{"id":"https://openalex.org/W2031430329","doi":"https://doi.org/10.1155/2012/646475","title":"Forecasting Crude Oil Price and Stock Price by Jump Stochastic Time Effective Neural Network Model","display_name":"Forecasting Crude Oil Price and Stock Price by Jump Stochastic Time Effective Neural Network Model","publication_year":2012,"publication_date":"2012-01-01","ids":{"openalex":"https://openalex.org/W2031430329","doi":"https://doi.org/10.1155/2012/646475","mag":"2031430329"},"language":"en","primary_location":{"id":"doi:10.1155/2012/646475","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2012/646475","pdf_url":"https://downloads.hindawi.com/journals/jam/2012/646475.pdf","source":{"id":"https://openalex.org/S190082376","display_name":"Journal of Applied Mathematics","issn_l":"1110-757X","issn":["1110-757X","1687-0042"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Mathematics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://downloads.hindawi.com/journals/jam/2012/646475.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5115595750","display_name":"Jun Wang","orcid":"https://orcid.org/0000-0002-2872-0558"},"institutions":[{"id":"https://openalex.org/I21193070","display_name":"Beijing Jiaotong University","ror":"https://ror.org/01yj56c84","country_code":"CN","type":"education","lineage":["https://openalex.org/I21193070"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Jun Wang","raw_affiliation_strings":["Department of Mathematics, Key Laboratory of Communication and Information System, Beijing Jiaotong University, Beijing 100044"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Key Laboratory of Communication and Information System, Beijing Jiaotong University, Beijing 100044","institution_ids":["https://openalex.org/I21193070"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5049667105","display_name":"Huopo Pan","orcid":null},"institutions":[{"id":"https://openalex.org/I21193070","display_name":"Beijing Jiaotong University","ror":"https://ror.org/01yj56c84","country_code":"CN","type":"education","lineage":["https://openalex.org/I21193070"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Huopo Pan","raw_affiliation_strings":["Department of Mathematics, Key Laboratory of Communication and Information System, Beijing Jiaotong University, Beijing 100044"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Key Laboratory of Communication and Information System, Beijing Jiaotong University, Beijing 100044","institution_ids":["https://openalex.org/I21193070"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5017006669","display_name":"Fajiang Liu","orcid":null},"institutions":[{"id":"https://openalex.org/I21193070","display_name":"Beijing Jiaotong University","ror":"https://ror.org/01yj56c84","country_code":"CN","type":"education","lineage":["https://openalex.org/I21193070"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Fajiang Liu","raw_affiliation_strings":["Department of Mathematics, Key Laboratory of Communication and Information System, Beijing Jiaotong University, Beijing 100044"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Key Laboratory of Communication and Information System, Beijing Jiaotong University, Beijing 100044","institution_ids":["https://openalex.org/I21193070"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5115595750"],"corresponding_institution_ids":["https://openalex.org/I21193070"],"apc_list":{"value":1025,"currency":"USD","value_usd":1025},"apc_paid":{"value":1025,"currency":"USD","value_usd":1025},"fwci":10.186,"has_fulltext":true,"cited_by_count":37,"citation_normalized_percentile":{"value":0.97638049,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"2012","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9948999881744385,"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":0.9948999881744385,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.9865000247955322,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.974399983882904,"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/crude-oil","display_name":"Crude oil","score":0.7197362184524536},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6678012609481812},{"id":"https://openalex.org/keywords/detrended-fluctuation-analysis","display_name":"Detrended fluctuation analysis","score":0.6058869361877441},{"id":"https://openalex.org/keywords/jump","display_name":"Jump","score":0.5963332653045654},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5628606081008911},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.48964840173721313},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.46121466159820557},{"id":"https://openalex.org/keywords/stock-price","display_name":"Stock