{"id":"https://openalex.org/W4414032254","doi":"https://doi.org/10.1142/s1752890925500199","title":"Predicting the Trading Volume of the Thermal Coal Futures Through Gaussian Process Regressions","display_name":"Predicting the Trading Volume of the Thermal Coal Futures Through Gaussian Process Regressions","publication_year":2025,"publication_date":"2025-09-06","ids":{"openalex":"https://openalex.org/W4414032254","doi":"https://doi.org/10.1142/s1752890925500199"},"language":"en","primary_location":{"id":"doi:10.1142/s1752890925500199","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s1752890925500199","pdf_url":null,"source":{"id":"https://openalex.org/S4210199942","display_name":"Journal of Uncertain Systems","issn_l":"1752-8909","issn":["1752-8909","1752-8917"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Uncertain Systems","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/A5054390461","display_name":"Bingzi Jin","orcid":"https://orcid.org/0009-0005-1620-7772"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Bingzi Jin","raw_affiliation_strings":["Advanced Micro Devices (China) Co., Ltd., Shanghai, P. R. China"],"raw_orcid":"https://orcid.org/0009-0005-1620-7772","affiliations":[{"raw_affiliation_string":"Advanced Micro Devices (China) Co., Ltd., Shanghai, P. R. China","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5019106763","display_name":"Xiaojie Xu","orcid":"https://orcid.org/0000-0002-4452-1540"},"institutions":[{"id":"https://openalex.org/I137902535","display_name":"North Carolina State University","ror":"https://ror.org/04tj63d06","country_code":"US","type":"education","lineage":["https://openalex.org/I137902535"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Xiaojie Xu","raw_affiliation_strings":["North Carolina State University, Raleigh, NC 27695, USA"],"raw_orcid":"https://orcid.org/0000-0002-4452-1540","affiliations":[{"raw_affiliation_string":"North Carolina State University, Raleigh, NC 27695, USA","institution_ids":["https://openalex.org/I137902535"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5054390461"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":9.3491,"has_fulltext":false,"cited_by_count":16,"citation_normalized_percentile":{"value":0.98260358,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":99,"max":100},"biblio":{"volume":"19","issue":"01","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.8884000182151794,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.8884000182151794,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12617","display_name":"Energy, Environment, and Transportation Policies","score":0.8587999939918518,"subfield":{"id":"https://openalex.org/subfields/2105","display_name":"Renewable Energy, Sustainability and the Environment"},"field":{"id":"https://openalex.org/fields/21","display_name":"Energy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.828000009059906,"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/futures-contract","display_name":"Futures contract","score":0.881679892539978},{"id":"https://openalex.org/keywords/volume","display_name":"Volume (thermodynamics)","score":0.6786941289901733},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6186888217926025},{"id":"https://openalex.org/keywords/coal","display_name":"Coal","score":0.5869293808937073},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.523347795009613},{"id":"https://openalex.org/keywords/gaussian-process","display_name":"Gaussian process","score":0.430853009223938},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.4226700961589813},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.39496028423309326},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.3911656439304352},{"id":"https://openalex.org/keywords/environmental-science","display_name":"Environmental science","score":0.3542432487010956},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3151286840438843},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.17836475372314453},{"id":"https://openalex.org/keywords/thermodynamics","display_name":"Thermodynamics","score":0.17372390627861023},{"id":"https://openalex.org/keywords/chemistry","display_name":"Chemistry","score":0.13063183426856995},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.10107302665710449},{"id":"https://openalex.org/keywords/waste-management","display_name":"Waste