{"id":"https://openalex.org/W1679605487","doi":"https://doi.org/10.1007/bfb0100527","title":"Forecasting financial time series through intrinsic dimension estimation and non-linear data projection","display_name":"Forecasting financial time series through intrinsic dimension estimation and non-linear data projection","publication_year":1999,"publication_date":"1999-01-01","ids":{"openalex":"https://openalex.org/W1679605487","doi":"https://doi.org/10.1007/bfb0100527","mag":"1679605487"},"language":"en","primary_location":{"id":"doi:10.1007/bfb0100527","is_oa":false,"landing_page_url":"https://doi.org/10.1007/bfb0100527","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"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":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","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/A5009959388","display_name":"Michel Verleysen","orcid":"https://orcid.org/0000-0003-4366-6155"},"institutions":[{"id":"https://openalex.org/I95674353","display_name":"UCLouvain","ror":"https://ror.org/02495e989","country_code":"BE","type":"education","lineage":["https://openalex.org/I95674353"]}],"countries":["BE"],"is_corresponding":true,"raw_author_name":"M. Verleysen","raw_affiliation_strings":["Universit\u00e9 catholique de Louvain, CERTI, 3 pl. du Levant, 1348, Louvain-la-Neuve, Belgium","Universit\u00e9 catholique de Louvain, CERTI, Louvain-la-Neuve, Belgium"],"affiliations":[{"raw_affiliation_string":"Universit\u00e9 catholique de Louvain, CERTI, 3 pl. du Levant, 1348, Louvain-la-Neuve, Belgium","institution_ids":["https://openalex.org/I95674353"]},{"raw_affiliation_string":"Universit\u00e9 catholique de Louvain, CERTI, Louvain-la-Neuve, Belgium","institution_ids":["https://openalex.org/I95674353"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5063661891","display_name":"Eric de Bodt","orcid":null},"institutions":[{"id":"https://openalex.org/I95674353","display_name":"UCLouvain","ror":"https://ror.org/02495e989","country_code":"BE","type":"education","lineage":["https://openalex.org/I95674353"]}],"countries":["BE"],"is_corresponding":false,"raw_author_name":"E. de Bodt","raw_affiliation_strings":["Universit\u00e9 Catholique de Louvain, IAG-FIN, 1 pl. des Doyens, 1348, Louvain-la-Neuve, Belgium","Universit\u00e9 Catholique de Louvain, IAG-FIN, Louvain-la-Neuve, Belgium"],"affiliations":[{"raw_affiliation_string":"Universit\u00e9 Catholique de Louvain, IAG-FIN, 1 pl. des Doyens, 1348, Louvain-la-Neuve, Belgium","institution_ids":["https://openalex.org/I95674353"]},{"raw_affiliation_string":"Universit\u00e9 Catholique de Louvain, IAG-FIN, Louvain-la-Neuve, Belgium","institution_ids":["https://openalex.org/I95674353"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5083632408","display_name":"Amaury Lendasse","orcid":"https://orcid.org/0000-0001-5410-4751"},"institutions":[{"id":"https://openalex.org/I95674353","display_name":"UCLouvain","ror":"https://ror.org/02495e989","country_code":"BE","type":"education","lineage":["https://openalex.org/I95674353"]}],"countries":["BE"],"is_corresponding":false,"raw_author_name":"A. Lendasse","raw_affiliation_strings":["Universit\u00e9 catholique de Louvain, CESAME-AUTO, 4 av. G. Lema\u00eetre, 1348, Louvain-la-Neuve, Belgium","Universit\u00e9 catholique de Louvain, CESAME-AUTO, Louvain-la-Neuve, Belgium"],"affiliations":[{"raw_affiliation_string":"Universit\u00e9 catholique de Louvain, CESAME-AUTO, 4 av. G. Lema\u00eetre, 1348, Louvain-la-Neuve, Belgium","institution_ids":["https://openalex.org/I95674353"]},{"raw_affiliation_string":"Universit\u00e9 catholique de Louvain, CESAME-AUTO, Louvain-la-Neuve, Belgium","institution_ids":["https://openalex.org/I95674353"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5009959388"],"corresponding_institution_ids":["https://openalex.org/I95674353"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.8437,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":{"value":0.78660436,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"596","last_page":"605"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9918000102043152,"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":0.9918000102043152,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9908000230789185,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9696999788284302,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/dimension","display_name":"Dimension (graph theory)","score":0.7368592619895935},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6636923551559448},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.6255413293838501},{"id":"https://openalex.org/keywords/projection","display_name":"Projection (relational algebra)","score":0.5643948316574097},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.5375959277153015},{"id":"https://openalex.org/keywords/estimation","display_name":"Estimation","score":0.4716835618019104},{"id":"https://openalex.org/keywords/intrinsic-dimension","display_name":"Intrinsic dimension","score":0.4588812291622162},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.42255282402038574},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.34642449021339417},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3128995895385742},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.30709803104400635},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.1745656132698059},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.15436244010925293},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.09635469317436218},{"id":"https://openalex.org/keywords/management","display_name":"Management","score":0.06332999467849731}],"concepts":[{"id":"https://openalex.org/C33676613","wikidata":"https://www.wikidata.org/wiki/Q13415176","display_name":"Dimension (graph theory)","level":2,"score":0.7368592619895935},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6636923551559448},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6255413293838501},{"id":"https://openalex.org/C57493831","wikidata":"https://www.wikidata.org/wiki/Q3134666","display_name":"Projection (relational algebra)","level":2,"score":0.5643948316574097},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5375959277153015},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.4716835618019104},{"id":"https://openalex.org/C30732413","wikidata":"https://www.wikidata.org/wiki/Q17092636","display_name":"Intrinsic dimension","level":3,"score":0.4588812291622162},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.42255282402038574},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.34642449021339417},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3128995895385742},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.30709803104400635},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.1745656132698059},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.15436244010925293},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.09635469317436218},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.06332999467849731},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","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/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C111030470","wikidata":"https://www.wikidata.org/wiki/Q1430460","display_name":"Curse of dimensionality","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/bfb0100527","is_oa":false,"landing_page_url":"https://doi.org/10.1007/bfb0100527","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"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":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},{"id":"pmh:oai:dial.uclouvain.be:boreal:111126","is_oa":false,"landing_page_url":"http://hdl.handle.net/2078.1/111126","pdf_url":null,"source":{"id":"https://openalex.org/S4306401902","display_name":"Digital Access to Libraries (Universit\u00e9 catholique de Louvain (UCL), l'Universit\u00e9 de Namur (UNamur) and the Universit\u00e9 Saint-Louis (USL-B))","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I95674353","host_organization_name":"UCLouvain","host_organization_lineage":["https://openalex.org/I95674353"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/conferenceObject"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.4099999964237213,"id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":14,"referenced_works":["https://openalex.org/W6692258","https://openalex.org/W1650614674","https://openalex.org/W1855258198","https://openalex.org/W1975613006","https://openalex.org/W2015451024","https://openalex.org/W2029401646","https://openalex.org/W2095109112","https://openalex.org/W2121594221","https://openalex.org/W2124314692","https://openalex.org/W2131773668","https://openalex.org/W2169507824","https://openalex.org/W2313953460","https://openalex.org/W2798058877","https://openalex.org/W4231546411"],"related_works":["https://openalex.org/W2058445954","https://openalex.org/W4306309289","https://openalex.org/W3139066715","https://openalex.org/W408992594","https://openalex.org/W2010406746","https://openalex.org/W2029704657","https://openalex.org/W4381745297","https://openalex.org/W1971527080","https://openalex.org/W2950046442","https://openalex.org/W2364785970"],"abstract_inverted_index":null,"counts_by_year":[{"year":2020,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2012,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
