{"id":"https://openalex.org/W2009881944","doi":"https://doi.org/10.1007/s11424-012-1034-0","title":"Modeling and forecasting of stock markets under a system adaptation framework","display_name":"Modeling and forecasting of stock markets under a system adaptation framework","publication_year":2012,"publication_date":"2012-08-01","ids":{"openalex":"https://openalex.org/W2009881944","doi":"https://doi.org/10.1007/s11424-012-1034-0","mag":"2009881944"},"language":"en","primary_location":{"id":"doi:10.1007/s11424-012-1034-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-012-1034-0","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"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":"Journal of Systems Science and Complexity","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/A5080440910","display_name":"Xiaolian Zheng","orcid":null},"institutions":[{"id":"https://openalex.org/I165932596","display_name":"National University of Singapore","ror":"https://ror.org/01tgyzw49","country_code":"SG","type":"education","lineage":["https://openalex.org/I165932596"]}],"countries":["SG"],"is_corresponding":true,"raw_author_name":"Xiaolian Zheng","raw_affiliation_strings":["The Department of Electrical & Computer Engineering, The National University of Singapore, Singapore, 117576, Singapore","the National University of Singapore"],"affiliations":[{"raw_affiliation_string":"The Department of Electrical & Computer Engineering, The National University of Singapore, Singapore, 117576, Singapore","institution_ids":["https://openalex.org/I165932596"]},{"raw_affiliation_string":"the National University of Singapore","institution_ids":["https://openalex.org/I165932596"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100428803","display_name":"Ben M. Chen","orcid":"https://orcid.org/0000-0002-3839-5787"},"institutions":[{"id":"https://openalex.org/I165932596","display_name":"National University of Singapore","ror":"https://ror.org/01tgyzw49","country_code":"SG","type":"education","lineage":["https://openalex.org/I165932596"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Ben M. Chen","raw_affiliation_strings":["The Department of Electrical & Computer Engineering, The National University of Singapore, Singapore, 117576, Singapore","the National University of Singapore"],"affiliations":[{"raw_affiliation_string":"The Department of Electrical & Computer Engineering, The National University of Singapore, Singapore, 117576, Singapore","institution_ids":["https://openalex.org/I165932596"]},{"raw_affiliation_string":"the National University of Singapore","institution_ids":["https://openalex.org/I165932596"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5080440910"],"corresponding_institution_ids":["https://openalex.org/I165932596"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":5.093,"has_fulltext":false,"cited_by_count":11,"citation_normalized_percentile":{"value":0.95332426,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"25","issue":"4","first_page":"641","last_page":"674"},"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":0.9970999956130981,"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":0.9970999956130981,"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":0.9965999722480774,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.9925000071525574,"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/stock-market","display_name":"Stock market","score":0.6752461194992065},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6445273160934448},{"id":"https://openalex.org/keywords/internal-model","display_name":"Internal model","score":0.5797357559204102},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5226828455924988},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.4966138005256653},{"id":"https://openalex.org/keywords/complex-system","display_name":"Complex system","score":0.4894315302371979},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4792473316192627},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.4778425395488739},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.41380468010902405},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3092147707939148},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.21725919842720032},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.14253327250480652},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.11787772178649902}],"concepts":[{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.6752461194992065},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6445273160934448},{"id":"https://openalex.org/C28427503","wikidata":"https://www.wikidata.org/wiki/Q13580300","display_name":"Internal model","level":3,"score":0.5797357559204102},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5226828455924988},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4966138005256653},{"id":"https://openalex.org/C47822265","wikidata":"https://www.wikidata.org/wiki/Q854457","display_name":"Complex system","level":2,"score":0.4894315302371979},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4792473316192627},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.4778425395488739},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.41380468010902405},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3092147707939148},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.21725919842720032},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.14253327250480652},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.11787772178649902},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"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},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s11424-012-1034-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-012-1034-0","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"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":"Journal of Systems Science and Complexity","raw_type":"journal-article"},{"id":"pmh:oai:scholarbank.nus.edu.sg:10635/56666","is_oa":false,"landing_page_url":"http://scholarbank.nus.edu.sg/handle/10635/56666","pdf_url":null,"source":{"id":"https://openalex.org/S7407052290","display_name":"National University of Singapore","issn_l":null,"issn":[],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Scopus","raw_type":"Article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.299.6793","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.299.6793","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://vlab.ee.nus.edu.sg/~bmchen/papers/JSSC-2012.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":54,"referenced_works":["https://openalex.org/W178056938","https://openalex.org/W225995850","https://openalex.org/W605021842","https://openalex.org/W1491711721","https://openalex.org/W1493028089","https://openalex.org/W1502915483","https://openalex.org/W1551754275","https://openalex.org/W1597511115","https://openalex.org/W1734436566","https://openalex.org/W1878299205","https://openalex.org/W1965324089","https://openalex.org/W1966916709","https://openalex.org/W1978873041","https://openalex.org/W1979575715","https://openalex.org/W1983902298","https://openalex.org/W1984536024","https://openalex.org/W1985471384","https://openalex.org/W1994611610","https://openalex.org/W2001992115","https://openalex.org/W2011645335","https://openalex.org/W2015800048","https://openalex.org/W2021768951","https://openalex.org/W2024991751","https://openalex.org/W2025371899","https://openalex.org/W2035301923","https://openalex.org/W2044392476","https://openalex.org/W2051732200","https://openalex.org/W2054432175","https://openalex.org/W2060248794","https://openalex.org/W2067057029","https://openalex.org/W2072425901","https://openalex.org/W2086670062","https://openalex.org/W2089361438","https://openalex.org/W2104267426","https://openalex.org/W2109228066","https://openalex.org/W2114228631","https://openalex.org/W2147758913","https://openalex.org/W2165100677","https://openalex.org/W2169644959","https://openalex.org/W2313953460","https://openalex.org/W2315626619","https://openalex.org/W2566660388","https://openalex.org/W2571446175","https://openalex.org/W2891832533","https://openalex.org/W3121288394","https://openalex.org/W3121727633","https://openalex.org/W3122798454","https://openalex.org/W3124933125","https://openalex.org/W3124986135","https://openalex.org/W3125618771","https://openalex.org/W3125775947","https://openalex.org/W4285719527","https://openalex.org/W4292483811","https://openalex.org/W4307492541"],"related_works":["https://openalex.org/W2990652064","https://openalex.org/W3134659362","https://openalex.org/W3123122373","https://openalex.org/W4386639254","https://openalex.org/W2645942849","https://openalex.org/W2360554747","https://openalex.org/W3208509893","https://openalex.org/W2611464132","https://openalex.org/W2900839628","https://openalex.org/W2363401122"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":1}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}