{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,3,25]],"date-time":"2025-03-25T18:46:50Z","timestamp":1742928410291,"version":"3.40.3"},"publisher-location":"Berlin, Heidelberg","reference-count":13,"publisher":"Springer Berlin Heidelberg","isbn-type":[{"type":"print","value":"9783642217340"},{"type":"electronic","value":"9783642217357"}],"license":[{"start":{"date-parts":[[2011,1,1]],"date-time":"2011-01-01T00:00:00Z","timestamp":1293840000000},"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":[[2011]]},"DOI":"10.1007\/978-3-642-21735-7_22","type":"book-chapter","created":{"date-parts":[[2011,6,12]],"date-time":"2011-06-12T12:10:52Z","timestamp":1307880652000},"page":"176-184","source":"Crossref","is-referenced-by-count":2,"title":["Time-Dependent Series Variance Estimation via Recurrent Neural Networks"],"prefix":"10.1007","author":[{"given":"Nikolay","family":"Nikolaev","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Peter","family":"Tino","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Evgueni","family":"Smirnov","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","reference":[{"key":"22_CR1","doi-asserted-by":"publisher","first-page":"45","DOI":"10.1016\/S0169-2070(00)00070-4","volume":"17","author":"C. Brooks","year":"2001","unstructured":"Brooks, C., Burke, S.P., Persand, G.: Benchmarks and the Accuracy of GARCH Model Estimation. Journal of Forecasting\u00a017, 45\u201356 (2001)","journal-title":"Journal of Forecasting"},{"key":"22_CR2","doi-asserted-by":"publisher","first-page":"17","DOI":"10.1016\/S0927-5398(96)00011-4","volume":"4","author":"R.G. Donaldson","year":"1997","unstructured":"Donaldson, R.G., Kamstra, M.: An Artificial Neural Network - GARCH Model of International Stock Return Volatility. Journal of Empirical Finance\u00a04, 17\u201346 (1997)","journal-title":"Journal of Empirical Finance"},{"key":"22_CR3","doi-asserted-by":"publisher","first-page":"987","DOI":"10.2307\/1912773","volume":"50","author":"R.F. Engle","year":"1982","unstructured":"Engle, R.F.: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of UK Inflation. Econometrica\u00a050, 987\u20131007 (1982)","journal-title":"Econometrica"},{"key":"22_CR4","doi-asserted-by":"publisher","first-page":"399","DOI":"10.1002\/(SICI)1099-1255(199607)11:4<399::AID-JAE401>3.0.CO;2-R","volume":"11","author":"G. Fiorentini","year":"1996","unstructured":"Fiorentini, G., Calzolari, G., Panattoni, L.: Analytical Derivatives and the Computation of GARCH Estimates. Journal of Applied Econometrics\u00a011, 399\u2013417 (1996)","journal-title":"Journal of Applied Econometrics"},{"key":"22_CR5","doi-asserted-by":"publisher","first-page":"177","DOI":"10.1109\/CIFER.1997.618932","volume-title":"Proc. of the IEE\/IAFE Computational Intelligence for Financial Engineering Conference (CIFEr 1997)","author":"B. Freisleben","year":"1997","unstructured":"Freisleben, B., Ripper, K.: Volatility Estimation with a Neural Network. In: Proc. of the IEE\/IAFE Computational Intelligence for Financial Engineering Conference (CIFEr 1997), pp. 177\u2013181. IEEE Press, Los Alamitos (1997)"},{"key":"22_CR6","doi-asserted-by":"publisher","first-page":"1735","DOI":"10.1162\/neco.1997.9.8.1735","volume":"9","author":"S. Hochreiter","year":"1997","unstructured":"Hochreiter, S., Schmidhuber, J.: Long Short-Term Memory. Neural Computation\u00a09, 1735\u20131780 (1997)","journal-title":"Neural