management","score":0.0874609649181366}],"concepts":[{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.881679892539978},{"id":"https://openalex.org/C20556612","wikidata":"https://www.wikidata.org/wiki/Q4469374","display_name":"Volume (thermodynamics)","level":2,"score":0.6786941289901733},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6186888217926025},{"id":"https://openalex.org/C518851703","wikidata":"https://www.wikidata.org/wiki/Q24489","display_name":"Coal","level":2,"score":0.5869293808937073},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.523347795009613},{"id":"https://openalex.org/C61326573","wikidata":"https://www.wikidata.org/wiki/Q1496376","display_name":"Gaussian process","level":3,"score":0.430853009223938},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4226700961589813},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.39496028423309326},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.3911656439304352},{"id":"https://openalex.org/C39432304","wikidata":"https://www.wikidata.org/wiki/Q188847","display_name":"Environmental science","level":0,"score":0.3542432487010956},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3151286840438843},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.17836475372314453},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.17372390627861023},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.13063183426856995},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.10107302665710449},{"id":"https://openalex.org/C548081761","wikidata":"https://www.wikidata.org/wiki/Q180388","display_name":"Waste management","level":1,"score":0.0874609649181366},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C147597530","wikidata":"https://www.wikidata.org/wiki/Q369472","display_name":"Computational chemistry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1142/s1752890925500199","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s1752890925500199","pdf_url":null,"source":{"id":"https://openalex.org/S4210199942","display_name":"Journal of Uncertain Systems","issn_l":"1752-8909","issn":["1752-8909","1752-8917"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Uncertain Systems","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":253,"referenced_works":["https://openalex.org/W1507259579","https://openalex.org/W1583125565","https://openalex.org/W1592277099","https://openalex.org/W1604157733","https://openalex.org/W1605276600","https://openalex.org/W1605612124","https://openalex.org/W1816516507","https://openalex.org/W1975331253","https://openalex.org/W1976906381","https://openalex.org/W1984199597","https://openalex.org/W1987587356","https://openalex.org/W1989444389","https://openalex.org/W1995275129","https://openalex.org/W1998462925","https://openalex.org/W2002432012","https://openalex.org/W2013446357","https://openalex.org/W2015765908","https://openalex.org/W2017510049","https://openalex.org/W2021739928","https://openalex.org/W2023562436","https://openalex.org/W2027543242","https://openalex.org/W2029860723","https://openalex.org/W2032153261","https://openalex.org/W2035698927","https://openalex.org/W2045429313","https://openalex.org/W2051023772","https://openalex.org/W2052864776","https://openalex.org/W2053191269","https://openalex.org/W2056252523","https://openalex.org/W2061328739","https://openalex.org/W2071398822","https://openalex.org/W2073625292","https://openalex.org/W2073912178","https://openalex.org/W2075128083","https://openalex.org/W2075324382","https://openalex.org/W2077058063","https://openalex.org/W2079615115","https://openalex.org/W2082879877","https://openalex.org/W2086729180","https://openalex.org/W2089942891","https://openalex.org/W2091280833","https://openalex.org/W2092155530","https://openalex.org/W2100663268","https://openalex.org/W2126267709","https://openalex.org/W2127923747","https://openalex.org/W2143266849","https://openalex.org/W2147606845","https://openalex.org/W2149876912","https://openalex.org/W2151726542","https://openalex.org/W2152341518","https://openalex.org/W2157490264","https://openalex.org/W2161006463","https://openalex.org/W2173299659","https://openalex.org/W2176313025","https://openalex.org/W2189220475","https://openalex.org/W2231986801","https://openalex.org/W2239643127","https://openalex.org/W2270659678","https://openalex.org/W2283895674","https://openalex.org/W2290039094","https://openalex.org/W2322125724","https://openalex.org/W2338134642","https://openalex.org/W2404072161","https://openalex.org/W2460483353","https://openalex.org/W2504160096","https://openalex.org/W2514792508","https://openalex.org/W2532957537","https://openalex.org/W2533090830","https://openalex.org/W2543387907","https://openalex.org/W2549986406","https://openalex.org/W2566234880","https://openalex.org/W2597669948","https://openalex.org/W2599150318","https://openalex.org/W2606884248","https://openalex.org/W2732511663","https://openalex.org/W2765358053","https://openalex.org/W2770194923","https://openalex.org/W2770709930","https://openalex.org/W2782718932","https://openalex.org/W2783603328","https://openalex.org/W2783861622","https://openalex.org/W2807761539","https://openalex.org/W2899384503","https://openalex.org/W2907424322","https://openalex.org/W2908988324","https://openalex.org/W2912650072","https://openalex.org/W2916024322","https://openalex.org/W2923741627","https://openalex.org/W2924422923","https://openalex.org/W2935877504","https://openalex.org/W2937440203","https://openalex.org/W2940272946","https://openalex.org/W2942063634","https://openalex.org/W2944015775","https://openalex.org/W2945362021","https://openalex.org/W2963252994","https://openalex.org/W2965411974","https://openalex.org/W2970470316","https://openalex.org/W2979883217","https://openalex.org/W2990569776","https://openalex.org/W2998869217","https://openalex.org/W3000215093","https://openalex.org/W3013214415","https://openalex.org/W3016289193","https://openalex.org/W3019862202","https://openalex.org/W3023333792","https://openalex.org/W3024079176","https://openalex.org/W3027169844","https://openalex.org/W3030855368","https://openalex.org/W3036065630","https://openalex.org/W3046155253","https://openalex.org/W3081889057","https://openalex.org/W3082112516","https://openalex.org/W3087103549","https://openalex.org/W3093924474","https://openalex.org/W3102461524","https://openalex.org/W3105977246","https://openalex.org/W3106952414","https://openalex.org/W3111834144","https://openalex.org/W3112756409","https://openalex.org/W3112900574","https://openalex.org/W3113310580","https://openalex.org/W3115611223","https://openalex.org/W3119356642","https://openalex.org/W3119869608","https://openalex.org/W3120263227","https://openalex.org/W3120933320","https://openalex.org/W3121242150","https://openalex.org/W3122003889","https://openalex.org/W3122744553","https://openalex.org/W3123402327","https://openalex.org/W3124599370","https://openalex.org/W3126334464","https://openalex.org/W3127870418","https://openalex.org/W3128319313","https://openalex.org/W3130656729","https://openalex.org/W3131365108","https://openalex.org/W3133879112","https://openalex.org/W3135757745","https://openalex.org/W3140731934","https://openalex.org/W3148991373","https://openalex.org/W3160737638","https://openalex.org/W3164135715","https://openalex.org/W3168666263","https://openalex.org/W3175629181","https://openalex.org/W3185133949","https://openalex.org/W3189693140","https://openalex.org/W3190903102","https://openalex.org/W3193379624","https://openalex.org/W3200404759","https://openalex.org/W3207946173","https://openalex.org/W3208365436","https://openalex.org/W3211307632","https://openalex.org/W3213382906","https://openalex.org/W3214071605","https://openalex.org/W3214261469","https://openalex.org/W4206949015","https://openalex.org/W4214654247","https://openalex.org/W4220764546","https://openalex.org/W4220955444","https://openalex.org/W4224064786","https://openalex.org/W4251428492","https://openalex.org/W4280517373","https://openalex.org/W4280589199","https://openalex.org/W4281780333","https://openalex.org/W4283574547","https://openalex.org/W4288067035","https://openalex.org/W4289545257","https://openalex.org/W4289755363","https://openalex.org/W4289993714","https://openalex.org/W4293083664","https://openalex.org/W4293089906","https://openalex.org/W4293109094","https://openalex.org/W4294704621","https://openalex.org/W4294959653","https://openalex.org/W4295015659","https://openalex.org/W4295927207","https://openalex.org/W4306893511","https://openalex.org/W4308630894","https://openalex.org/W4311045476","https://openalex.org/W4311733635","https://openalex.org/W4361011475","https://openalex.org/W4362518735","https://openalex.org/W4365149884","https://openalex.org/W4366159810","https://openalex.org/W4367043760","https://openalex.org/W4367298806","https://openalex.org/W4378594122","https://openalex.org/W4378698932","https://openalex.org/W4380085124","https