{"id":"https://openalex.org/W4416232566","doi":"https://doi.org/10.1145/3768292.3771256","title":"Fusing Narrative Semantics for Financial Volatility Forecasting","display_name":"Fusing Narrative Semantics for Financial Volatility Forecasting","publication_year":2025,"publication_date":"2025-11-14","ids":{"openalex":"https://openalex.org/W4416232566","doi":"https://doi.org/10.1145/3768292.3771256"},"language":null,"primary_location":{"id":"doi:10.1145/3768292.3771256","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3768292.3771256","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 6th ACM International Conference on AI in Finance","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/A5099282237","display_name":"Yaxuan Kong","orcid":"https://orcid.org/0009-0006-8284-0055"},"institutions":[{"id":"https://openalex.org/I40120149","display_name":"University of Oxford","ror":"https://ror.org/052gg0110","country_code":"GB","type":"education","lineage":["https://openalex.org/I40120149"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Yaxuan Kong","raw_affiliation_strings":["University of Oxford, Oxford, United Kingdom"],"raw_orcid":"https://orcid.org/0009-0006-8284-0055","affiliations":[{"raw_affiliation_string":"University of Oxford, Oxford, United Kingdom","institution_ids":["https://openalex.org/I40120149"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101711570","display_name":"Yoontae Hwang","orcid":"https://orcid.org/0000-0002-5856-1914"},"institutions":[{"id":"https://openalex.org/I4921948","display_name":"Pusan National University","ror":"https://ror.org/01an57a31","country_code":"KR","type":"education","lineage":["https://openalex.org/I4921948"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Yoontae Hwang","raw_affiliation_strings":["Graduate School of Data Science, Pusan National University, Pusan, Republic of Korea"],"raw_orcid":"https://orcid.org/0000-0002-5856-1914","affiliations":[{"raw_affiliation_string":"Graduate School of Data Science, Pusan National University, Pusan, Republic of Korea","institution_ids":["https://openalex.org/I4921948"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5058522288","display_name":"Marcus Kaiser","orcid":"https://orcid.org/0000-0002-3881-8399"},"institutions":[{"id":"https://openalex.org/I4210158216","display_name":"Deutsche Bank (United Kingdom)","ror":"https://ror.org/04tpxn918","country_code":"GB","type":"company","lineage":["https://openalex.org/I158193983","https://openalex.org/I4210158216"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Marcus Kaiser","raw_affiliation_strings":["Deutsche Bank AG, London, United Kingdom"],"raw_orcid":"https://orcid.org/0000-0002-3881-8399","affiliations":[{"raw_affiliation_string":"Deutsche Bank AG, London, United Kingdom","institution_ids":["https://openalex.org/I4210158216"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5120499629","display_name":"Chris Vryonides","orcid":"https://orcid.org/0009-0002-9333-6808"},"institutions":[{"id":"https://openalex.org/I4210158216","display_name":"Deutsche Bank (United Kingdom)","ror":"https://ror.org/04tpxn918","country_code":"GB","type":"company","lineage":["https://openalex.org/I158193983","https://openalex.org/I4210158216"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Chris Vryonides","raw_affiliation_strings":["Deutsche Bank AG, London, United Kingdom"],"raw_orcid":"https://orcid.org/0009-0002-9333-6808","affiliations":[{"raw_affiliation_string":"Deutsche Bank AG, London, United Kingdom","institution_ids":["https://openalex.org/I4210158216"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5053452059","display_name":"Roel C. A. Oomen","orcid":"https://orcid.org/0009-0009-4324-4068"},"institutions":[{"id":"https://openalex.org/I4210158216","display_name":"Deutsche Bank (United Kingdom)","ror":"https://ror.org/04tpxn918","country_code":"GB","type":"company","lineage":["https://openalex.org/I158193983","https://openalex.org/I4210158216"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Roel Oomen","raw_affiliation_strings":["Deutsche Bank AG, London, United Kingdom"],"raw_orcid":"https://orcid.org/0009-0009-4324-4068","affiliations":[{"raw_affiliation_string":"Deutsche Bank AG, London, United Kingdom","institution_ids":["https://openalex.org/I4210158216"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5090331439","display_name":"Stefan Zohren","orcid":"https://orcid.org/0000-0002-3392-0394"},"institutions":[{"id":"https://openalex.org/I40120149","display_name":"University of Oxford","ror":"https://ror.org/052gg0110","country_code":"GB","type":"education","lineage":["https://openalex.org/I40120149"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Stefan Zohren","raw_affiliation_strings":["University of Oxford, Oxford, United Kingdom"],"raw_orcid":"https://orcid.org/0000-0002-3392-0394","affiliations":[{"raw_affiliation_string":"University of Oxford, Oxford, United Kingdom","institution_ids":["https://openalex.org/I40120149"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":6,"corresponding_author_ids":["https://openalex.org/A5099282237"],"corresponding_institution_ids":["https://openalex.org/I40120149"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.3857746,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"683","last_page":"691"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.7016000151634216,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.7016000151634216,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.06449999660253525,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.03009999915957451,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/narrative","display_name":"Narrative","score":0.545799970626831},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.46389999985694885},{"id":"https://openalex.org/keywords/semantics","display_name":"Semantics (computer science)","score":0.3874000012874603},{"id":"https://openalex.org/keywords/economic-forecasting","display_name":"Economic forecasting","score":0.25119999051094055}],"concepts":[{"id":"https://openalex.org/C199033989","wikidata":"https://www.wikidata.org/wiki/Q1318295","display_name":"Narrative","level":2,"score":0.545799970626831},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5238000154495239},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.46389999985694885},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.40459999442100525},{"id":"https://openalex.org/C184337299","wikidata":"https://www.wikidata.org/wiki/Q1437428","display_name":"Semantics (computer science)","level":2,"score":0.3874000012874603},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3765999972820282},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3052999973297119},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2888999879360199},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.27630001306533813},{"id":"https://openalex.org/C163068380","wikidata":"https://www.wikidata.org/wiki/Q3409313","display_name":"Economic forecasting","level":2,"score":0.25119999051094055}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3768292.3771256","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3768292.3771256","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 6th ACM International Conference on AI in Finance","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W124040795","https://openalex.org/W1970694313","https://openalex.org/W2023240121","https://openalex.org/W2068138154","https://openalex.org/W2146134639","https://openalex.org/W2155187653","https://openalex.org/W2499720122","https://openalex.org/W2617434451","https://openalex.org/W2788057825","https://openalex.org/W2853380097","https://openalex.org/W3104130320","https://openalex.org/W3116766570","https://openalex.org/W3140971601","https://openalex.org/W3177318507","https://openalex.org/W3187548022","https://openalex.org/W3195011157","https://openalex.org/W4382203079","https://openalex.org/W4392251250","https://openalex.org/W4394730685","https://openalex.org/W4398175373","https://openalex.org/W4401043421","https://openalex.org/W4401863947","https://openalex.org/W4404208572","https://openalex.org/W4404208640","https://openalex.org/W4405653807","https://openalex.org/W4409338134","https://openalex.org/W4415797235","https://openalex.org/W4415797292"],"related_works":[],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-28T08:48:04.915178","created_date":"2025-11-14T00:00:00"}