Computation"},{"key":"22_CR7","doi-asserted-by":"publisher","first-page":"361","DOI":"10.1111\/1467-937X.00050","volume":"65","author":"S. Kim","year":"1998","unstructured":"Kim, S., Shephard, N., Chib, S.: Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. The Review of Econ. Studies\u00a065, 361\u2013393 (1998)","journal-title":"The Review of Econ. Studies"},{"key":"22_CR8","doi-asserted-by":"publisher","DOI":"10.1002\/047084535X","volume-title":"Recurrent Neural Networks for Prediction","author":"D.P. Mandic","year":"2001","unstructured":"Mandic, D.P., Chambers, J.A.: Recurrent Neural Networks for Prediction. Wiley, New York (2001)"},{"key":"22_CR9","series-title":"Lecture Notes in Computer Science","doi-asserted-by":"publisher","first-page":"589","DOI":"10.1007\/3-540-44989-2_70","volume-title":"Artificial Neural Networks and Neural Information Processing - ICANN\/ICONIP 2003","author":"T. Miazhynskaia","year":"2003","unstructured":"Miazhynskaia, T., Dorffner, G., Dockner, E.J.: Risk Management Application of the Recurrent Mixture Density Network Models. In: Kaynak, O., Alpayd\u0131n, E., Oja, E., Xu, L. (eds.) ICANN 2003 and ICONIP 2003. LNCS, vol.\u00a02714, pp. 589\u2013596. Springer, Heidelberg (2003)"},{"key":"22_CR10","series-title":"Lecture Notes in Computer Science","doi-asserted-by":"publisher","first-page":"373","DOI":"10.1007\/3-540-49430-8_18","volume-title":"Neural Networks: Tricks of the Trade","author":"R. Neuneier","year":"1998","unstructured":"Neuneier, R., Zimmermann, H.G.: How to Train Neural Networks. In: Orr, G.B., M\u00fcller, K.-R. (eds.) NIPS-WS 1996. LNCS, vol.\u00a01524, pp. 373\u2013423. Springer, Heidelberg (1998)"},{"key":"22_CR11","doi-asserted-by":"publisher","first-page":"55","DOI":"10.1109\/ICNN.1994.374138","volume-title":"Proc. of the IEEE Int. Conf. on Neural Networks (IEEE-ICNN 1994)","author":"D.A. Nix","year":"1994","unstructured":"Nix, D.A., Weigend, A.S.: Estimating the Mean and Variance of the Target Probability Distribution. In: Proc. of the IEEE Int. Conf. on Neural Networks (IEEE-ICNN 1994), pp. 55\u201360. IEEE Press, Los Alamitos (1994)"},{"key":"22_CR12","doi-asserted-by":"publisher","first-page":"355","DOI":"10.1002\/1099-131X(200007)19:4<355::AID-FOR778>3.0.CO;2-Z","volume":"19","author":"C. Schittenkopf","year":"2000","unstructured":"Schittenkopf, C., Dorffner, G., Dockner, E.J.: Forecasting Time-Dependent Conditional Densities: A Semi Non-parametric Neural Network. Journal of Forecasting\u00a019, 355\u2013374 (2000)","journal-title":"Journal of Forecasting"},{"key":"22_CR13","doi-asserted-by":"publisher","first-page":"270","DOI":"10.1162\/neco.1989.1.2.270","volume":"1","author":"R.J. Williams","year":"1989","unstructured":"Williams, R.J., Zipser, D.: A Learning Algorithm for Continually Running Fully Recurrent Networks. Neural Computation\u00a01, 270\u2013280 (1989)","journal-title":"Neural Computation"}],"container-title":["Lecture Notes in Computer Science","Artificial Neural Networks and Machine Learning \u2013 ICANN 2011"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-642-21735-7_22","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,3,28]],"date-time":"2019-03-28T14:22:05Z","timestamp":1553782925000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-642-21735-7_22"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2011]]},"ISBN":["9783642217340","9783642217357"],"references-count":13,"URL":"https:\/\/doi.org\/10.1007\/978-3-642-21735-7_22","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"type":"print","value":"0302-9743"},{"type":"electronic","value":"1611-3349"}],"subject":[],"published":{"date-parts":[[2011]]}}}