{"id":"https://openalex.org/W2033655265","doi":"https://doi.org/10.1109/icmlc.2014.7009708","title":"Research on risk measurement model based on WHI estimator","display_name":"Research on risk measurement model based on WHI estimator","publication_year":2014,"publication_date":"2014-07-01","ids":{"openalex":"https://openalex.org/W2033655265","doi":"https://doi.org/10.1109/icmlc.2014.7009708","mag":"2033655265"},"language":"en","primary_location":{"id":"doi:10.1109/icmlc.2014.7009708","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icmlc.2014.7009708","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2014 International Conference on Machine Learning and Cybernetics","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/A5100894698","display_name":"Xia Cai","orcid":null},"institutions":[{"id":"https://openalex.org/I34155123","display_name":"Hebei University of Science and Technology","ror":"https://ror.org/05h3pkk68","country_code":"CN","type":"education","lineage":["https://openalex.org/I34155123"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Xia Cai","raw_affiliation_strings":["School of Sciences, Hebei University of Science and Technology, Shijiazhuang, China","School of Sciences,Hebei University of Science and Technology,Shijiazhuang 050018,China)"],"affiliations":[{"raw_affiliation_string":"School of Sciences, Hebei University of Science and Technology, Shijiazhuang, China","institution_ids":["https://openalex.org/I34155123"]},{"raw_affiliation_string":"School of Sciences,Hebei University of Science and Technology,Shijiazhuang 050018,China)","institution_ids":["https://openalex.org/I34155123"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100652987","display_name":"Xiumin Li","orcid":"https://orcid.org/0000-0002-0512-9642"},"institutions":[{"id":"https://openalex.org/I34155123","display_name":"Hebei University of Science and Technology","ror":"https://ror.org/05h3pkk68","country_code":"CN","type":"education","lineage":["https://openalex.org/I34155123"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xiu-Min Li","raw_affiliation_strings":["School of Sciences, Hebei University of Science and Technology, Shijiazhuang, China","School of Sciences,Hebei University of Science and Technology,Shijiazhuang 050018,China)"],"affiliations":[{"raw_affiliation_string":"School of Sciences, Hebei University of Science and Technology, Shijiazhuang, China","institution_ids":["https://openalex.org/I34155123"]},{"raw_affiliation_string":"School of Sciences,Hebei University of Science and Technology,Shijiazhuang 050018,China)","institution_ids":["https://openalex.org/I34155123"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101766446","display_name":"Yan Li","orcid":"https://orcid.org/0009-0008-6294-2884"},"institutions":[{"id":"https://openalex.org/I34155123","display_name":"Hebei University of Science and Technology","ror":"https://ror.org/05h3pkk68","country_code":"CN","type":"education","lineage":["https://openalex.org/I34155123"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yan Li","raw_affiliation_strings":["School of Sciences, Hebei University of Science and Technology, Shijiazhuang, China","School of Sciences,Hebei University of Science and Technology,Shijiazhuang 050018,China)"],"affiliations":[{"raw_affiliation_string":"School of Sciences, Hebei University of Science and Technology, Shijiazhuang, China","institution_ids":["https://openalex.org/I34155123"]},{"raw_affiliation_string":"School of Sciences,Hebei University of Science and Technology,Shijiazhuang 050018,China)","institution_ids":["https://openalex.org/I34155123"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5100894698"],"corresponding_institution_ids":["https://openalex.org/I34155123"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.15023521,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"7","issue":null,"first_page":"777","last_page":"781"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9991000294685364,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9991000294685364,"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/T12394","display_name":"Insurance and Financial Risk Management","score":0.9962999820709229,"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/T11186","display_name":"Hydrology and Drought Analysis","score":0.9901999831199646,"subfield":{"id":"https://openalex.org/subfields/2306","display_name":"Global and Planetary Change"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/quantile","display_name":"Quantile","score":0.7715464234352112},{"id":"https://openalex.org/keywords/extreme-value-theory","display_name":"Extreme value theory","score":0.6829854249954224},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.5882085561752319},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5305571556091309},{"id":"https://openalex.org/keywords/value-at-risk","display_name":"Value at risk","score":0.508401095867157},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5010271072387695},{"id":"https://openalex.org/keywords/generalized-extreme-value-distribution","display_name":"Generalized extreme value distribution","score":0.496512234210968},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.4463486075401306},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.43968862295150757},{"id":"https://openalex.org/keywords/trimmed-estimator","display_name":"Trimmed