{"id":"https://openalex.org/W4387914131","doi":"https://doi.org/10.1109/codit58514.2023.10284358","title":"Estimating the Probability of Falling Share Price Below the Minimum Level","display_name":"Estimating the Probability of Falling Share Price Below the Minimum Level","publication_year":2023,"publication_date":"2023-07-03","ids":{"openalex":"https://openalex.org/W4387914131","doi":"https://doi.org/10.1109/codit58514.2023.10284358"},"language":"en","primary_location":{"id":"doi:10.1109/codit58514.2023.10284358","is_oa":false,"landing_page_url":"https://doi.org/10.1109/codit58514.2023.10284358","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 9th International Conference on Control, Decision and Information Technologies (CoDIT)","raw_type":"proceedings-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/A5067812010","display_name":"Sergei Semakov","orcid":"https://orcid.org/0000-0002-1836-8271"},"institutions":[{"id":"https://openalex.org/I153845743","display_name":"Moscow Institute of Physics and Technology","ror":"https://ror.org/00v0z9322","country_code":"RU","type":"education","lineage":["https://openalex.org/I153845743"]},{"id":"https://openalex.org/I1313323035","display_name":"Russian Academy of Sciences","ror":"https://ror.org/05qrfxd25","country_code":"RU","type":"funder","lineage":["https://openalex.org/I1313323035"]},{"id":"https://openalex.org/I4210113879","display_name":"Moscow Automobile and Road Construction State Technical University","ror":"https://ror.org/0257qw677","country_code":"RU","type":"education","lineage":["https://openalex.org/I4210113879"]}],"countries":["RU"],"is_corresponding":true,"raw_author_name":"Sergei L. Semakov","raw_affiliation_strings":["Moscow Institute of Physics and Technology,Faculty of Control and Applied Mathematics","Faculty of Control and Applied Mathematics, Moscow Institute of Physics and Technology","Department of Mathematics, Moscow Automobile and Road Construction Institute","Federal Research Center \"Computer Science and Control\" of the Russian Academy of Sciences, the Russian Federation"],"affiliations":[{"raw_affiliation_string":"Moscow Institute of Physics and Technology,Faculty of Control and Applied Mathematics","institution_ids":["https://openalex.org/I153845743"]},{"raw_affiliation_string":"Faculty of Control and Applied Mathematics, Moscow Institute of Physics and Technology","institution_ids":["https://openalex.org/I153845743"]},{"raw_affiliation_string":"Department of Mathematics, Moscow Automobile and Road Construction Institute","institution_ids":["https://openalex.org/I4210113879"]},{"raw_affiliation_string":"Federal Research Center \"Computer Science and Control\" of the Russian Academy of Sciences, the Russian Federation","institution_ids":["https://openalex.org/I1313323035"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5067812010"],"corresponding_institution_ids":["https://openalex.org/I1313323035","https://openalex.org/I153845743","https://openalex.org/I4210113879"],"apc_list":null,"apc_paid":null,"fwci":1.0176,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.87261323,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":95},"biblio":{"volume":null,"issue":null,"first_page":"142","last_page":"144"},"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":0.9987000226974487,"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":0.9987000226974487,"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/T12261","display_name":"Statistical Mechanics and Entropy","score":0.9564999938011169,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9491999745368958,"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/falling","display_name":"Falling (accident)","score":0.7897980213165283},{"id":"https://openalex.org/keywords/expression","display_name":"Expression (computer science)","score":0.45714759826660156},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4337001442909241},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.42337167263031006},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3177001178264618}],"concepts":[{"id":"https://openalex.org/C2779079380","wikidata":"https://www.wikidata.org/wiki/Q333495","display_name":"Falling (accident)","level":2,"score":0.7897980213165283},{"id":"https://openalex.org/C90559484","wikidata":"https://www.wikidata.org/wiki/Q778379","display_name":"Expression (computer science)","level":2,"score":0.45714759826660156},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4337001442909241},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.42337167263031006},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3177001178264618},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.0},{"id":"https://openalex.org/C99454951","wikidata":"https://www.wikidata.org/wiki/Q932068","display_name":"Environmental health","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/codit58514.2023.10284358","is_oa":false,"landing_page_url":"https://doi.org/10.1109/codit58514.2023.10284358","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 9th International Conference on Control, Decision and Information Technologies (CoDIT)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":5,"referenced_works":["https://openalex.org/W140323130","https://openalex.org/W2317890084","https://openalex.org/W2913338347","https://openalex.org/W3015379812","https://openalex.org/W6605752786"],"related_works":["https://openalex.org/W2748952813","https://openalex.org/W4391375266","https://openalex.org/W1979597421","https://openalex.org/W2007980826","https://openalex.org/W2746852369","https://openalex.org/W2024194626","https://openalex.org/W2061531152","https://openalex.org/W3002753104","https://openalex.org/W2077600819","https://openalex.org/W2142036596"],"abstract_inverted_index":{"A":[0],"technology":[1],"is":[2,21,37,53,67],"proposed":[3],"for":[4,23,70],"estimating":[5],"the":[6,15,24,28,31,34,40,48,54,57,61,74],"probability":[7,26],"that":[8,30],"a":[9],"share":[10,35],"price":[11,36,52],"will":[12],"fall":[13],"below":[14],"minimum":[16],"level.":[17],"The":[18,64],"exact":[19],"expression":[20],"obtained":[22,65],"required":[25],"under":[27],"assumption":[29],"behavior":[32],"of":[33,43,56,73],"described":[38],"by":[39],"well-known":[41],"model":[42],"Samuelson,":[44],"according":[45],"to":[46],"which":[47],"relative":[49],"change":[50],"in":[51],"sum":[55],"non-random":[58],"trend":[59],"and":[60],"Wiener":[62],"process.":[63],"result":[66],"qualitatively":[68],"analyzed":[69],"various":[71],"relations":[72],"problem":[75],"parameters.":[76]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
