{"id":"https://openalex.org/W2019119859","doi":"https://doi.org/10.1016/s0167-9236(96)80006-6","title":"Integrating arbitrage pricing theory and artificial neural networks to support portfolio management","display_name":"Integrating arbitrage pricing theory and artificial neural networks to support portfolio management","publication_year":1996,"publication_date":"1996-11-01","ids":{"openalex":"https://openalex.org/W2019119859","doi":"https://doi.org/10.1016/s0167-9236(96)80006-6","mag":"2019119859"},"language":"en","primary_location":{"id":"doi:10.1016/s0167-9236(96)80006-6","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0167-9236(96)80006-6","pdf_url":null,"source":{"id":"https://openalex.org/S11479521","display_name":"Decision Support Systems","issn_l":"0167-9236","issn":["0167-9236","1873-5797"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Decision Support Systems","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/A5110283630","display_name":"Shin\u2010Yuan Hung","orcid":null},"institutions":[{"id":"https://openalex.org/I142974352","display_name":"National Sun Yat-sen University","ror":"https://ror.org/00mjawt10","country_code":"TW","type":"education","lineage":["https://openalex.org/I142974352"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Shin-Yuan Hung","raw_affiliation_strings":["Department of Information Management, National Sun Yat-sen University, Kaohsiung, Taiwan 80424, Taiwan R.O.C"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Information Management, National Sun Yat-sen University, Kaohsiung, Taiwan 80424, Taiwan R.O.C","institution_ids":["https://openalex.org/I142974352"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5074747642","display_name":"Ting\u2010Peng Liang","orcid":"https://orcid.org/0000-0002-0297-4429"},"institutions":[{"id":"https://openalex.org/I142974352","display_name":"National Sun Yat-sen University","ror":"https://ror.org/00mjawt10","country_code":"TW","type":"education","lineage":["https://openalex.org/I142974352"]}],"countries":["TW"],"is_corresponding":true,"raw_author_name":"Ting-Peng Liang","raw_affiliation_strings":["Department of Information Management, National Sun Yat-sen University, Kaohsiung, Taiwan 80424, Taiwan R.O.C"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Information Management, National Sun Yat-sen University, Kaohsiung, Taiwan 80424, Taiwan R.O.C","institution_ids":["https://openalex.org/I142974352"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5091219896","display_name":"Victor Wei-Chi Liu","orcid":null},"institutions":[{"id":"https://openalex.org/I142974352","display_name":"National Sun Yat-sen University","ror":"https://ror.org/00mjawt10","country_code":"TW","type":"education","lineage":["https://openalex.org/I142974352"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Victor Wei-Chi Liu","raw_affiliation_strings":["Department of Information Management, National Sun Yat-sen University, Kaohsiung, Taiwan 80424, Taiwan R.O.C"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Information Management, National Sun Yat-sen University, Kaohsiung, Taiwan 80424, Taiwan R.O.C","institution_ids":["https://openalex.org/I142974352"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5074747642"],"corresponding_institution_ids":["https://openalex.org/I142974352"],"apc_list":{"value":3280,"currency":"USD","value_usd":3280},"apc_paid":null,"fwci":0.5777,"has_fulltext":false,"cited_by_count":26,"citation_normalized_percentile":{"value":0.73975323,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"18","issue":"3-4","first_page":"301","last_page":"316"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"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"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"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/T11326","display_name":"Stock Market Forecasting Methods","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":0.9947999715805054,"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/computer-science","display_name":"Computer science","score":0.5933674573898315},{"id":"https://openalex.org/keywords/project-portfolio-management","display_name":"Project portfolio management","score":0.5904254913330078},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.5831393599510193},{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.5739876627922058},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5494623780250549},{"id":"https://openalex.org/keywords/arbitrage","display_name":"Arbitrage","score":0.493269145488739},{"id":"https://openalex.org/keywords/arbitrage-pricing-theory","display_name":"Arbitrage pricing theory","score":0.46861299872398376},{"id":"https://openalex.org/keywords/quadratic-equation","display_name":"Quadratic equation","score":0.430642306804657},{"id":"https://openalex.org/keywords/quadratic-programming","display_name":"Quadratic programming","score":0.42378008365631104},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.41927802562713623},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.4190284013748169},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3854573369026184},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3662410378456116},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.33963340520858765},{"id":"https://openalex.org/keywords/capital-asset-pricing-model","display_name":"Capital