Get quick answers to your questions about the article from our AI researcher chatbot
{'id': 'https://openalex.org/W2017789011', 'doi': 'https://doi.org/10.1088/1367-2630/12/8/083021', 'title': 'Multi-scale description and prediction of financial time series', 'display_name': 'Multi-scale description and prediction of financial time series', 'publication_year': 2010, 'publication_date': '2010-08-10', 'ids': {'openalex': 'https://openalex.org/W2017789011', 'doi': 'https://doi.org/10.1088/1367-2630/12/8/083021', 'mag': '2017789011'}, 'language': 'en', 'primary_location': {'is_oa': True, 'landing_page_url': 'https://doi.org/10.1088/1367-2630/12/8/083021', 'pdf_url': 'https://iopscience.iop.org/article/10.1088/1367-2630/12/8/083021/pdf', 'source': {'id': 'https://openalex.org/S148121101', 'display_name': 'New Journal of Physics', 'issn_l': '1367-2630', 'issn': ['1367-2630'], 'is_oa': True, 'is_in_doaj': True, 'is_core': True, 'host_organization': 'https://openalex.org/P4310320083', 'host_organization_name': 'IOP Publishing', 'host_organization_lineage': ['https://openalex.org/P4310311669', 'https://openalex.org/P4310320083'], 'host_organization_lineage_names': ['Institute of Physics', 'IOP Publishing'], 'type': 'journal'}, 'license': 'cc-by', 'license_id': 'https://openalex.org/licenses/cc-by', 'version': 'publishedVersion', 'is_accepted': True, 'is_published': True}, 'type': 'article', 'type_crossref': 'journal-article', 'indexed_in': ['crossref'], 'open_access': {'is_oa': True, 'oa_status': 'gold', 'oa_url': 'https://iopscience.iop.org/article/10.1088/1367-2630/12/8/083021/pdf', 'any_repository_has_fulltext': False}, 'authorships': [{'author_position': 'first', 'author': {'id': 'https://openalex.org/A5044864915', 'display_name': 'Andreas Nawroth', 'orcid': None}, 'institutions': [{'id': 'https://openalex.org/I2799963127', 'display_name': 'Triemli Hospital', 'ror': 'https://ror.org/03kpdys72', 'country_code': 'CH', 'type': 'healthcare', 'lineage': ['https://openalex.org/I2799963127']}], 'countries': ['CH'], 'is_corresponding': False, 'raw_author_name': 'A P Nawroth', 'raw_affiliation_strings': ['Triemlistrasse 49, 8047 Zürich, Switzerland'], 'affiliations': [{'raw_affiliation_string': 'Triemlistrasse 49, 8047 Zürich, Switzerland', 'institution_ids': ['https://openalex.org/I2799963127']}]}, {'author_position': 'middle', 'author': {'id': 'https://openalex.org/A5029348621', 'display_name': 'R. Friedrich', 'orcid': None}, 'institutions': [{'id': 'https://openalex.org/I22465464', 'display_name': 'University of Münster', 'ror': 'https://ror.org/00pd74e08', 'country_code': 'DE', 'type': 'education', 'lineage': ['https://openalex.org/I22465464']}], 'countries': ['DE'], 'is_corresponding': False, 'raw_author_name': 'R Friedrich', 'raw_affiliation_strings': ['Institute for Theoretical Physics, University of Münster, D-48149 Münster, Germany'], 'affiliations': [{'raw_affiliation_string': 'Institute for Theoretical Physics, University of Münster, D-48149 Münster, Germany', 'institution_ids': ['https://openalex.org/I22465464']}]}, {'author_position': 'last', 'author': {'id': 'https://openalex.org/A5052260266', 'display_name': 'Joachim Peinke', 'orcid': 'https://orcid.org/0000-0002-0775-7423'}, 'institutions': [{'id': 'https://openalex.org/I129877168', 'display_name': 'Carl von Ossietzky Universität Oldenburg', 'ror': 'https://ror.org/033n9gh91', 'country_code': 'DE', 'type': 'education', 'lineage': ['https://openalex.org/I129877168']}], 'countries': ['DE'], 'is_corresponding': False, 