{"id":"https://openalex.org/W2071309675","doi":"https://doi.org/10.1109/socpar.2010.5686083","title":"Prediction of the MSCI EURO index based on fuzzy grammar fragments extracted from European Central Bank statements","display_name":"Prediction of the MSCI EURO index based on fuzzy grammar fragments extracted from European Central Bank statements","publication_year":2010,"publication_date":"2010-12-01","ids":{"openalex":"https://openalex.org/W2071309675","doi":"https://doi.org/10.1109/socpar.2010.5686083","mag":"2071309675"},"language":"en","primary_location":{"id":"doi:10.1109/socpar.2010.5686083","is_oa":false,"landing_page_url":"https://doi.org/10.1109/socpar.2010.5686083","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2010 International Conference of Soft Computing and Pattern Recognition","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://research.tue.nl/files/3151305/Metis246587.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5078530193","display_name":"Viorel Milea","orcid":"https://orcid.org/0000-0002-3203-514X"},"institutions":[{"id":"https://openalex.org/I913958620","display_name":"Erasmus University Rotterdam","ror":"https://ror.org/057w15z03","country_code":"NL","type":"education","lineage":["https://openalex.org/I913958620"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"Viorel Milea","raw_affiliation_strings":["Econometric Institute, Erasmus University Rotterdam, Rotterdam, Netherlands"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Econometric Institute, Erasmus University Rotterdam, Rotterdam, Netherlands","institution_ids":["https://openalex.org/I913958620"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5012801830","display_name":"Nurfadhlina Mohd Sharef","orcid":"https://orcid.org/0000-0003-4335-0513"},"institutions":[{"id":"https://openalex.org/I36234482","display_name":"University of Bristol","ror":"https://ror.org/0524sp257","country_code":"GB","type":"education","lineage":["https://openalex.org/I36234482"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Nurfadhlina Mohd Sharef","raw_affiliation_strings":["Artificial Intelligence Group, University of Bristol, Bristol, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Artificial Intelligence Group, University of Bristol, Bristol, UK","institution_ids":["https://openalex.org/I36234482"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5087774814","display_name":"Rui Almeida","orcid":"https://orcid.org/0000-0002-7844-0167"},"institutions":[{"id":"https://openalex.org/I913958620","display_name":"Erasmus University Rotterdam","ror":"https://ror.org/057w15z03","country_code":"NL","type":"education","lineage":["https://openalex.org/I913958620"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"Rui Jorge Almeida","raw_affiliation_strings":["Econometric Institute, Erasmus University Rotterdam, Rotterdam, Netherlands"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Econometric Institute, Erasmus University Rotterdam, Rotterdam, Netherlands","institution_ids":["https://openalex.org/I913958620"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5080242338","display_name":"Uzay Kaymak","orcid":"https://orcid.org/0000-0002-4500-9098"},"institutions":[{"id":"https://openalex.org/I83019370","display_name":"Eindhoven University of Technology","ror":"https://ror.org/02c2kyt77","country_code":"NL","type":"education","lineage":["https://openalex.org/I83019370"]},{"id":"https://openalex.org/I913958620","display_name":"Erasmus University Rotterdam","ror":"https://ror.org/057w15z03","country_code":"NL","type":"education","lineage":["https://openalex.org/I913958620"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"Uzay Kaymak","raw_affiliation_strings":["Econometric Institute, Erasmus University Rotterdam, Rotterdam, Netherlands","Industrial Engineering & Innovation Sciences Faculty, Technical University Eindhoven, Eindhoven, Netherlands"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Econometric Institute, Erasmus University Rotterdam, Rotterdam, Netherlands","institution_ids":["https://openalex.org/I913958620"]},{"raw_affiliation_string":"Industrial Engineering & Innovation Sciences Faculty, Technical University Eindhoven, Eindhoven, Netherlands","institution_ids":["https://openalex.org/I83019370"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5044867921","display_name":"Flavius Fr\u0103sincar","orcid":"https://orcid.org/0000-0002-8031-758X"},"institutions":[{"id":"https://openalex.org/I913958620","display_name":"Erasmus University Rotterdam","ror":"https://ror.org/057w15z03","country_code":"NL","type":"education","lineage":["https://openalex.org/I913958620"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"Flavius Frasincar","raw_affiliation_strings":["Econometric Institute, Erasmus University Rotterdam, Rotterdam, Netherlands"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Econometric Institute, Erasmus University Rotterdam, Rotterdam, Netherlands","institution_ids":["https://openalex.org/I913958620"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.0147,"has_fulltext":true,"cited_by_count":19,"citation_normalized_percentile":{"value":0.77405524,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"231","last_page":"236"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11063","display_name":"Rough