{"id":"https://openalex.org/W2863620254","doi":"https://doi.org/10.3233/jifs-169598","title":"A hybrid information capturing methodology for price volatility and its application to financial markets","display_name":"A hybrid information capturing methodology for price volatility and its application to financial markets","publication_year":2018,"publication_date":"2018-07-04","ids":{"openalex":"https://openalex.org/W2863620254","doi":"https://doi.org/10.3233/jifs-169598","mag":"2863620254"},"language":"en","primary_location":{"id":"doi:10.3233/jifs-169598","is_oa":false,"landing_page_url":"https://doi.org/10.3233/jifs-169598","pdf_url":null,"source":{"id":"https://openalex.org/S179157397","display_name":"Journal of Intelligent & Fuzzy Systems","issn_l":"1064-1246","issn":["1064-1246","1875-8967"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Intelligent & Fuzzy 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/A5024764291","display_name":"Chuanhe Shen","orcid":null},"institutions":[{"id":"https://openalex.org/I4210151294","display_name":"Shandong Women\u2019s University","ror":"https://ror.org/03rp8h078","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210151294"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Chuanhe Shen","raw_affiliation_strings":["Institute of Financial Engineering, Shandong Women\u2019s University, Changqing University Science and Technology Park, Jinan, P.R. China","Institute of Financial Engineering, Shandong Women's University, Changqing University Science and Technology Park, Jinan, P.R. China"],"affiliations":[{"raw_affiliation_string":"Institute of Financial Engineering, Shandong Women\u2019s University, Changqing University Science and Technology Park, Jinan, P.R. China","institution_ids":["https://openalex.org/I4210151294"]},{"raw_affiliation_string":"Institute of Financial Engineering, Shandong Women's University, Changqing University Science and Technology Park, Jinan, P.R. China","institution_ids":["https://openalex.org/I4210151294"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5071868053","display_name":"Feng Liang","orcid":"https://orcid.org/0000-0002-4173-3003"},"institutions":[{"id":"https://openalex.org/I4210151294","display_name":"Shandong Women\u2019s University","ror":"https://ror.org/03rp8h078","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210151294"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Liang Feng","raw_affiliation_strings":["Institute of Financial Engineering, Shandong Women\u2019s University, Changqing University Science and Technology Park, Jinan, P.R. China","Institute of Financial Engineering, Shandong Women's University, Changqing University Science and Technology Park, Jinan, P.R. China"],"affiliations":[{"raw_affiliation_string":"Institute of Financial Engineering, Shandong Women\u2019s University, Changqing University Science and Technology Park, Jinan, P.R. China","institution_ids":["https://openalex.org/I4210151294"]},{"raw_affiliation_string":"Institute of Financial Engineering, Shandong Women's University, Changqing University Science and Technology Park, Jinan, P.R. China","institution_ids":["https://openalex.org/I4210151294"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100704240","display_name":"Ying Li","orcid":"https://orcid.org/0000-0003-2103-6646"},"institutions":[{"id":"https://openalex.org/I4210151294","display_name":"Shandong Women\u2019s University","ror":"https://ror.org/03rp8h078","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210151294"]},{"id":"https://openalex.org/I80143920","display_name":"Shandong University of Science and Technology","ror":"https://ror.org/04gtjhw98","country_code":"CN","type":"education","lineage":["https://openalex.org/I80143920"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Ying Li","raw_affiliation_strings":["College of Mathematics and Systems Science, Shandong University of Science and Technology, Tingdao, P.R. China","Institute of Financial Engineering, Shandong Women\u2019s University, Changqing University Science and Technology Park, Jinan, P.R. China","Institute of Financial Engineering, Shandong Women's University, Changqing University Science and Technology Park, Jinan, P.R. China"],"affiliations":[{"raw_affiliation_string":"College of Mathematics and Systems Science, Shandong University of Science and Technology, Tingdao, P.R. China","institution_ids":["https://openalex.org/I80143920"]},{"raw_affiliation_string":"Institute of Financial Engineering, Shandong Women\u2019s University, Changqing University Science and Technology Park, Jinan, P.R. China","institution_ids":["https://openalex.org/I4210151294"]},{"raw_affiliation_string":"Institute of Financial Engineering, Shandong Women's University, Changqing University Science and Technology Park, Jinan, P.R. China","institution_ids":["https://openalex.org/I4210151294"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5100704240"],"corresponding_institution_ids":["https://openalex.org/I4210151294","https://openalex.org/I80143920"],"apc_list":null,"apc_paid":null,"fwci":0.2117,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.58910464,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":95},"biblio":{"volume":"35","issue":"1","first_page":"405","last_page":"414"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9983999729156494,"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":0.9983999729156494,"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":0.996399998664856,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9837999939918518,"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/volatility","display_name":"Volatility (finance)","score":0.710342288017273},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.5822975635528564},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3848825693130493},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.35317283868789673},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.3502916097640991},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3452749252319336},{"id":"https://openalex.org/keywords/financial-system","display_name":"Financial system","score":0.32671916484832764},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3034525513648987},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.26032575964927673}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.710342288017273},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.5822975635528564},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3848825693130493},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.35317283868789673},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3502916097640991},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3452749252319336},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.32671916484832764},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3034525513648987},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.26032575964927673}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3233/jifs-169598","is_oa":false,"landing_page_url":"https://doi.org/10.3233/jifs-169598","pdf_url":null,"source":{"id":"https://openalex.org/S179157397","display_name":"Journal of Intelligent & Fuzzy Systems","issn_l":"1064-1246","issn":["1064-1246","1875-8967"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Intelligent & Fuzzy Systems","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":29,"referenced_works":["https://openalex.org/W895272228","https://openalex.org/W1512101952","https://openalex.org/W1978637569","https://openalex.org/W1979575715","https://openalex.org/W1994807229","https://openalex.org/W1999996900","https://openalex.org/W2002011878","https://openalex.org/W2012079387","https://openalex.org/W2035870971","https://openalex.org/W2036713496","https://openalex.org/W2037126904","https://openalex.org/W2041709363","https://openalex.org/W2051290946","https://openalex.org/W2073362545","https://openalex.org/W2094631910","https://openalex.org/W2105671954","https://openalex.org/W2131453387","https://openalex.org/W2137285073","https://openalex.org/W2146842127","https://openalex.org/W2156909104","https://openalex.org/W2160720093","https://openalex.org/W2172073485","https://openalex.org/W2291119068","https://openalex.org/W2341760625","https://openalex.org/W2346714907","https://openalex.org/W2529733609","https://openalex.org/W3122234329","https://openalex.org/W3123118666","https://openalex.org/W4212774754"],"related_works":["https://openalex.org/W3125784162","https://openalex.org/W1603853570","https://openalex.org/W2988837827","https://openalex.org/W2053185284","https://openalex.org/W2031474801","https://openalex.org/W2363760672","https://openalex.org/W2267399016","https://openalex.org/W2051156723","https://openalex.org/W3121956734","https://openalex.org/W3049434354"],"abstract_inverted_index":{"This":[0],"paper":[1],"is":[2,74,101,144],"aimed":[3],"to":[4,49,66,78,123,147],"solve":[5],"uncertainty":[6],"in":[7,76,82,104,190],"financial":[8,58,71,89],"data":[9,73,90],"mining":[10],"by":[11,133],"using":[12],"fuzzy":[13],"support":[14],"vector":[15],"machine":[16],"(FSVM),":[17],"and":[18,22,161,176,185],"prior":[19,93],"wavelet":[20,94],"denoising":[21,95],"subsequent":[23],"error":[24],"adjustment":[25],"based":[26,117],"on":[27,118],"generalized":[28],"autoregressive":[29],"conditional":[30],"heteroskedasticity":[31],"(GARCH)":[32],"model":[33,100],"are":[34,120,130,181],"also":[35,102],"supplemented":[36],"respectively.":[37],"The":[38,141],"hybrid":[39],"information":[40,128],"capturing":[41],"methodology":[42,142],"proposed":[43,143],"above":[44],"can":[45],"thus":[46,145],"be":[47],"supposed":[48],"address":[50],"complex":[51],"nonlinear":[52],"dynamics":[53],"behind":[54],"the":[55,80,88,92,98,105,110,114,137,150,173,177],"noise":[56],"of":[57,84,87,167,193],"data.":[59],"To":[60],"this":[61],"end,":[62],"a":[63],"key":[64],"approach":[65],"ascertain":[67],"membership":[68],"values":[69],"for":[70],"sample":[72],"introduced":[75],"order":[77],"build":[79],"FSVM":[81,119],"terms":[83],"statistical":[85],"characteristics":[86],"from":[91,113],"stage.":[96],"Moreover,":[97],"GARCH":[99],"employed":[103],"final":[106],"step":[107],"so":[108,162],"that":[109,171],"test":[111,116],"errors":[112],"preliminary":[115],"deeply":[121],"analyzed":[122],"capture":[124],"missed":[125],"price":[126,169],"volatility":[127],"which":[129],"often":[131],"neglected":[132],"existing":[134],"approaches":[135],"involving":[136],"traditional":[138],"SVM":[139],"models.":[140],"enabled":[146],"sufficiently":[148],"tackle":[149],"styled":[151],"facts,":[152],"such":[153],"as":[154],"nonlinearity,":[155],"instability,":[156],"strong":[157],"noise,":[158],"skewed":[159],"distribution,":[160],"on,":[163],"because":[164],"two":[165],"factors":[166],"influencing":[168],"volatility,":[170],"is,":[172],"market":[174],"factor":[175],"time":[178],"series":[179],"factor,":[180],"all":[182],"accounted":[183],"for,":[184],"its":[186],"prediction":[187],"outperformance":[188],"appears":[189],"empirical":[191],"analysis":[192],"S&P":[194],"500":[195],"index.":[196]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2016,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}