estimator","score":0.4240271747112274},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2617954611778259},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.24134761095046997},{"id":"https://openalex.org/keywords/consistent-estimator","display_name":"Consistent estimator","score":0.23063212633132935},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.18408000469207764},{"id":"https://openalex.org/keywords/minimum-variance-unbiased-estimator","display_name":"Minimum-variance unbiased estimator","score":0.14468702673912048},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.14274686574935913}],"concepts":[{"id":"https://openalex.org/C118671147","wikidata":"https://www.wikidata.org/wiki/Q578714","display_name":"Quantile","level":2,"score":0.7715464234352112},{"id":"https://openalex.org/C147581598","wikidata":"https://www.wikidata.org/wiki/Q729429","display_name":"Extreme value theory","level":2,"score":0.6829854249954224},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.5882085561752319},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5305571556091309},{"id":"https://openalex.org/C94128290","wikidata":"https://www.wikidata.org/wiki/Q963287","display_name":"Value at risk","level":3,"score":0.508401095867157},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5010271072387695},{"id":"https://openalex.org/C169707849","wikidata":"https://www.wikidata.org/wiki/Q1617240","display_name":"Generalized extreme value distribution","level":3,"score":0.496512234210968},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4463486075401306},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.43968862295150757},{"id":"https://openalex.org/C41020250","wikidata":"https://www.wikidata.org/wiki/Q17144114","display_name":"Trimmed estimator","level":5,"score":0.4240271747112274},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2617954611778259},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.24134761095046997},{"id":"https://openalex.org/C164172150","wikidata":"https://www.wikidata.org/wiki/Q1782585","display_name":"Consistent estimator","level":4,"score":0.23063212633132935},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.18408000469207764},{"id":"https://openalex.org/C165646398","wikidata":"https://www.wikidata.org/wiki/Q3755281","display_name":"Minimum-variance unbiased estimator","level":3,"score":0.14468702673912048},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.14274686574935913},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/icmlc.2014.7009708","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icmlc.2014.7009708","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2014 International Conference on Machine Learning and Cybernetics","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8","score":0.4699999988079071}],"awards":[],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320321949","display_name":"Department of Education of Hebei Province","ror":"https://ror.org/01jkyjd96"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W28389390","https://openalex.org/W182475544","https://openalex.org/W411746464","https://openalex.org/W1969446698","https://openalex.org/W2036983007","https://openalex.org/W2043649747","https://openalex.org/W2048649579","https://openalex.org/W2052408851","https://openalex.org/W2053498219","https://openalex.org/W2068176043","https://openalex.org/W2094528363","https://openalex.org/W2104730816","https://openalex.org/W2107924487","https://openalex.org/W2132618155","https://openalex.org/W2147347016","https://openalex.org/W2499714683","https://openalex.org/W4214712351","https://openalex.org/W4366259156"],"related_works":["https://openalex.org/W2950895695","https://openalex.org/W2750430821","https://openalex.org/W2338129420","https://openalex.org/W3216168812","https://openalex.org/W2587066997","https://openalex.org/W2065111490","https://openalex.org/W2152278349","https://openalex.org/W3125876968","https://openalex.org/W1977988247","https://openalex.org/W1441417252"],"abstract_inverted_index":{"Risk":[0],"measurement":[1,25],"plays":[2],"an":[3],"important":[4],"role":[5],"in":[6,115],"fields":[7],"of":[8,30,40,42,48,73,94,113],"finance":[9,31],"and":[10,32,91,96,122],"insurance.":[11],"In":[12,82],"this":[13,83],"paper,":[14,84],"extreme":[15,43,49,55,64,75],"value":[16,44,50,56,65,76],"theory":[17],"is":[18,67,78,89,106],"used":[19],"to":[20,37,108],"construct":[21],"a":[22],"new":[23,86,103],"risk":[24],"model.":[26],"The":[27,46,69,119],"underlying":[28],"distribution":[29,51],"insurance":[33],"data":[34],"usually":[35],"belongs":[36],"the":[38,54,59,63,74,85,92,102,110,116],"domain":[39],"attraction":[41],"distribution.":[45],"type":[47],"depends":[52],"on":[53],"index.":[57],"Therefore,":[58],"estimation":[60],"method":[61],"for":[62],"index":[66,77],"important.":[68],"traditional":[70],"Weiss-Hill":[71],"estimator":[72,88,105],"not":[79],"shift":[80,95],"invariant":[81],"Weiss-Hill-Invariant":[87],"proposed,":[90],"properties":[93],"scale":[97],"invariants":[98],"are":[99,125],"presented.":[100],"Finally,":[101],"WHI":[104],"applied":[107],"study":[109],"logarithmic":[111],"rate":[112],"return":[114],"stock":[117],"market.":[118],"tail":[120],"probabilities":[121],"high":[123],"quantiles":[124],"also":[126],"derived.":[127]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}