{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,3,28]],"date-time":"2025-03-28T08:28:28Z","timestamp":1743150508314,"version":"3.40.3"},"publisher-location":"Cham","reference-count":19,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783319558486"},{"type":"electronic","value":"9783319558493"}],"license":[{"start":{"date-parts":[[2017,1,1]],"date-time":"2017-01-01T00:00:00Z","timestamp":1483228800000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2017]]},"DOI":"10.1007\/978-3-319-55849-3_2","type":"book-chapter","created":{"date-parts":[[2017,3,24]],"date-time":"2017-03-24T14:34:17Z","timestamp":1490366057000},"page":"17-33","source":"Crossref","is-referenced-by-count":2,"title":["Pricing Rainfall Based Futures Using Genetic Programming"],"prefix":"10.1007","author":[{"given":"Sam","family":"Cramer","sequence":"first","affiliation":[]},{"given":"Michael","family":"Kampouridis","sequence":"additional","affiliation":[]},{"given":"Alex A.","family":"Freitas","sequence":"additional","affiliation":[]},{"given":"Antonis K.","family":"Alexandridis","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2017,3,25]]},"reference":[{"key":"2_CR1","doi-asserted-by":"crossref","first-page":"178","DOI":"10.1016\/S0022-1694(98)00186-3","volume":"210","author":"DS Wilks","year":"1998","unstructured":"Wilks, D.S.: Multisite generalization of a daily stochastic precipitation generation model. J. Hydrol. 210, 178\u2013191 (1998)","journal-title":"J. Hydrol."},{"issue":"1839","key":"2_CR2","doi-asserted-by":"crossref","first-page":"269","DOI":"10.1098\/rspa.1987.0039","volume":"410","author":"I Rodriguez-Iturbe","year":"1987","unstructured":"Rodriguez-Iturbe, I., Cox, D.R., Isham, V.: Some models for rainfall based on stochastic point processes. Proc. R. Soc. Lond. A: Math. Phys. Eng. Sci. 410(1839), 269\u2013288 (1987)","journal-title":"Proc. R. Soc. Lond. A: Math. Phys. Eng. Sci."},{"key":"2_CR3","doi-asserted-by":"crossref","unstructured":"Cramer, S., Kampouridis, M., Freitas, A.A., Alexandridis, A.: Predicting rainfall in the context of rainfall derivatives using genetic programming. In: 2015 IEEE Symposium Series on Computational Intelligence for Financial Engineering and Economics, pp. 711\u2013718, December 2015","DOI":"10.1109\/SSCI.2015.108"},{"key":"2_CR4","doi-asserted-by":"crossref","unstructured":"Cramer, S., Kampouridis, M., Freitas, A.A.: Feature engineering for improving financial derivatives-based rainfall prediction. In: Proceedings of 2016 IEEE Congress on Evolutionary Computation, Vancouver. IEEE Press, July 2016","DOI":"10.1109\/CEC.2016.7744231"},{"key":"2_CR5","doi-asserted-by":"crossref","unstructured":"Cramer, S., Kampouridis, M., Freitas, A.: A genetic decomposition algorithm for predicting rainfall within financial weather derivatives. In: Proceedings of the Genetic and Evolutionary Computation Conference 2016, GECCO 2016, pp. 885\u2013892. ACM, New York (2016)","DOI":"10.1145\/2908812.2908894"},{"issue":"07","key":"2_CR6","doi-asserted-by":"crossref","first-page":"959","DOI":"10.1142\/S0219024905003311","volume":"08","author":"R Carmona","year":"2005","unstructured":"Carmona, R., Diko, P.: Pricing precipitation based derivatives. Int. J. Theor. Appl. Financ. 08(07), 959\u2013988 (2005)","journal-title":"Int. J. Theor. Appl. Financ."},{"issue":"11","key":"2_CR7","doi-asserted-by":"crossref","first-page":"4286","DOI":"10.1016\/j.jbankfin.2013.07.042","volume":"37","author":"BL Cabrera","year":"2013","unstructured":"Cabrera, B.L., Odening, M., Ritter, M.: Pricing rainfall futures at the CME. J. Bank. Financ. 37(11), 4286\u20134298 (2013)","journal-title":"J. Bank. Financ."},{"issue":"1","key":"2_CR8","doi-asserted-by":"crossref","first-page":"71","DOI":"10.1080\/13504861003795167","volume":"18","author":"G Leobacher","year":"2011","unstructured":"Leobacher, G., Ngare, P.: On modelling and pricing rainfall derivatives with seasonality. Appl. Math. Financ. 18(1), 71\u201391 (2011)","journal-title":"Appl. Math. Financ."