{"id":"https://openalex.org/W4413077259","doi":"https://doi.org/10.1186/s40537-025-01237-z","title":"TFBlender: a hybrid time series attention model with data-driven macroeconomic perspectives for ELS Knock-In prediction","display_name":"TFBlender: a hybrid time series attention model with data-driven macroeconomic perspectives for ELS Knock-In prediction","publication_year":2025,"publication_date":"2025-07-17","ids":{"openalex":"https://openalex.org/W4413077259","doi":"https://doi.org/10.1186/s40537-025-01237-z"},"language":"en","primary_location":{"id":"doi:10.1186/s40537-025-01237-z","is_oa":true,"landing_page_url":"https://doi.org/10.1186/s40537-025-01237-z","pdf_url":"https://link.springer.com/content/pdf/10.1186/s40537-025-01237-z.pdf","source":{"id":"https://openalex.org/S2737955091","display_name":"Journal Of Big Data","issn_l":"2196-1115","issn":["2196-1115"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Big Data","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://link.springer.com/content/pdf/10.1186/s40537-025-01237-z.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5017082655","display_name":"Kyungjun Lee","orcid":"https://orcid.org/0000-0001-8556-9113"},"institutions":[{"id":"https://openalex.org/I2250650973","display_name":"Samsung (South Korea)","ror":"https://ror.org/04w3jy968","country_code":"KR","type":"company","lineage":["https://openalex.org/I2250650973"]},{"id":"https://openalex.org/I848706","display_name":"Sungkyunkwan University","ror":"https://ror.org/04q78tk20","country_code":"KR","type":"education","lineage":["https://openalex.org/I848706"]}],"countries":["KR"],"is_corresponding":true,"raw_author_name":"Kyungjun Lee","raw_affiliation_strings":["Department of Semiconductor and Display Engineering, Sungkyunkwan University, Suwon, 16419, Republic of Korea","Samsung Electronics, Suwon, 16419, Republic of Korea"],"affiliations":[{"raw_affiliation_string":"Department of Semiconductor and Display Engineering, Sungkyunkwan University, Suwon, 16419, Republic of Korea","institution_ids":["https://openalex.org/I848706"]},{"raw_affiliation_string":"Samsung Electronics, Suwon, 16419, Republic of Korea","institution_ids":["https://openalex.org/I2250650973"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5024822335","display_name":"Juyeob Lee","orcid":"https://orcid.org/0000-0002-0686-1712"},"institutions":[{"id":"https://openalex.org/I848706","display_name":"Sungkyunkwan University","ror":"https://ror.org/04q78tk20","country_code":"KR","type":"education","lineage":["https://openalex.org/I848706"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Juyeob Lee","raw_affiliation_strings":["Department of Applied Artificial Intelligence, Sungkyunkwan University, Seoul, 03063, Republic of Korea"],"affiliations":[{"raw_affiliation_string":"Department of Applied Artificial Intelligence, Sungkyunkwan University, Seoul, 03063, Republic of Korea","institution_ids":["https://openalex.org/I848706"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5047279790","display_name":"Eunil Park","orcid":"https://orcid.org/0000-0002-3177-3538"},"institutions":[{"id":"https://openalex.org/I10902133","display_name":"Universitat Jaume I","ror":"https://ror.org/02ws1xc11","country_code":"ES","type":"education","lineage":["https://openalex.org/I10902133"]},{"id":"https://openalex.org/I848706","display_name":"Sungkyunkwan University","ror":"https://ror.org/04q78tk20","country_code":"KR","type":"education","lineage":["https://openalex.org/I848706"]}],"countries":["ES","KR"],"is_corresponding":false,"raw_author_name":"Eunil Park","raw_affiliation_strings":["Department of Applied Artificial Intelligence, Sungkyunkwan University, Seoul, 03063, Republic of Korea","Robotic Intelligence Laboratory, Jaume I University, Castellon, 12071, Spain"],"affiliations":[{"raw_affiliation_string":"Department of Applied Artificial Intelligence, Sungkyunkwan University, Seoul, 03063, Republic of Korea","institution_ids":["https://openalex.org/I848706"]},{"raw_affiliation_string":"Robotic Intelligence Laboratory, Jaume I University, Castellon, 