'raw_author_name': 'J Peinke', 'raw_affiliation_strings': ['Institute for Physics, Carl-von-Ossietzky University Oldenburg, D-26111 Oldenburg, Germany'], 'affiliations': [{'raw_affiliation_string': 'Institute for Physics, Carl-von-Ossietzky University Oldenburg, D-26111 Oldenburg, Germany', 'institution_ids': ['https://openalex.org/I129877168']}]}], 'institution_assertions': [], 'countries_distinct_count': 2, 'institutions_distinct_count': 3, 'corresponding_author_ids': [], 'corresponding_institution_ids': [], 'apc_list': {'value': 1465, 'currency': 'GBP', 'value_usd': 2195, 'provenance': 'doaj'}, 'apc_paid': {'value': 1465, 'currency': 'GBP', 'value_usd': 2195, 'provenance': 'doaj'}, 'fwci': 2.603, 'has_fulltext': True, 'fulltext_origin': 'ngrams', 'cited_by_count': 14, 'citation_normalized_percentile': {'value': 0.934062, 'is_in_top_1_percent': False, 'is_in_top_10_percent': True}, 'cited_by_percentile_year': {'min': 86, 'max': 87}, 'biblio': {'volume': '12', 'issue': '8', 'first_page': '083021', 'last_page': '083021'}, 'is_retracted': False, 'is_paratext': False, 'primary_topic': {'id': 'https://openalex.org/T11270', 'display_name': 'Complex Systems and Time Series Analysis', 'score': 0.9997, '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/T11270', 'display_name': 'Complex Systems and Time Series Analysis', 'score': 0.9997, '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': 0.9955, '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'}}, {'id': 'https://openalex.org/T12205', 'display_name': 'Time Series Analysis and Forecasting', 'score': 0.9931, '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'}}], 'keywords': [], 'concepts': [{'id': 'https://openalex.org/C143724316', 'wikidata': 'https://www.wikidata.org/wiki/Q312468', 'display_name': 'Series (stratigraphy)', 'level': 2, 'score': 0.6559873}, {'id': 'https://openalex.org/C2778755073', 'wikidata': 'https://www.wikidata.org/wiki/Q10858537', 'display_name': 'Scale (ratio)', 'level': 2, 'score': 0.6309086}, {'id': 'https://openalex.org/C73555534', 'wikidata': 'https://www.wikidata.org/wiki/Q622825', 'display_name': 'Cluster analysis', 'level': 2, 'score': 0.5987684}, {'id': 'https://openalex.org/C121332964', 'wikidata': 'https://www.wikidata.org/wiki/Q413', 'display_name': 'Physics', 'level': 0, 'score': 0.58801913}, {'id': 'https://openalex.org/C91602232', 'wikidata': 'https://www.wikidata.org/wiki/Q756115', 'display_name': 'Volatility (finance)', 'level': 2, 'score': 0.5607326}, {'id': 'https://openalex.org/C88871306', 'wikidata': 'https://www.wikidata.org/wiki/Q7208287', 'display_name': 'Point process', 'level': 2, 'score': 0.5549439}, {'id': 'https://openalex.org/C121864883', 'wikidata': 'https://www.wikidata.org/wiki/Q677916', 'display_name': 'Statistical physics', 'level': 1, 'score': 0.53671294}, {'id': 'https://openalex.org/C164866538', 'wikidata': 'https://www.wikidata.org/wiki/Q367351', 'display_name': 'Cluster (spacecraft)', 'level': 2, 'score': 0.43663847}, {'id': 'https://openalex.org/C204323151', 'wikidata': 'https://www.wikidata.org/wiki/Q905424', 'display_name': 'Range (aeronautics)', 'level': 2, 'score': 0.43081394}, {'id': 'https://openalex.org/C28826006', 'wikidata': 'https://www.wikidata.org/wiki/Q33521', 'display_name': 'Applied mathematics', 'level': 1, 'score': 0.41480508}, {'id': 'https://openalex.org/C151406439', 'wikidata': 'https://www.wikidata.org/wiki/Q186588', 'display_name': 'Time series', 'level': 2, 'score': 0.41145772}, {'id': 'https://openalex.org/C149782125', 