{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,3,26]],"date-time":"2025-03-26T03:15:32Z","timestamp":1742958932865,"version":"3.40.3"},"publisher-location":"Cham","reference-count":13,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783319754284"},{"type":"electronic","value":"9783319754291"}],"license":[{"start":{"date-parts":[[2018,1,1]],"date-time":"2018-01-01T00:00:00Z","timestamp":1514764800000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2018]]},"DOI":"10.1007\/978-3-319-75429-1_21","type":"book-chapter","created":{"date-parts":[[2018,2,3]],"date-time":"2018-02-03T10:33:11Z","timestamp":1517653991000},"page":"253-263","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["On a Generalized Method of Combining Predictive Distributions for Stock Market Index"],"prefix":"10.1007","author":[{"given":"Son Phuc","family":"Nguyen","sequence":"first","affiliation":[]},{"given":"Uyen Hoang","family":"Pham","sequence":"additional","affiliation":[]},{"given":"Thien Dinh","family":"Nguyen","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2018,2,4]]},"reference":[{"doi-asserted-by":"crossref","unstructured":"Bassetti, F., Casarin, R., Ravazzolo, F.: Bayesian nonparametric calibration and combination of predictive distributions. J. Am. Stat. Assoc. (2017)","key":"21_CR1","DOI":"10.3390\/econometrics4010017"},{"issue":"4","key":"21_CR2","doi-asserted-by":"publisher","first-page":"465","DOI":"10.1198\/07350010152596718","volume":"19","author":"J Berkowitz","year":"2001","unstructured":"Berkowitz, J.: Testing density forecasts, with applications to risk management. J. Bus. Econ. Stat. 19(4), 465\u2013474 (2001)","journal-title":"J. Bus. Econ. Stat."},{"issue":"3","key":"21_CR3","doi-asserted-by":"publisher","first-page":"307","DOI":"10.1016\/0304-4076(86)90063-1","volume":"31","author":"T Bollerslev","year":"1986","unstructured":"Bollerslev, T.: Generalized autoregressive conditional heteroskedasticity. J. Econ. 31(3), 307\u2013327 (1986)","journal-title":"J. Econ."},{"key":"21_CR4","first-page":"1","volume":"20","author":"B Carpenter","year":"2016","unstructured":"Carpenter, B., Gelman, A., Hoffman, M., Lee, D., Goodrich, B., Betancourt, M., Brubaker, M.A., Guo, J., Li, P., Riddell, A.: Stan: a probabilistic programming language. J. Stat. Softw. 20, 1\u201337 (2016)","journal-title":"J. Stat. Softw."},{"issue":"1","key":"21_CR5","doi-asserted-by":"publisher","first-page":"17","DOI":"10.3390\/econometrics4010017","volume":"4","author":"R Casarin","year":"2016","unstructured":"Casarin, R., Mantoan, G., Ravazzolo, F.: Bayesian calibration of generalized pools of predictive distributions. Econometrics 4(1), 17 (2016)","journal-title":"Econometrics"},{"unstructured":"Clemen, R.T., Winkler, R.L.: Aggregating probability distributions. na (2005)","key":"21_CR6"},{"key":"21_CR7","doi-asserted-by":"publisher","first-page":"278","DOI":"10.2307\/2981683","volume":"147","author":"AP Dawid","year":"1984","unstructured":"Dawid, A.P.: Present position and potential developments: some personal views: statistical theory: the prequential approach. J. Royal Stat. Soc. Ser. A (General) 147, 278\u2013292 (1984)","journal-title":"J. Royal Stat. Soc. Ser. A (General)"},{"doi-asserted-by":"crossref","unstructured":"Diebold, F.X., Gunther, T.A., Tay, A.S.: Evaluating density forecasts (1997)","key":"21_CR8","DOI":"10.3386\/t0215"},{"key":"21_CR9","first-page":"987","volume":"50","author":"RF Engle","year":"1982","unstructured":"Engle, R.F.: Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econ. J. Econ. Soc. 50, 987\u20131007 (1982)","journal-title":"Econ. J. Econ. Soc."},{"key":"21_CR10","doi-asserted-by":"publisher","first-page":"114","DOI":"10.1214\/ss\/1177013825","volume":"1","author":"C Genest","year":"1986","unstructured":"Genest, C., Zidek, J.V.: Combining probability distributions: a critique and an annotated bibliography. Stat. Sci. 1, 114\u2013135 (1986)","journal-title":"Stat. Sci."},{"key":"21_CR11","volume-title":"Finite Mixture Models","author":"G McLachlan","year":"2004","unstructured":"McLachlan, G., Peel, D.: Finite Mixture Models. Wiley, Hoboken (2004)"},{"issue":"6","key":"21_CR12","doi-asserted-by":"publisher","first-page":"1023","DOI":"10.1002\/jae.1192","volume":"26","author":"J Mitchell","year":"2011","unstructured":"Mitchell, J., Wallis, K.F.: Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness. J. Appl. Econ. 26(6), 1023\u20131040 (2011)","journal-title":"J. Appl. Econ."},{"issue":"4","key":"21_CR13","doi-asserted-by":"publisher","first-page":"1339","DOI":"10.1214\/aoms\/1177704873","volume":"32","author":"M Stone","year":"1961","unstructured":"Stone, M., et al.: The opinion pool. Ann. Math. Stat. 32(4), 1339\u20131342 (1961)","journal-title":"Ann. Math. Stat."}],"container-title":["Lecture Notes in Computer Science","Integrated Uncertainty in Knowledge Modelling and Decision Making"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-319-75429-1_21","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,3,7]],"date-time":"2024-03-07T15:58:32Z","timestamp":1709827112000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/978-3-319-75429-1_21"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2018]]},"ISBN":["9783319754284","9783319754291"],"references-count":13,"URL":"https:\/\/doi.org\/10.1007\/978-3-319-75429-1_21","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"type":"print","value":"0302-9743"},{"type":"electronic","value":"1611-3349"}],"subject":[],"published":{"date-parts":[[2018]]},"assertion":[{"value":"4 February 2018","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}},{"value":"IUKM","order":1,"name":"conference_acronym","label":"Conference Acronym","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"International Symposium on Integrated Uncertainty in Knowledge Modelling and Decision Making","order":2,"name":"conference_name","label":"Conference Name","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Hanoi","order":3,"name":"conference_city","label":"Conference City","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Vietnam","order":4,"name":"conference_country","label":"Conference Country","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2018","order":5,"name":"conference_year","label":"Conference Year","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"15 March 2018","order":7,"name":"conference_start_date","label":"Conference Start Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"17 March 2018","order":8,"name":"conference_end_date","label":"Conference End Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"6","order":9,"name":"conference_number","label":"Conference Number","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"iukm2018","order":10,"name":"conference_id","label":"Conference ID","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"http:\/\/www.jaist.ac.jp\/IUKM\/IUKM2018\/","order":11,"name":"conference_url","label":"Conference URL","group":{"name":"ConferenceInfo","label":"Conference Information"}}]}}