},{"issue":"1","key":"2_CR9","doi-asserted-by":"crossref","first-page":"67","DOI":"10.1007\/s10614-013-9410-y","volume":"44","author":"M Ritter","year":"2014","unstructured":"Ritter, M., Mu\u00dfhoff, O., Odening, M.: Minimizing geographical basis risk of weather derivatives using a multi-site rainfall model. Comput. Econ. 44(1), 67\u201386 (2014)","journal-title":"Comput. Econ."},{"issue":"4","key":"2_CR10","doi-asserted-by":"crossref","first-page":"403","DOI":"10.1007\/s10182-015-0246-8","volume":"99","author":"RC Noven","year":"2015","unstructured":"Noven, R.C., Veraart, A.E.D., Gandy, A.: A l\u00e9vy-driven rainfall model with applications to futures pricing. Adv. Stat. Anal. 99(4), 403\u2013432 (2015)","journal-title":"Adv. Stat. Anal."},{"key":"2_CR11","volume-title":"Weather Derivative Valuation","author":"S Jewson","year":"2010","unstructured":"Jewson, S., Ziehmann, C., Brix, A.: Weather Derivative Valuation. Cambridge University Press, Cambridge (2010)"},{"key":"2_CR12","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4614-6071-8","volume-title":"Weather Derivatives: Modeling and Pricing Weather-Related Risk","author":"A Alexandridis","year":"2013","unstructured":"Alexandridis, A., Zapranis, A.: Weather Derivatives: Modeling and Pricing Weather-Related Risk. Springer, New York (2013)"},{"key":"2_CR13","volume-title":"Time Series Models: In Econometrics Finance and Other Fields","author":"B Jenson","year":"1996","unstructured":"Jenson, B., Nielsen, J.: Pricing by no arbitrage. In: Cox, D., Hinkley, D., Barndorff-Nielsen, O. (eds.) Time Series Models: In Econometrics Finance and Other Fields. Chapman & Hall\/CRC\/Taylor & Francis, New York (1996)"},{"key":"2_CR14","doi-asserted-by":"crossref","unstructured":"Benth, F.E., Benth, J.: Modelling and Pricing Derivatives on Precipitation, chap. 8, pp. 179\u2013195. World Scientific (2012)","DOI":"10.1142\/9789814401852_0008"},{"key":"2_CR15","series-title":"Springer Finance Textbooks","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4471-3856-3","volume-title":"Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives","author":"N Bingham","year":"2004","unstructured":"Bingham, N., Kiesel, R.: Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives. Springer Finance Textbooks. Springer, Heidelberg (2004)"},{"issue":"3","key":"2_CR16","first-page":"287","volume":"16","author":"H Gerber","year":"1995","unstructured":"Gerber, H., Shiu, E.S.W.: Option pricing by Esscher transforms. Insur. Math. Econ. 16(3), 287 (1995)","journal-title":"Insur. Math. Econ."},{"key":"2_CR17","unstructured":"Plummer, M.: JAGS: a program for analysis of Bayesian graphical models using Gibbs sampling. In: Proceedings of the 3rd International Workshop on Distributed Statistical Computing (2003)"},{"issue":"1","key":"2_CR18","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1111\/1467-9469.t01-1-00045","volume":"24","author":"OE Barndorff-Nielsen","year":"1997","unstructured":"Barndorff-Nielsen, O.E.: Normal inverse Gaussian distributions and stochastic volatility modelling. Scand. J. Stat. 24(1), 1\u201313 (1997)","journal-title":"Scand. J. Stat."},{"key":"2_CR19","doi-asserted-by":"crossref","unstructured":"L\u00f3pez-Ib\u00e1\u00f1ez, M., Dubois-Lacoste, J., St\u00fctzle, T., Birattari, M.: The irace package: iterated racing for automatic algorithm configuration. Technical report, IRIDIA, Universit\u00e9 Libre de Bruxelles, Belgium (2011)","DOI":"10.32614\/CRAN.package.irace"}],"container-title":["Lecture Notes in Computer Science","Applications of Evolutionary Computation"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-319-55849-3_2","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,6,23]],"date-time":"2024-06-23T06:32:32Z","timestamp":1719124352000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-319-55849-3_2"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017]]},"ISBN":["9783319558486","9783319558493"],"references-count":19,"URL":"https:\/\/doi.org\/10.1007\/978-3-319-55849-3_2","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"type":"print","value":"0302-9743"},{"type":"electronic","value":"1611-3349"}],"subject":[],"published":{"date-parts":[[2017]]}}}