'wikidata': 'https://www.wikidata.org/wiki/Q160039', 'display_name': 'Econometrics', 'level': 1, 'score': 0.38121507}, {'id': 'https://openalex.org/C105795698', 'wikidata': 'https://www.wikidata.org/wiki/Q12483', 'display_name': 'Statistics', 'level': 1, 'score': 0.32923838}, {'id': 'https://openalex.org/C41008148', 'wikidata': 'https://www.wikidata.org/wiki/Q21198', 'display_name': 'Computer science', 'level': 0, 'score': 0.17692432}, {'id': 'https://openalex.org/C33923547', 'wikidata': 'https://www.wikidata.org/wiki/Q395', 'display_name': 'Mathematics', 'level': 0, 'score': 0.14293411}, {'id': 'https://openalex.org/C151730666', 'wikidata': 'https://www.wikidata.org/wiki/Q7205', 'display_name': 'Paleontology', '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/C86803240', 'wikidata': 'https://www.wikidata.org/wiki/Q420', 'display_name': 'Biology', 'level': 0, 'score': 0.0}, {'id': 'https://openalex.org/C192562407', 'wikidata': 'https://www.wikidata.org/wiki/Q228736', 'display_name': 'Materials science', 'level': 0, 'score': 0.0}, {'id': 'https://openalex.org/C159985019', 'wikidata': 'https://www.wikidata.org/wiki/Q181790', 'display_name': 'Composite material', 'level': 1, 'score': 0.0}, {'id': 'https://openalex.org/C199360897', 'wikidata': 'https://www.wikidata.org/wiki/Q9143', 'display_name': 'Programming language', 'level': 1, 'score': 0.0}], 'mesh': [], 'locations_count': 1, 'locations': [{'is_oa': True, 'landing_page_url': 'https://doi.org/10.1088/1367-2630/12/8/083021', 'pdf_url': 'https://iopscience.iop.org/article/10.1088/1367-2630/12/8/083021/pdf', 'source': {'id': 'https://openalex.org/S148121101', 'display_name': 'New Journal of Physics', 'issn_l': '1367-2630', 'issn': ['1367-2630'], 'is_oa': True, 'is_in_doaj': True, 'is_core': True, 'host_organization': 'https://openalex.org/P4310320083', 'host_organization_name': 'IOP Publishing', 'host_organization_lineage': ['https://openalex.org/P4310311669', 'https://openalex.org/P4310320083'], 'host_organization_lineage_names': ['Institute of Physics', 'IOP Publishing'], 'type': 'journal'}, 'license': 'cc-by', 'license_id': 'https://openalex.org/licenses/cc-by', 'version': 'publishedVersion', 'is_accepted': True, 'is_published': True}], 'best_oa_location': {'is_oa': True, 'landing_page_url': 'https://doi.org/10.1088/1367-2630/12/8/083021', 'pdf_url': 'https://iopscience.iop.org/article/10.1088/1367-2630/12/8/083021/pdf', 'source': {'id': 'https://openalex.org/S148121101', 'display_name': 'New Journal of Physics', 'issn_l': '1367-2630', 'issn': ['1367-2630'], 'is_oa': True, 'is_in_doaj': True, 'is_core': True, 'host_organization': 'https://openalex.org/P4310320083', 'host_organization_name': 'IOP Publishing', 'host_organization_lineage': ['https://openalex.org/P4310311669', 'https://openalex.org/P4310320083'], 'host_organization_lineage_names': ['Institute of Physics', 'IOP Publishing'], 'type': 'journal'}, 'license': 'cc-by', 'license_id': 'https://openalex.org/licenses/cc-by', 'version': 'publishedVersion', 'is_accepted': True, 'is_published': True}, 'sustainable_development_goals': [{'score': 0.45, 'display_name': 'Decent work and economic growth', 'id': 'https://metadata.un.org/sdg/8'}], 'grants': [], 'datasets': [], 'versions': [], 'referenced_works_count': 28, 'referenced_works': ['https://openalex.org/W1973007817', 'https://openalex.org/W1974352335', 'https://openalex.org/W1979575715', 'https://openalex.org/W1999996900', 'https://openalex.org/W2005919650', 'https://openalex.org/W2024099442', 