15:47:20.252518","created_date":"2025-10-10T00:00:00"}