price","score":0.44509634375572205},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.42401179671287537},{"id":"https://openalex.org/keywords/west-texas-intermediate","display_name":"West Texas Intermediate","score":0.41754770278930664},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4127654433250427},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4002268314361572},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.34978628158569336},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.23502349853515625},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.2023412585258484},{"id":"https://openalex.org/keywords/petroleum-engineering","display_name":"Petroleum engineering","score":0.11885643005371094},{"id":"https://openalex.org/keywords/geology","display_name":"Geology","score":0.11010560393333435},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.0696127712726593}],"concepts":[{"id":"https://openalex.org/C2987168347","wikidata":"https://www.wikidata.org/wiki/Q22656","display_name":"Crude oil","level":2,"score":0.7197362184524536},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6678012609481812},{"id":"https://openalex.org/C21689155","wikidata":"https://www.wikidata.org/wiki/Q2451452","display_name":"Detrended fluctuation analysis","level":3,"score":0.6058869361877441},{"id":"https://openalex.org/C2780695682","wikidata":"https://www.wikidata.org/wiki/Q4005959","display_name":"Jump","level":2,"score":0.5963332653045654},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5628606081008911},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.48964840173721313},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.46121466159820557},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.44509634375572205},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.42401179671287537},{"id":"https://openalex.org/C70784835","wikidata":"https://www.wikidata.org/wiki/Q1049071","display_name":"West Texas Intermediate","level":3,"score":0.41754770278930664},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4127654433250427},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4002268314361572},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.34978628158569336},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.23502349853515625},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.2023412585258484},{"id":"https://openalex.org/C78762247","wikidata":"https://www.wikidata.org/wiki/Q1273174","display_name":"Petroleum engineering","level":1,"score":0.11885643005371094},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.11010560393333435},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0696127712726593},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","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},{"id":"https://openalex.org/C99844830","wikidata":"https://www.wikidata.org/wiki/Q102441924","display_name":"Scaling","level":2,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1155/2012/646475","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2012/646475","pdf_url":"https://downloads.hindawi.com/journals/jam/2012/646475.pdf","source":{"id":"https://openalex.org/S190082376","display_name":"Journal of Applied Mathematics","issn_l":"1110-757X","issn":["1110-757X","1687-0042"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Mathematics","raw_type":"journal-article"},{"id":"pmh:oai:CULeuclid:euclid.jam/1355495037","is_oa":false,"landing_page_url":"http://projecteuclid.org/euclid.jam/1355495037","pdf_url":null,"source":{"id":"https://openalex.org/S4306400787","display_name":"Project Euclid (Cornell University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Text"},{"id":"pmh:oai:RePEc:hin:jnljam:646475","is_oa":false,"landing_page_url":"http://downloads.hindawi.com/journals/JAM/2012/646475.xml","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:doaj.org/article:00004ccac61049e99ff667cbf9634c5a","is_oa":true,"landing_page_url":"https://doaj.org/article/00004ccac61049e99ff667cbf9634c5a","pdf_url":null,"source":{"id":"https://openalex.org/S112646816","display_name":"SHILAP Revista de lepidopterolog\u00eda","issn_l":"0300-5267","issn":["0300-5267","2340-4078"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Journal of Applied Mathematics, Vol 2012 (2012)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1155/2012/646475","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2012/646475","pdf_url":"https://downloads.hindawi.com/journals/jam/2012/646475.pdf","source":{"id":"https://openalex.org/S190082376","display_name":"Journal of Applied