{"id":"https://openalex.org/W4296642223","doi":"https://doi.org/10.1007/s43069-022-00169-1","title":"Online Portfolio Selection with Long-Short Term Forecasting","display_name":"Online Portfolio Selection with Long-Short Term Forecasting","publication_year":2022,"publication_date":"2022-09-22","ids":{"openalex":"https://openalex.org/W4296642223","doi":"https://doi.org/10.1007/s43069-022-00169-1"},"language":"en","primary_location":{"id":"doi:10.1007/s43069-022-00169-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s43069-022-00169-1","pdf_url":null,"source":{"id":"https://openalex.org/S4210215153","display_name":"Operations Research Forum","issn_l":"2662-2556","issn":["2662-2556"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operations Research Forum","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/A5080406789","display_name":"Roujia Li","orcid":null},"institutions":[{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Roujia Li","raw_affiliation_strings":["School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, China","institution_ids":["https://openalex.org/I87445476"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100409721","display_name":"Jia Liu","orcid":"https://orcid.org/0000-0002-8166-6933"},"institutions":[{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jia Liu","raw_affiliation_strings":["School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, China"],"raw_orcid":"https://orcid.org/0000-0002-8166-6933","affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, China","institution_ids":["https://openalex.org/I87445476"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5080406789"],"corresponding_institution_ids":["https://openalex.org/I87445476"],"apc_list":{"value":2190,"currency":"EUR","value_usd":2780},"apc_paid":null,"fwci":0.1695,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.54422075,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"3","issue":"4","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9984999895095825,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.9984999895095825,"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/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9984999895095825,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9962999820709229,"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/portfolio","display_name":"Portfolio","score":0.7472717761993408},{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.7089260816574097},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.6293367147445679},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.6213643550872803},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5205008387565613},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.48502010107040405},{"id":"https://openalex.org/keywords/modern-portfolio-theory","display_name":"Modern portfolio theory","score":0.44000983238220215},{"id":"https://openalex.org/keywords/sample","display_name":"Sample (material)","score":0.4263899326324463},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.299757182598114},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.207232266664505},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.18055859208106995}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7472717761993408},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.7089260816574097},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.6293367147445679},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.6213643550872803},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5205008387565613},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.48502010107040405},{"id":"https://openalex.org/C9725762","wikidata":"https://www.wikidata.org/wiki/Q1072885","display_name":"Modern portfolio theory","level":3,"score":0.44000983238220215},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.4263899326324463},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.299757182598114},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.207232266664505},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.18055859208106995},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s43069-022-00169-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s43069-022-00169-1","pdf_url":null,"source":{"id":"https://openalex.org/S4210215153","display_name":"Operations Research Forum","issn_l":"2662-2556","issn":["2662-2556"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operations Research Forum","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:snopef:v:3:y:2022:i:4:d:10.1007_s43069-022-00169-1","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s43069-022-00169-1","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G8753581011","display_name":null,"funder_award_id":"11991023, 11901449","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W629538245","https://openalex.org/W643015533","https://openalex.org/W1495697585","https://openalex.org/W1540619019","https://openalex.org/W1628915767","https://openalex.org/W1647779468","https://openalex.org/W1719995771","https://openalex.org/W1964964840","https://openalex.org/W2029480990","https://openalex.org/W2034489173","https://openalex.org/W2040153945","https://openalex.org/W2068643490","https://openalex.org/W2106052345","https://openalex.org/W2158076035","https://openalex.org/W2158100334","https://openalex.org/W2240536489","https://openalex.org/W2346153109","https://openalex.org/W2467879811","https://openalex.org/W2605467427","https://openalex.org/W2755613412","https://openalex.org/W2950932906","https://openalex.org/W3077763501","https://openalex.org/W3083080466","https://openalex.org/W3201707004","https://openalex.org/W4206759694","https://openalex.org/W4231668483","https://openalex.org/W4237883889","https://openalex.org/W4244911671","https://openalex.org/W4283380329","https://openalex.org/W6600756316"],"related_works":["https://openalex.org/W2363364691","https://openalex.org/W2352891472","https://openalex.org/W1542788557","https://openalex.org/W2036500541","https://openalex.org/W2617530030","https://openalex.org/W2261740349","https://openalex.org/W1961740865","https://openalex.org/W1492964282","https://openalex.org/W2123851407","https://openalex.org/W2948557569"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}