12071, Spain","institution_ids":["https://openalex.org/I10902133"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5017082655"],"corresponding_institution_ids":["https://openalex.org/I2250650973","https://openalex.org/I848706"],"apc_list":{"value":1060,"currency":"GBP","value_usd":1300},"apc_paid":{"value":1060,"currency":"GBP","value_usd":1300},"fwci":3.8186,"has_fulltext":true,"cited_by_count":2,"citation_normalized_percentile":{"value":0.93666256,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":98,"max":99},"biblio":{"volume":"12","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9986000061035156,"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":0.9986000061035156,"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":0.9921000003814697,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9900000095367432,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7182204723358154},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.5904672145843506},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.5546942353248596},{"id":"https://openalex.org/keywords/computational-science-and-engineering","display_name":"Computational Science and Engineering","score":0.5042463541030884},{"id":"https://openalex.org/keywords/data-science","display_name":"Data science","score":0.36537906527519226},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3338688015937805},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.27183443307876587}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7182204723358154},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5904672145843506},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5546942353248596},{"id":"https://openalex.org/C68597687","wikidata":"https://www.wikidata.org/wiki/Q362601","display_name":"Computational Science and Engineering","level":2,"score":0.5042463541030884},{"id":"https://openalex.org/C2522767166","wikidata":"https://www.wikidata.org/wiki/Q2374463","display_name":"Data science","level":1,"score":0.36537906527519226},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3338688015937805},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.27183443307876587},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1186/s40537-025-01237-z","is_oa":true,"landing_page_url":"https://doi.org/10.1186/s40537-025-01237-z","pdf_url":"https://link.springer.com/content/pdf/10.1186/s40537-025-01237-z.pdf","source":{"id":"https://openalex.org/S2737955091","display_name":"Journal Of Big Data","issn_l":"2196-1115","issn":["2196-1115"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Big Data","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:02288eb09f0041f294f85ce1d01d89e3","is_oa":true,"landing_page_url":"https://doaj.org/article/02288eb09f0041f294f85ce1d01d89e3","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","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Journal of Big Data, Vol 12, Iss 1, Pp 1-27 (2025)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1186/s40537-025-01237-z","is_oa":true,"landing_page_url":"https://doi.org/10.1186/s40537-025-01237-z","pdf_url":"https://link.springer.com/content/pdf/10.1186/s40537-025-01237-z.pdf","source":{"id":"https://openalex.org/S2737955091","display_name":"Journal Of Big Data","issn_l":"2196-1115","issn":["2196-1115"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Big Data","raw_type":"journal-article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","score":0.4099999964237213,"display_name":"Decent work and economic growth"}],"awards":[{"id":"https://openalex.org/G1911004090","display_name":null,"funder_award_id":"RS-2024-00459638","funder_id":"https://openalex.org/F4320328359","funder_display_name":"Ministry of Science and ICT, South Korea"},{"id":"https://openalex.org/G3379082029","display_name":null,"funder_award_id":"RS-2024-00419073","funder_id":"https://openalex.org/F4320328359","funder_display_name":"Ministry of Science and ICT, South Korea"},{"id":"https://openalex.org/G3430829375","display_name":null,"funder_award_id":"RS-2024-00436936","funder_id":"https://openalex.org/F4320324891","funder_display_name":"Iran Telecommunication Research Center"},{"id":"https://openalex.org/G440996017","display_name":null,"funder_award_id":"RS-2024-00459638","funder_id":"https://openalex.org/F4320335489","funder_display_name":"Institute for Information and Communications Technology Promotion"},{"id":"https://openalex.org/G6470436729","display_name":null,"funder_award_id":"RS-2024-00436936","funder_id":"https://openalex.org/F4320335489","funder_display_name":"Institute for Information and Communications Technology Promotion"}],"funders":[{"id":"https://openalex.org/F4320324891","display_name":"Iran Telecommunication Research Center","ror":"https://ror.org/01a3g2z22"},{"id":"https://openalex.org/F4320327819","display_name":"Ministry of SMEs and Startups","ror":null},{"id":"https://openalex.org/F4320328359","display_name":"Ministry of Science and ICT, South Korea","ror":"https://ror.org/01wpjm123"},{"id":"https://openalex.org/F4320335489","display_name":"Institute for Information and Communications Technology