Sets and Fuzzy Logic","score":0.9528999924659729,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11063","display_name":"Rough Sets and Fuzzy Logic","score":0.9528999924659729,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10028","display_name":"Topic Modeling","score":0.9484999775886536,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10181","display_name":"Natural Language Processing Techniques","score":0.9460999965667725,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/rule-based-machine-translation","display_name":"Rule-based machine translation","score":0.7991410493850708},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.7208690047264099},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.5772523880004883},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5470236539840698},{"id":"https://openalex.org/keywords/grammar","display_name":"Grammar","score":0.527631938457489},{"id":"https://openalex.org/keywords/focus","display_name":"Focus (optics)","score":0.49693968892097473},{"id":"https://openalex.org/keywords/natural-language-processing","display_name":"Natural language processing","score":0.48955854773521423},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4646128714084625},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.4380718767642975},{"id":"https://openalex.org/keywords/fuzzy-set","display_name":"Fuzzy set","score":0.42063796520233154},{"id":"https://openalex.org/keywords/linguistics","display_name":"Linguistics","score":0.37044936418533325},{"id":"https://openalex.org/keywords/programming-language","display_name":"Programming language","score":0.08818802237510681}],"concepts":[{"id":"https://openalex.org/C53893814","wikidata":"https://www.wikidata.org/wiki/Q7378909","display_name":"Rule-based machine translation","level":2,"score":0.7991410493850708},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.7208690047264099},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.5772523880004883},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5470236539840698},{"id":"https://openalex.org/C26022165","wikidata":"https://www.wikidata.org/wiki/Q8091","display_name":"Grammar","level":2,"score":0.527631938457489},{"id":"https://openalex.org/C192209626","wikidata":"https://www.wikidata.org/wiki/Q190909","display_name":"Focus (optics)","level":2,"score":0.49693968892097473},{"id":"https://openalex.org/C204321447","wikidata":"https://www.wikidata.org/wiki/Q30642","display_name":"Natural language processing","level":1,"score":0.48955854773521423},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4646128714084625},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.4380718767642975},{"id":"https://openalex.org/C42011625","wikidata":"https://www.wikidata.org/wiki/Q1055058","display_name":"Fuzzy set","level":3,"score":0.42063796520233154},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.37044936418533325},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.08818802237510681},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C120665830","wikidata":"https://www.wikidata.org/wiki/Q14620","display_name":"Optics","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1109/socpar.2010.5686083","is_oa":false,"landing_page_url":"https://doi.org/10.1109/socpar.2010.5686083","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2010 International Conference of Soft Computing and Pattern Recognition","raw_type":"proceedings-article"},{"id":"pmh:oai:pure.eur.nl:publications/4a6db738-3245-4081-93f1-6737a8d61871","is_oa":false,"landing_page_url":"https://pure.eur.nl/en/publications/4a6db738-3245-4081-93f1-6737a8d61871","pdf_url":null,"source":{"id":"https://openalex.org/S4306401266","display_name":"EUR Research Repository (Erasmus University Rotterdam)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I913958620","host_organization_name":"Erasmus University Rotterdam","host_organization_lineage":["https://openalex.org/I913958620"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Milea, V, Sharef, NM, Almeida e Santos Nogueira, R, Kaymak, U & Frasincar, F 2010, Prediction of the MSCI EURO Index Based on Fuzzy Grammar Fragments Extracted from European Central Bank Statements. in Second International Conference of Soft Computing and Pattern Recongnition 2010 (SoCPaR 2010). Paris, pp. 231-236. https://doi.org/10.1109/SOCPAR.2010.5686083","raw_type":"info:eu-repo/semantics/conferenceObject"},{"id":"pmh:oai:pure.tue.nl:openaire/8161267f-829d-4851-aa9d-a5290ceccee4","is_oa":true,"landing_page_url":"https://research.tue.nl/en/publications/8161267f-829d-4851-aa9d-a5290ceccee4","pdf_url":"https://research.tue.nl/files/3151305/Metis246587.pdf","source":{"id":"https://openalex.org/S4406922641","display_name":"TU/e Research Portal","issn_l":null,"issn":null,"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":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Milea, D V, Sharef, N M, Almeida, R J, Kaymak, U & Frasincar, F 2010, Prediction of the MSCI EURO index based on fuzzy grammar fragments extracted from European central bank statements. in T Martin, A K Muda & A