{"id":"https://openalex.org/W2061552032","doi":"https://doi.org/10.1109/fskd.2011.6019566","title":"Using support vector machine to develop an early warning system for the risks of derivative financial instruments","display_name":"Using support vector machine to develop an early warning system for the risks of derivative financial instruments","publication_year":2011,"publication_date":"2011-07-01","ids":{"openalex":"https://openalex.org/W2061552032","doi":"https://doi.org/10.1109/fskd.2011.6019566","mag":"2061552032"},"language":"en","primary_location":{"id":"doi:10.1109/fskd.2011.6019566","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fskd.2011.6019566","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2011 Eighth International Conference on Fuzzy Systems and Knowledge Discovery (FSKD)","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/A5100436767","display_name":"Jie Zhang","orcid":"https://orcid.org/0000-0002-5703-1065"},"institutions":[{"id":"https://openalex.org/I154099455","display_name":"Shandong University","ror":"https://ror.org/0207yh398","country_code":"CN","type":"education","lineage":["https://openalex.org/I154099455"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Jie Zhang","raw_affiliation_strings":["School of Economics, Shandong University, Jinan 250100, China","School of Economics, Shandong University, Jinan 250100,China)"],"affiliations":[{"raw_affiliation_string":"School of Economics, Shandong University, Jinan 250100, China","institution_ids":["https://openalex.org/I154099455"]},{"raw_affiliation_string":"School of Economics, Shandong University, Jinan 250100,China)","institution_ids":["https://openalex.org/I154099455"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100866197","display_name":"Yueyao Sun","orcid":null},"institutions":[{"id":"https://openalex.org/I154099455","display_name":"Shandong University","ror":"https://ror.org/0207yh398","country_code":"CN","type":"education","lineage":["https://openalex.org/I154099455"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yue-yao Sun","raw_affiliation_strings":["School of Economics, Shandong University, Jinan 250100, China","School of Economics, Shandong University, Jinan 250100,China)"],"affiliations":[{"raw_affiliation_string":"School of Economics, Shandong University, Jinan 250100, China","institution_ids":["https://openalex.org/I154099455"]},{"raw_affiliation_string":"School of Economics, Shandong University, Jinan 250100,China)","institution_ids":["https://openalex.org/I154099455"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5100436767"],"corresponding_institution_ids":["https://openalex.org/I154099455"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.17876353,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"14","issue":null,"first_page":"318","last_page":"322"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9812999963760376,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.9812999963760376,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9634000062942505,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9545000195503235,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/support-vector-machine","display_name":"Support vector machine","score":0.7674513459205627},{"id":"https://openalex.org/keywords/warning-system","display_name":"Warning system","score":0.6905258893966675},{"id":"https://openalex.org/keywords/herding","display_name":"Herding","score":0.6471937298774719},{"id":"https://openalex.org/keywords/derivative","display_name":"Derivative (finance)","score":0.6281499266624451},{"id":"https://openalex.org/keywords/financial-crisis","display_name":"Financial crisis","score":0.57515949010849},{"id":"https://openalex.org/keywords/financial-instrument","display_name":"Financial instrument","score":0.554212212562561},{"id":"https://openalex.org/keywords/early-warning-system","display_name":"Early warning system","score":0.5132491588592529},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.46724605560302734},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.46554315090179443},{"id":"https://openalex.org/keywords/risk-analysis","display_name":"Risk analysis (engineering)","score":0.42516279220581055},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.4151780903339386},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.40287816524505615},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.39000746607780457},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3888707160949707},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2381899058818817}],"concepts":[{"id":"https://openalex.org/C12267149","wikidata":"https://www.wikidata.org/wiki/Q282453","display_name":"Support vector machine","level":2,"score":0.7674513459205627},{"id":"https://openalex.org/C29825287","wikidata":"https://www.wikidata.org/wiki/Q1427940","display_name":"Warning system","level":2,"score":0.6905258893966675},{"id":"https://openalex.org/C177605951","wikidata":"https://www.wikidata.org/wiki/Q1484503","display_name":"Herding","level":2,"score":0.6471937298774719},{"id":"https://openalex.org/C111771559","wikidata":"https://www.wikidata.org/wiki/Q66295","display_name":"Derivative (finance)","level":2,"score":0.6281499266624451},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.57515949010849},{"id":"https://openalex.org/C191654821","wikidata":"https://www.wikidata.org/wiki/Q247506","display_name":"Financial instrument","level":2,"score":0.554212212562561},{"id":"https://openalex.org/C2779296788","wikidata":"https://www.wikidata.org/wiki/Q5326904","display_name":"Early warning system","level":3,"score":0.5132491588592529},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.46724605560302734},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.46554315090179443},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.42516279220581055},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.4151780903339386},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.40287816524505615},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.39000746607780457},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3888707160949707},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2381899058818817},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.0},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.0},{"id":"https://openalex.org/C97137747","wikidata":"https://www.wikidata.org/wiki/Q38112","display_name":"Forestry","level":1,"score":0.0},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/fskd.2011.6019566","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fskd.2011.6019566","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2011 Eighth International Conference on Fuzzy Systems and Knowledge Discovery (FSKD)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.5799999833106995,"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320310151","display_name":"Dana-Farber Cancer Institute","ror":"https://ror.org/02jzgtq86"},{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320324174","display_name":"Natural Science Foundation of Shandong Province","ror":null}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":6,"referenced_works":["https://openalex.org/W1518398713","https://openalex.org/W2011058684","https://openalex.org/W2142704269","https://openalex.org/W2148603752","https://openalex.org/W2156909104","https://openalex.org/W3124605126"],"related_works":["https://openalex.org/W2019221308","https://openalex.org/W2366686155","https://openalex.org/W1044530532","https://openalex.org/W2383173999","https://openalex.org/W2899102479","https://openalex.org/W3125817379","https://openalex.org/W2369926976","https://openalex.org/W2381743810","https://openalex.org/W2349162035","https://openalex.org/W2402451758"],"abstract_inverted_index":{"It":[0,92],"is":[1,39,53,81,93,100],"proposed":[2],"a":[3],"classification":[4,23,68],"approach":[5,24,69],"for":[6,29],"building":[7],"an":[8,82,101],"early":[9],"warning":[10],"system":[11],"(EWS)":[12],"against":[13,34],"the":[14,42,47,61,66,71,75,85,89],"potential":[15],"risks":[16,48,76],"of":[17,49,57,60,77,84,88],"derivative":[18,50,78],"financial":[19,32,51,79,90],"instruments.":[20],"This":[21,63],"EWS":[22,67],"has":[25],"been":[26],"developed":[27],"mainly":[28],"monitoring":[30],"daily":[31],"market":[33],"its":[35],"abnormal":[36],"movement":[37],"and":[38],"based":[40],"on":[41],"newly-developed":[43],"crisis":[44],"hypothesis":[45],"that":[46,95],"instruments":[52,80],"often":[54],"self-fulfilling":[55],"because":[56],"herding":[58],"behavior":[59],"investors.":[62],"article":[64],"extends":[65],"to":[70],"traditional-type":[72],"risk,":[73],"i.e.,":[74],"outcome":[83],"long-term":[86],"deterioration":[87],"fundamentals.":[91],"shown":[94],"support":[96],"vector":[97],"machine":[98],"(SVM)":[99],"efficient":[102],"classifier":[103],"in":[104],"such":[105],"case.":[106]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}