Promotion","ror":"https://ror.org/01g0hqq23"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4413077259.pdf","grobid_xml":"https://content.openalex.org/works/W4413077259.grobid-xml"},"referenced_works_count":42,"referenced_works":["https://openalex.org/W1498436455","https://openalex.org/W1924770834","https://openalex.org/W1979575715","https://openalex.org/W1982039177","https://openalex.org/W1999996900","https://openalex.org/W2048452064","https://openalex.org/W2064675550","https://openalex.org/W2068258779","https://openalex.org/W2077791698","https://openalex.org/W2094227853","https://openalex.org/W2097117768","https://openalex.org/W2109553965","https://openalex.org/W2147800946","https://openalex.org/W2257263437","https://openalex.org/W2282821441","https://openalex.org/W2295598076","https://openalex.org/W2429914308","https://openalex.org/W2910187721","https://openalex.org/W2911964244","https://openalex.org/W2962862931","https://openalex.org/W2986698020","https://openalex.org/W3011387630","https://openalex.org/W3039325339","https://openalex.org/W3120129372","https://openalex.org/W3124959131","https://openalex.org/W3130139313","https://openalex.org/W3133272113","https://openalex.org/W3177318507","https://openalex.org/W3197435135","https://openalex.org/W3213840657","https://openalex.org/W4212863985","https://openalex.org/W4224220755","https://openalex.org/W4292483811","https://openalex.org/W4379053873","https://openalex.org/W4382365300","https://openalex.org/W4389918598","https://openalex.org/W4390778348","https://openalex.org/W4394666973","https://openalex.org/W4403360956","https://openalex.org/W4408889520","https://openalex.org/W4409349184","https://openalex.org/W6677096361"],"related_works":["https://openalex.org/W4393232657","https://openalex.org/W4412093237","https://openalex.org/W4410929354","https://openalex.org/W4390638272","https://openalex.org/W1919101720","https://openalex.org/W4408313902","https://openalex.org/W2119012848","https://openalex.org/W2622688551","https://openalex.org/W1550175370","https://openalex.org/W1990205660"],"abstract_inverted_index":{"Knock-In":[0,115,126],"event":[1],"prediction":[2],"is":[3,21],"one":[4],"of":[5,117,122],"the":[6,18,36,45,60,76,86,101,153,182],"most":[7],"crucial":[8],"tasks":[9],"in":[10,97,192],"Equity-Linked":[11],"Securities":[12],"(ELS)":[13],"investment.":[14],"Simply":[15],"relying":[16],"on":[17,62,73,100,163],"contract":[19,50],"terms":[20],"insufficient":[22],"for":[23,169],"reliable":[24],"predictions.":[25],"To":[26],"address":[27],"this":[28,30],"limitation,":[29],"study":[31],"integrates":[32],"macroeconomic":[33,64,154],"features":[34,177],"from":[35],"Federal":[37],"Reserve":[38],"Economic":[39],"Data":[40],"Monthly":[41],"Database":[42,47],"(FRED-MD)":[43],"and":[44,83,94,119,166],"Quarterly":[46],"(FRED-QD)":[48],"with":[49,137,178],"terms,":[51],"thereby":[52],"capturing":[53],"broader":[54],"economic":[55,176],"influences.":[56],"Furthermore,":[57],"to":[58],"refine":[59],"work":[61],"these":[63],"signals,":[65],"we":[66],"introduce":[67],"a":[68,114,189],"Time-Feature":[69],"Blender":[70],"(TFBlender).":[71],"Built":[72],"attention":[74,106,180],"mechanisms,":[75,181],"TFBlender":[77,112],"operates":[78],"along":[79],"two":[80],"paths:":[81],"time":[82],"features.":[84,111],"On":[85],"time-step":[87],"token":[88,103],"path,":[89,104],"it":[90],"captures":[91],"both":[92],"short-":[93],"long-term":[95],"patterns":[96],"data,":[98],"while":[99,128],"feature":[102],"multi-head":[105],"analyzes":[107],"interactions":[108],"among":[109],"diverse":[110],"achieves":[113],"F1":[116],"0.896":[118],"an":[120],"AUROC":[121],"0.908,":[123],"accurately":[124],"detecting":[125],"events":[127],"minimizing":[129],"false":[130],"alarms.":[131],"This":[132],"predictive":[133],"capability":[134],"provides":[135],"investors":[136],"early":[138],"insights":[139],"into":[140],"potential":[141],"ELS":[142,193],"risks,":[143],"enabling":[144],"more":[145,170],"proactive":[146],"decision":[147],"making.":[148],"Additionally,":[149],"applying":[150],"SHAP":[151],"reveals":[152],"factors":[155],"that":[156],"drive":[157],"TFBlender\u2019s":[158],"predictions,":[159],"helping":[160],"practitioners":[161],"focus":[162],"key":[164],"inputs":[165],"optimizing":[167],"resources":[168],"efficient":[171],"modeling.":[172],"By":[173],"comprehensively":[174],"integrating":[175],"specialized":[179],"proposed":[183],"framework":[184],"enhances":[185],"detection":[186],"reliability,":[187],"representing":[188],"significant":[190],"advance":[191],"risk":[194],"management.":[195]},"counts_by_year":[{"year":2026,"cited_by_count":2}],"updated_date":"2026-04-21T08:09:41.155169","created_date":"2025-10-10T00:00:00"}