Mathematics","issn_l":"1110-757X","issn":["1110-757X","1687-0042"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Mathematics","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2087396116","display_name":null,"funder_award_id":"China","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G2512463411","display_name":null,"funder_award_id":"S11M00010","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G3317480652","display_name":null,"funder_award_id":"Science","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G3361421632","display_name":null,"funder_award_id":"10971010","funder_id":"https://openalex.org/F4320323066","funder_display_name":"Beijing Jiaotong University"},{"id":"https://openalex.org/G391238517","display_name":null,"funder_award_id":", and","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G5733390078","display_name":null,"funder_award_id":"Grant nos.","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G5994120800","display_name":null,"funder_award_id":"Natural","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G6769177470","display_name":null,"funder_award_id":"S11M00010","funder_id":"https://openalex.org/F4320323066","funder_display_name":"Beijing Jiaotong University"},{"id":"https://openalex.org/G7320451558","display_name":null,"funder_award_id":"70771006","funder_id":"https://openalex.org/F4320323066","funder_display_name":"Beijing Jiaotong University"},{"id":"https://openalex.org/G7667135405","display_name":null,"funder_award_id":"10971010","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G8690134499","display_name":null,"funder_award_id":"70771006","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320323066","display_name":"Beijing Jiaotong University","ror":"https://ror.org/01yj56c84"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2031430329.pdf","grobid_xml":"https://content.openalex.org/works/W2031430329.grobid-xml"},"referenced_works_count":22,"referenced_works":["https://openalex.org/W1964263231","https://openalex.org/W1964930841","https://openalex.org/W1971905795","https://openalex.org/W1978049199","https://openalex.org/W1979575715","https://openalex.org/W1987857303","https://openalex.org/W1990085418","https://openalex.org/W2003677026","https://openalex.org/W2009633009","https://openalex.org/W2032007607","https://openalex.org/W2051235503","https://openalex.org/W2061336862","https://openalex.org/W2081059284","https://openalex.org/W2084308575","https://openalex.org/W2089214588","https://openalex.org/W2101547937","https://openalex.org/W2129413312","https://openalex.org/W2153720810","https://openalex.org/W2159219354","https://openalex.org/W2758624188","https://openalex.org/W4301015177","https://openalex.org/W6675499533"],"related_works":["https://openalex.org/W2264288897","https://openalex.org/W4284959235","https://openalex.org/W4239214666","https://openalex.org/W4318777781","https://openalex.org/W3124878490","https://openalex.org/W4385527617","https://openalex.org/W2013156252","https://openalex.org/W4362501882","https://openalex.org/W2749252219","https://openalex.org/W2621260887"],"abstract_inverted_index":{"The":[0,29,106],"interacting":[1],"impact":[2],"between":[3],"the":[4,9,18,22,34,43,55,64,82,85,89,94,100,112,117,123,128,133,138,145,151,156,166],"crude":[5,35,90],"oil":[6,36,91],"prices":[7,37,92],"and":[8,21,40,52,61,78,93,97,126,155,172],"stock":[10,95],"market":[11],"indices":[12,56],"in":[13,17,42,165],"China":[14],"is":[15,31,76,115,131],"investigated":[16],"present":[19],"paper,":[20],"corresponding":[23,101],"statistical":[24,102],"behaviors":[25],"are":[26,120,148,161],"also":[27,53],"analyzed.":[28],"database":[30],"based":[32],"on":[33,54],"of":[38,57,84,169],"Daqing":[39],"Shengli":[41],"7\u2010year":[44],"period":[45],"from":[46,137],"January":[47],"2003":[48],"to":[49,80,122,141],"December":[50],"2009":[51],"SHCI,":[58],"SZCI,":[59],"SZPI,":[60],"SINOPEC":[62],"with":[63],"same":[65],"time":[66,71,86],"period.":[67],"A":[68],"jump":[69],"stochastic":[70],"effective":[72],"neural":[73],"network":[74],"model":[75],"introduced":[77],"applied":[79],"forecast":[81],"fluctuations":[83],"series":[87],"for":[88],"indices,":[96],"we":[98],"study":[99],"properties":[103,147],"by":[104,150],"comparison.":[105],"experiment":[107],"analysis":[108],"shows":[109],"that":[110,159],"when":[111,127],"price":[113,129],"fluctuation":[114,130,153],"small,":[116],"predictive":[118,134,173],"values":[119,135,140],"close":[121],"actual":[124,139,170],"values,":[125],"large,":[132],"deviate":[136],"some":[142],"degree.":[143],"Moreover,":[144],"correlation":[146],"studied":[149],"detrended":[152],"analysis,":[154],"results":[157],"illustrate":[158],"there":[160],"positive":[162],"correlations":[163],"both":[164],"absolute":[167],"returns":[168],"data":[171],"data.":[174]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":5},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":4},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":1}],"updated_date":"2026-04-13T07:58:08.660418","created_date":"2025-10-10T00:00:00"}