asset pricing model","score":0.32969874143600464},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3161447048187256},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.24052870273590088},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.1641537845134735},{"id":"https://openalex.org/keywords/project-management","display_name":"Project management","score":0.15441209077835083},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.12881046533584595}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5933674573898315},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.5904254913330078},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5831393599510193},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.5739876627922058},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5494623780250549},{"id":"https://openalex.org/C160623529","wikidata":"https://www.wikidata.org/wiki/Q273088","display_name":"Arbitrage","level":2,"score":0.493269145488739},{"id":"https://openalex.org/C142450864","wikidata":"https://www.wikidata.org/wiki/Q629941","display_name":"Arbitrage pricing theory","level":3,"score":0.46861299872398376},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.430642306804657},{"id":"https://openalex.org/C81845259","wikidata":"https://www.wikidata.org/wiki/Q290117","display_name":"Quadratic programming","level":2,"score":0.42378008365631104},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.41927802562713623},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.4190284013748169},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3854573369026184},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3662410378456116},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.33963340520858765},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.32969874143600464},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3161447048187256},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.24052870273590088},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.1641537845134735},{"id":"https://openalex.org/C15952604","wikidata":"https://www.wikidata.org/wiki/Q179012","display_name":"Project management","level":2,"score":0.15441209077835083},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.12881046533584595},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0},{"id":"https://openalex.org/C13280743","wikidata":"https://www.wikidata.org/wiki/Q131089","display_name":"Geodesy","level":1,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/s0167-9236(96)80006-6","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0167-9236(96)80006-6","pdf_url":null,"source":{"id":"https://openalex.org/S11479521","display_name":"Decision Support Systems","issn_l":"0167-9236","issn":["0167-9236","1873-5797"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Decision Support Systems","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Partnerships for the goals","score":0.41999998688697815,"id":"https://metadata.un.org/sdg/17"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":43,"referenced_works":["https://openalex.org/W43256430","https://openalex.org/W116314867","https://openalex.org/W1484126626","https://openalex.org/W1546858013","https://openalex.org/W1664933423","https://openalex.org/W1684995325","https://openalex.org/W1835211210","https://openalex.org/W1973784058","https://openalex.org/W1983220355","https://openalex.org/W1987402964","https://openalex.org/W1997320786","https://openalex.org/W1997353517","https://openalex.org/W2010681793","https://openalex.org/W2012485912","https://openalex.org/W2015800048","https://openalex.org/W2029056003","https://openalex.org/W2032177062","https://openalex.org/W2055411448","https://openalex.org/W2059217639","https://openalex.org/W2062140782","https://openalex.org/W2072207323","https://openalex.org/W2083312903","https://openalex.org/W2090765445","https://openalex.org/W2097847779","https://openalex.org/W2103496339","https://openalex.org/W2115229614","https://openalex.org/W2119777970","https://openalex.org/W2120087808","https://openalex.org/W2135037111","https://openalex.org/W2140612847","https://openalex.org/W2157202062","https://openalex.org/W2167571914","https://openalex.org/W2313953460","https://openalex.org/W2406745977","https://openalex.org/W3207342693","https://openalex.org/W4230661391","https://openalex.org/W4231015998","https://openalex.org/W4231716499","https://openalex.org/W4240493352","https://openalex.org/W4240721758","https://openalex.org/W4243310590","https://openalex.org/W6604759500","https://openalex.org/W6665435430"],"related_works":["https://openalex.org/W634388619","https://openalex.org/W1492278262","https://openalex.org/W2949069051","https://openalex.org/W4235918021","https://openalex.org/W2595720733","https://openalex.org/W3124715408","https://openalex.org/W4295247553","https://openalex.org/W2384817088","https://openalex.org/W2134645398","https://openalex.org/W2485088106"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":4}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}