Abraham (eds), Proceedings of the International Conference of Soft Computing and Pattern Recognition, 7-10 December 2010, Cergy Pontoise, Paris,. Institute of Electrical and Electronics Engineers, pp. 231-236, conference; 2010 International Conference of Soft Computing and Pattern Recognition; 2010-12-07; 2010-12-10, 7/12/10. https://doi.org/10.1109/SOCPAR.2010.5686083","raw_type":"info:eu-repo/semantics/conferenceObject"},{"id":"pmh:tue:oai:pure.tue.nl:publications/8161267f-829d-4851-aa9d-a5290ceccee4","is_oa":true,"landing_page_url":"https://research.tue.nl/nl/publications/8161267f-829d-4851-aa9d-a5290ceccee4","pdf_url":null,"source":{"id":"https://openalex.org/S4306401843","display_name":"Data Archiving and Networked Services (DANS)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1322597698","host_organization_name":"Royal Netherlands Academy of Arts and Sciences","host_organization_lineage":["https://openalex.org/I1322597698"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Proceedings of the International Conference of Soft Computing and Pattern Recognition, 7-10 December 2010, Cergy Pontoise, Paris,, 231 - 236","raw_type":"info:eu-repo/semantics/conferencepaper"}],"best_oa_location":{"id":"pmh:oai:pure.tue.nl:openaire/8161267f-829d-4851-aa9d-a5290ceccee4","is_oa":true,"landing_page_url":"https://research.tue.nl/en/publications/8161267f-829d-4851-aa9d-a5290ceccee4","pdf_url":"https://research.tue.nl/files/3151305/Metis246587.pdf","source":{"id":"https://openalex.org/S4406922641","display_name":"TU/e Research Portal","issn_l":null,"issn":null,"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":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Milea, D V, Sharef, N M, Almeida, R J, Kaymak, U & Frasincar, F 2010, Prediction of the MSCI EURO index based on fuzzy grammar fragments extracted from European central bank statements. in T Martin, A K Muda & A Abraham (eds), Proceedings of the International Conference of Soft Computing and Pattern Recognition, 7-10 December 2010, Cergy Pontoise, Paris,. Institute of Electrical and Electronics Engineers, pp. 231-236, conference; 2010 International Conference of Soft Computing and Pattern Recognition; 2010-12-07; 2010-12-10, 7/12/10. https://doi.org/10.1109/SOCPAR.2010.5686083","raw_type":"info:eu-repo/semantics/conferenceObject"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320320301","display_name":"European Science Foundation","ror":"https://ror.org/04esata81"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2071309675.pdf","grobid_xml":"https://content.openalex.org/works/W2071309675.grobid-xml"},"referenced_works_count":22,"referenced_works":["https://openalex.org/W47512413","https://openalex.org/W145806832","https://openalex.org/W1560688497","https://openalex.org/W1853840354","https://openalex.org/W1948020393","https://openalex.org/W2079325629","https://openalex.org/W2082291422","https://openalex.org/W2098162425","https://openalex.org/W2103495943","https://openalex.org/W2107615464","https://openalex.org/W2113076747","https://openalex.org/W2120881933","https://openalex.org/W2129777964","https://openalex.org/W2145479133","https://openalex.org/W2146047893","https://openalex.org/W2313494261","https://openalex.org/W3122944446","https://openalex.org/W3133994440","https://openalex.org/W4233391551","https://openalex.org/W6601896568","https://openalex.org/W6605892302","https://openalex.org/W6676287947"],"related_works":["https://openalex.org/W2012531322","https://openalex.org/W2785900585","https://openalex.org/W2353730437","https://openalex.org/W2490303674","https://openalex.org/W2609066826","https://openalex.org/W2810752900","https://openalex.org/W3186538219","https://openalex.org/W2365677836","https://openalex.org/W2531295127","https://openalex.org/W2355063696"],"abstract_inverted_index":{"We":[0],"focus":[1],"on":[2,12,35,105],"predicting":[3],"the":[4,7,28,31,44,64,80,83,88,94,106,114],"movement":[5,103],"of":[6,30,38,82,108,116],"MSCI":[8,84,95],"EURO":[9,85,96],"index":[10,97],"based":[11,104],"European":[13],"Central":[14],"Bank":[15],"(ECB)":[16],"statements.":[17,33],"For":[18],"this":[19],"purpose":[20],"we":[21],"learn":[22],"and":[23,119],"extract":[24],"fuzzy":[25,46,59,117],"grammars":[26,47,60,118],"from":[27],"text":[29,65],"ECB":[32,109],"Based":[34],"a":[36,69],"set":[37],"selected":[39],"General":[40],"Inquirer":[41],"(GI)":[42],"categories,":[43],"extracted":[45],"are":[48,61],"grouped":[49],"around":[50],"individual":[51],"content":[52,107,121],"categories.":[53,122],"The":[54,74],"frequency":[55],"at":[56],"which":[57],"these":[58,77],"encountered":[62],"in":[63],"constitute":[66],"input":[67],"to":[68,79,91],"Fuzzy":[70],"Inference":[71],"System":[72],"(FIS).":[73],"FIS":[75],"maps":[76],"frequencies":[78],"levels":[81],"index.":[86],"Ultimately,":[87],"goal":[89],"is":[90],"predict":[92],"whether":[93],"will":[98],"exhibit":[99],"upward":[100],"or":[101],"downward":[102],"statements,":[110],"as":[111],"quantified":[112],"through":[113],"use":[115],"GI":[120]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":8},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-07-02T09:51:11.867554","created_date":"2025-10-10T00:00:00"}