'https://openalex.org/W2032484498', 'https://openalex.org/W2040419052', 'https://openalex.org/W2051240690', 'https://openalex.org/W2057233630', 'https://openalex.org/W2064562192', 'https://openalex.org/W2072353340', 'https://openalex.org/W2084650917', 'https://openalex.org/W2085125074', 'https://openalex.org/W2103038618', 'https://openalex.org/W2107818255', 'https://openalex.org/W2116977068', 'https://openalex.org/W2120010582', 'https://openalex.org/W2156649359', 'https://openalex.org/W2161636141', 'https://openalex.org/W2169886747', 'https://openalex.org/W2613001510', 'https://openalex.org/W2763480616', 'https://openalex.org/W2797463641', 'https://openalex.org/W3102033631', 'https://openalex.org/W35633137', 'https://openalex.org/W4249303080', 'https://openalex.org/W4249419710'], 'related_works': ['https://openalex.org/W4310225030', 'https://openalex.org/W4298130764', 'https://openalex.org/W2942177010', 'https://openalex.org/W2804957450', 'https://openalex.org/W2804364458', 'https://openalex.org/W2393816671', 'https://openalex.org/W2132641928', 'https://openalex.org/W2083665254', 'https://openalex.org/W1605128151', 'https://openalex.org/W1534720161'], 'abstract_inverted_index': {'A': [0], 'new': [1, 142], 'method': [2, 24, 45, 123], 'is': [3, 25, 47, 65, 112, 119, 124, 144], 'proposed': [4], 'that': [5, 121], 'allows': [6], 'a': [7, 20, 35, 40, 115, 141, 148], 'reconstruction': [8], 'of': [9, 42, 101], 'time': [10, 30, 111, 138], 'series': [11, 31], 'based': [12, 48, 68], 'on': [13, 34, 49, 69], 'higher': [14], 'order': [15], 'multi-scale': [16, 150], 'statistics': [17], 'given': [18, 62], 'by': [19], 'hierarchical': [21], 'process.': [22], 'This': [23], 'able': [26, 125], 'to': [27, 96, 126], 'model': [28, 97, 134], 'financial': [29], 'not': [32], 'only': [33], 'specific': [36], 'scale': [37], 'but': [38], 'for': [39, 89, 105], 'range': [41], 'scales.': [43], 'The': [44, 94], 'itself': [46], 'the': [50, 90, 99, 102, 128, 133], 'general': [51, 73], 'n-scale': [52, 71], 'joint': [53], 'probability': [54], 'density,': [55], 'which': [56, 80], 'can': [57, 76, 82, 154], 'be': [58, 77, 83], 'extracted': [59], 'directly': [60], 'from': [61, 79], 'data.': [63], 'It': [64], 'shown': [66, 88, 120, 145], 'how': [67], 'this': [70, 122], 'statistics,': [72], 'n-point': [74], 'probabilities': [75], 'estimated': [78], 'predictions': [81], 'achieved.': [84], 'Exemplary': [85], 'results': [86], 'are': [87], 'German': [91], 'DAX': [92], 'index.': [93], 'ability': [95], 'correctly': [98], 'behaviour': [100], 'original': [103], 'process': [104], 'different': [106], 'scales': [107], 'simultaneously': [108], 'and': [109], 'in': [110, 147], 'demonstrated.': [113], 'As': [114], 'main': [116], 'result': [117], 'it': [118], 'reproduce': [127], 'known': [129], 'volatility': [130, 152], 'cluster,': [131], 'although': [132], 'contains': [135], 'no': [136], 'explicit': [137], 'dependence.': [139], 'Thus': [140], 'mechanism': [143], 'how,': [146], 'stationary': [149], 'process,': [151], 'clustering': [153], 'emerge.': [155]}, 'cited_by_api_url': 'https://api.openalex.org/works?filter=cites:W2017789011', 'counts_by_year': [{'year': 2022, 'cited_by_count': 1}, {'year': 2020, 'cited_by_count': 2}, {'year': 2019, 'cited_by_count': 1}, {'year': 2018, 'cited_by_count': 1}, {'year': 2016, 'cited_by_count': 1}, {'year': 2015, 'cited_by_count': 1}, {'year': 2014, 'cited_by_count': 2}, {'year': 2012, 'cited_by_count': 1}], 'updated_date': '2024-12-08T21:38:31.598309', 'created_date': '2016-06-24'}