{"id":"https://openalex.org/W4407449717","doi":"https://doi.org/10.1109/tkde.2025.3533492","title":"RAGIC: Risk-Aware Generative Framework for Stock Interval Construction","display_name":"RAGIC: Risk-Aware Generative Framework for Stock Interval Construction","publication_year":2025,"publication_date":"2025-02-13","ids":{"openalex":"https://openalex.org/W4407449717","doi":"https://doi.org/10.1109/tkde.2025.3533492"},"language":"en","primary_location":{"id":"doi:10.1109/tkde.2025.3533492","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tkde.2025.3533492","pdf_url":null,"source":{"id":"https://openalex.org/S30698027","display_name":"IEEE Transactions on Knowledge and Data Engineering","issn_l":"1041-4347","issn":["1041-4347","1558-2191","2326-3865"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320439","host_organization_name":"IEEE Computer Society","host_organization_lineage":["https://openalex.org/P4310320439","https://openalex.org/P4310319808"],"host_organization_lineage_names":["IEEE Computer Society","Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Knowledge and Data Engineering","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/A5061857419","display_name":"Jingyi Gu","orcid":"https://orcid.org/0000-0001-8010-8326"},"institutions":[{"id":"https://openalex.org/I118118575","display_name":"New Jersey Institute of Technology","ror":"https://ror.org/05e74xb87","country_code":"US","type":"education","lineage":["https://openalex.org/I118118575"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Jingyi Gu","raw_affiliation_strings":["New Jersey Institute of Technology, Newark, NJ, USA"],"affiliations":[{"raw_affiliation_string":"New Jersey Institute of Technology, Newark, NJ, USA","institution_ids":["https://openalex.org/I118118575"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5002969906","display_name":"Wenlu Du","orcid":"https://orcid.org/0000-0003-4925-0468"},"institutions":[{"id":"https://openalex.org/I21104390","display_name":"Skidmore College","ror":"https://ror.org/04nzrzs08","country_code":"US","type":"education","lineage":["https://openalex.org/I21104390"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Wenlu Du","raw_affiliation_strings":["Skidmore College, Saratoga, NY, USA"],"affiliations":[{"raw_affiliation_string":"Skidmore College, Saratoga, NY, USA","institution_ids":["https://openalex.org/I21104390"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100744283","display_name":"Guiling Wang","orcid":"https://orcid.org/0000-0003-1880-4763"},"institutions":[{"id":"https://openalex.org/I118118575","display_name":"New Jersey Institute of Technology","ror":"https://ror.org/05e74xb87","country_code":"US","type":"education","lineage":["https://openalex.org/I118118575"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Guiling Wang","raw_affiliation_strings":["New Jersey Institute of Technology, Newark, NJ, USA"],"affiliations":[{"raw_affiliation_string":"New Jersey Institute of Technology, Newark, NJ, USA","institution_ids":["https://openalex.org/I118118575"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5061857419"],"corresponding_institution_ids":["https://openalex.org/I118118575"],"apc_list":null,"apc_paid":null,"fwci":6.7966,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.95721897,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":95,"max":99},"biblio":{"volume":"37","issue":"4","first_page":"2085","last_page":"2096"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10703","display_name":"Business Process Modeling and Analysis","score":0.7979999780654907,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10703","display_name":"Business Process Modeling and Analysis","score":0.7979999780654907,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.7590000033378601,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T14082","display_name":"Modeling, Simulation, and Optimization","score":0.7483999729156494,"subfield":{"id":"https://openalex.org/subfields/2607","display_name":"Discrete Mathematics and Combinatorics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7384861707687378},{"id":"https://openalex.org/keywords/generative-grammar","display_name":"Generative grammar","score":0.5895313024520874},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4924388825893402},{"id":"https://openalex.org/keywords/interval","display_name":"Interval (graph theory)","score":0.42980679869651794},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.331961989402771},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.0837840735912323},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.0661216676235199}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7384861707687378},{"id":"https://openalex.org/C39890363","wikidata":"https://www.wikidata.org/wiki/Q36108","display_name":"Generative grammar","level":2,"score":0.5895313024520874},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4924388825893402},{"id":"https://openalex.org/C2778067643","wikidata":"https://www.wikidata.org/wiki/Q166507","display_name":"Interval (graph theory)","level":2,"score":0.42980679869651794},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.331961989402771},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.0837840735912323},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0661216676235199},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tkde.2025.3533492","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tkde.2025.3533492","pdf_url":null,"source":{"id":"https://openalex.org/S30698027","display_name":"IEEE Transactions on Knowledge and Data