://openalex.org/W4380886812","https://openalex.org/W4381380023","https://openalex.org/W4382813906","https://openalex.org/W4383272239","https://openalex.org/W4385437029","https://openalex.org/W4385663516","https://openalex.org/W4387643472","https://openalex.org/W4389764978","https://openalex.org/W4390468949","https://openalex.org/W4391430207","https://openalex.org/W4392303566","https://openalex.org/W4392387551","https://openalex.org/W4393091164","https://openalex.org/W4397014661","https://openalex.org/W4398243663","https://openalex.org/W4399050227","https://openalex.org/W4399337197","https://openalex.org/W4399502854","https://openalex.org/W4399531690","https://openalex.org/W4399548560","https://openalex.org/W4400885244","https://openalex.org/W4400895424","https://openalex.org/W4400897250","https://openalex.org/W4400900126","https://openalex.org/W4401670088","https://openalex.org/W4401684279","https://openalex.org/W4402069231","https://openalex.org/W4402090868","https://openalex.org/W4402521902","https://openalex.org/W4402601449","https://openalex.org/W4402804228","https://openalex.org/W4403689502","https://openalex.org/W4404970178","https://openalex.org/W4405189347","https://openalex.org/W4405323294","https://openalex.org/W4405476207","https://openalex.org/W4405698327","https://openalex.org/W4405868877","https://openalex.org/W4406081676","https://openalex.org/W4406248455","https://openalex.org/W4406250727","https://openalex.org/W4406319887","https://openalex.org/W4406373150","https://openalex.org/W4406634675","https://openalex.org/W4407239978","https://openalex.org/W4407240089","https://openalex.org/W4407390518","https://openalex.org/W4407554054","https://openalex.org/W4407819673","https://openalex.org/W4407856133","https://openalex.org/W4408083585","https://openalex.org/W4408260779","https://openalex.org/W4408722252","https://openalex.org/W4408879743","https://openalex.org/W4409157654","https://openalex.org/W4409775853","https://openalex.org/W4410063972","https://openalex.org/W4410326272","https://openalex.org/W4410696834","https://openalex.org/W4411497230","https://openalex.org/W4411831165","https://openalex.org/W4415281368","https://openalex.org/W4416337724"],"related_works":["https://openalex.org/W4235697092","https://openalex.org/W4233814322","https://openalex.org/W2075366185","https://openalex.org/W3123403352","https://openalex.org/W2016175128","https://openalex.org/W2145033651","https://openalex.org/W621729589","https://openalex.org/W4376270372","https://openalex.org/W1536454482","https://openalex.org/W2490791185"],"abstract_inverted_index":{"For":[0],"many":[1],"market":[2],"players,":[3],"including":[4],"policy":[5,139],"makers,":[6],"estimating":[7],"the":[8,29,35,41,49,57,67,78,91,104,116],"trading":[9,30,75],"volumes":[10],"of":[11,81,118],"commodity":[12],"futures":[13,38],"is":[14,87,111],"a":[15,95],"critical":[16],"task.":[17],"Using":[18],"daily":[19],"data":[20],"from":[21,77,115],"January":[22,82],"2016":[23],"to":[24,113],"December":[25],"2020,":[26],"we":[27,65],"investigate":[28],"volume":[31,76,108],"forecast":[32,109],"problem":[33],"for":[34,61,138],"thermal":[36,105],"coal":[37,106],"traded":[39],"on":[40,48],"Zhengzhou":[42],"Commodity":[43],"Exchange":[44],"in":[45,52,133],"China,":[46],"focusing":[47],"energy":[50],"sector":[51],"this":[53,62],"study.":[54],"We":[55],"use":[56],"Gaussian":[58,119],"process":[59,120],"regression":[60],"purpose,":[63],"and":[64,71,99],"build":[66],"models":[68,93],"using":[69],"cross-validation":[70],"Bayesian":[72],"optimizations.":[73],"The":[74,122],"out-of-sample":[79],"period":[80],"2,":[83],"2020\u2013December":[84],"31,":[85],"2020":[86],"successfully":[88],"predicted":[89],"by":[90],"created":[92],"with":[94,135],"low":[96],"prediction":[97,101],"error":[98],"high":[100],"correlation.":[102],"Here,":[103],"trade":[107,146],"issue":[110],"demonstrated":[112],"benefit":[114],"application":[117],"regressions.":[121],"projection\u2019s":[123],"results":[124],"might":[125],"be":[126],"applied":[127],"as":[128],"stand-alone":[129],"technical":[130],"forecasts":[131,137],"or":[132],"combination":[134],"other":[136],"research":[140],"that":[141],"involves":[142],"formulating":[143],"opinions":[144],"about":[145],"trends.":[147]},"counts_by_year":[{"year":2026,"cited_by_count":9},{"year":2025,"cited_by_count":7}],"updated_date":"2026-05-21T09:19:25.381259","created_date":"2025-10-10T00:00:00"}