Engineering","issn_l":"1041-4347","issn":["1041-4347","1558-2191","2326-3865"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320439","host_organization_name":"IEEE Computer Society","host_organization_lineage":["https://openalex.org/P4310320439","https://openalex.org/P4310319808"],"host_organization_lineage_names":["IEEE Computer Society","Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Knowledge and Data Engineering","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":47,"referenced_works":["https://openalex.org/W2008585102","https://openalex.org/W2060330798","https://openalex.org/W2064675550","https://openalex.org/W2078236117","https://openalex.org/W2094308089","https://openalex.org/W2106438008","https://openalex.org/W2111051539","https://openalex.org/W2132477882","https://openalex.org/W2143668817","https://openalex.org/W2157276885","https://openalex.org/W2160885508","https://openalex.org/W2171468534","https://openalex.org/W2613328025","https://openalex.org/W2772474126","https://openalex.org/W2802496958","https://openalex.org/W2883695301","https://openalex.org/W2893230400","https://openalex.org/W2912614123","https://openalex.org/W2964245526","https://openalex.org/W2964268978","https://openalex.org/W2964413206","https://openalex.org/W3009650506","https://openalex.org/W3015694082","https://openalex.org/W3035414307","https://openalex.org/W3037216933","https://openalex.org/W3044629235","https://openalex.org/W3159966729","https://openalex.org/W3160222876","https://openalex.org/W3172807453","https://openalex.org/W3176553972","https://openalex.org/W3207999419","https://openalex.org/W4241996101","https://openalex.org/W4283804236","https://openalex.org/W4285214174","https://openalex.org/W4385245566","https://openalex.org/W6685112792","https://openalex.org/W6736588030","https://openalex.org/W6741832134","https://openalex.org/W6746729860","https://openalex.org/W6749825310","https://openalex.org/W6767782324","https://openalex.org/W6771378952","https://openalex.org/W6772085293","https://openalex.org/W6772381481","https://openalex.org/W6788328477","https://openalex.org/W6804186094","https://openalex.org/W6848443141"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2899084033","https://openalex.org/W2748952813","https://openalex.org/W2380075625","https://openalex.org/W2390279801","https://openalex.org/W4391913857","https://openalex.org/W2358668433","https://openalex.org/W4396701345","https://openalex.org/W2376932109","https://openalex.org/W2001405890"],"abstract_inverted_index":{"Efforts":[0],"to":[1,11,63,74,135],"predict":[2],"stock":[3,58,197],"market":[4,42,137,198],"outcomes":[5],"have":[6],"yielded":[7],"limited":[8],"success":[9],"due":[10],"the":[12,17,33,91,106,114,194],"inherently":[13],"stochastic":[14],"nature":[15],"of":[16,94,196],"market,":[18],"influenced":[19],"by":[20],"numerous":[21],"unpredictable":[22],"factors.":[23],"Many":[24],"existing":[25],"prediction":[26,62,199],"approaches":[27],"focus":[28],"on":[29,144],"single-point":[30],"predictions,":[31],"lacking":[32],"depth":[34],"needed":[35],"for":[36,57],"effective":[37],"decision-making":[38],"and":[39,97,103,148,170],"often":[40],"overlooking":[41],"risk.":[43],"To":[44],"bridge":[45],"this":[46],"gap,":[47],"we":[48],"propose":[49],"<italic":[50,59,86,107,125,154,177],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[51,60,87,108,126,155,178],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">RAGIC</i>,":[52],"a":[53,69,173,181],"novel":[54],"risk-aware":[55],"framework":[56],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">interval</i>":[61],"quantify":[64],"uncertainty.":[65],"Our":[66],"approach":[67,141,191],"leverages":[68],"Generative":[70],"Adversarial":[71],"Network":[72],"(GAN)":[73],"produce":[75],"future":[76,116],"price":[77,100],"sequences":[78],"infused":[79],"with":[80],"randomness":[81],"inherent":[82],"in":[83],"financial":[84],"markets.":[85],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">RAGIC</i>\u2019s":[88,156],"generator":[89],"detects":[90],"risk":[92,203],"perception":[93],"informed":[95],"investors":[96],"captures":[98],"historical":[99],"trends":[101],"globally":[102,159],"locally.":[104],"Then":[105],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">risk-sensitive":[109],"intervals</i>":[110],"is":[111,132],"built":[112],"upon":[113],"simulated":[115],"prices":[117],"from":[118],"sequence":[119],"generation":[120],"through":[121],"statistical":[122],"inference,":[123],"incorporating":[124,201],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">horizon-wise</i>":[127],"insights.":[128],"The":[129],"interval\u2019s":[130],"width":[131],"adaptively":[133],"adjusted":[134],"reflect":[136],"volatility.":[138],"Importantly,":[139],"our":[140,190],"relies":[142],"solely":[143],"publicly":[145],"available":[146],"data":[147],"incurs":[149],"only":[150],"low":[151],"computational":[152],"overhead.":[153],"evaluation":[157],"across":[158],"recognized":[160],"broad-based":[161],"indices":[162],"demonstrates":[163],"its":[164],"balanced":[165],"performance,":[166],"offering":[167],"both":[168],"accuracy":[169],"informativeness.":[171],"Achieving":[172],"consistent":[174],"95%":[175],"coverage,":[176],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">RAGIC</i>":[179],"maintains":[180],"narrow":[182],"interval":[183],"width.":[184],"This":[185],"promising":[186],"outcome":[187],"suggests":[188],"that":[189],"effectively":[192],"addresses":[193],"challenges":[195],"while":[200],"vital":[202],"considerations.":[204]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2}],"updated_date":"2026-03-31T07:56:22.981413","created_date":"2025-10-10T00:00:00"}