{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,11,20]],"date-time":"2023-11-20T06:53:16Z","timestamp":1700463196967},"reference-count":38,"publisher":"Springer Science and Business Media LLC","issue":"3","license":[{"start":{"date-parts":[[2014,9,19]],"date-time":"2014-09-19T00:00:00Z","timestamp":1411084800000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Electron Commer Res"],"published-print":{"date-parts":[[2014,11]]},"DOI":"10.1007\/s10660-014-9144-5","type":"journal-article","created":{"date-parts":[[2014,9,18]],"date-time":"2014-09-18T05:59:23Z","timestamp":1411019963000},"page":"417-434","update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":5,"title":["PSO based time series models applied in exchange rate forecasting for business performance management"],"prefix":"10.1007","volume":"14","author":[{"given":"Jui-Fang","family":"Chang","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Yueh-Min","family":"Huang","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2014,9,19]]},"reference":[{"issue":"6","key":"9144_CR1","doi-asserted-by":"crossref","first-page":"584","DOI":"10.1086\/258965","volume":"LXXII","author":"B Balassa","year":"1964","unstructured":"Balassa, B. (1964). The purchasing-power parity doctrine: A reappraisal. Journal of Political Economy, LXXII(6), 584\u2013596.","journal-title":"Journal of Political Economy"},{"key":"9144_CR2","doi-asserted-by":"crossref","first-page":"225","DOI":"10.1109\/TEVC.2004.826069","volume":"8","author":"VDF Bergh","year":"2004","unstructured":"Bergh, V. D. F., & Engelbrecht, A. P. (2004). A cooperative approach to particle swarm optimization. IEEE Transactions on Evolutionary Computation, 8, 225\u2013239.","journal-title":"IEEE Transactions on Evolutionary Computation"},{"key":"9144_CR3","doi-asserted-by":"crossref","first-page":"149","DOI":"10.1023\/A:1011531814366","volume":"1","author":"K Bertels","year":"2001","unstructured":"Bertels, K., & Boman, M. (2001). Agent-based social simulation in markets. Electronic Commerce Research, 1, 149\u2013158.","journal-title":"Electronic Commerce Research"},{"key":"9144_CR4","doi-asserted-by":"crossref","first-page":"307","DOI":"10.1016\/0304-4076(86)90063-1","volume":"31","author":"T Bollerslev","year":"1986","unstructured":"Bollerslev, T. (1986). Generalized autoregressive conditional heteroscedasticity. Journal of Econometrics, 31, 307\u2013327.","journal-title":"Journal of Econometrics"},{"issue":"1\u20132","key":"9144_CR5","doi-asserted-by":"crossref","first-page":"115","DOI":"10.1016\/0304-4076(92)90067-2","volume":"52","author":"P Bougerol","year":"1992","unstructured":"Bougerol, P., & Picard, N. (1992). Stationarity of GARCH processes and of some nonnegative time series. Journal of Econometrics, 52(1\u20132), 115\u2013127.","journal-title":"Journal of Econometrics"},{"issue":"3","key":"9144_CR6","doi-asserted-by":"crossref","first-page":"419","DOI":"10.1016\/0378-4266(95)00015-1","volume":"20","author":"TJ Brailsford","year":"1996","unstructured":"Brailsford, T. J., & Faff, R. W. (1996). An evaluation of volatility forecasting techniques. Journal of Banking & Finance, 20(3), 419\u2013438.","journal-title":"Journal of Banking & Finance"},{"issue":"101","key":"9144_CR7","doi-asserted-by":"crossref","first-page":"62","DOI":"10.2307\/2222038","volume":"26","author":"G Cassel","year":"1916","unstructured":"Cassel, G. (1916). The present situation of the foreign exchange. Economic Journal, 26(101), 62\u201365.","journal-title":"Economic Journal"},{"issue":"12B","key":"9144_CR8","first-page":"5069","volume":"5","author":"JF Chang","year":"2009","unstructured":"Chang, J. F. (2009). A performance comparison between genetic algorithms and particle swarm optimization applied in constructing equity portfolios. International Journal of Innovative Computing, Information and Control, 5(12B), 5069\u20135080.","journal-title":"International Journal of Innovative Computing, Information and Control"},{"key":"9144_CR9","doi-asserted-by":"crossref","unstructured":"Chang, J. F., Chang, C. W. & Tzeng, W. Y. (2009). Forecasting exchange rates using integration of particle swarm optimization and neural networks. 2009 Fourth International Conference on Innovative Computing, Information and Control.","DOI":"10.1109\/ICICIC.2009.215"},{"key":"9144_CR10","first-page":"427","volume":"74","author":"DA Dickey","year":"1979","unstructured":"Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74, 427\u2013431.","journal-title":"Journal of the American Statistical Association"},{"key":"9144_CR11","doi-asserted-by":"crossref","first-page":"13","DOI":"10.1111\/j.1467-9965.1995.tb00099.x","volume":"5","author":"JC Duan","year":"1995","unstructured":"Duan, J. C. (1995). The GARCH option pricing model. Mathematical Finance, 5, 13\u201332.","journal-title":"Mathematical Finance"},{"key":"9144_CR12","doi-asserted-by":"crossref","first-page":"97","DOI":"10.1016\/S0304-4076(97)00009-2","volume":"79","author":"JC Duan","year":"1997","unstructured":"Duan, J. C. (1997). Augmented GARCH (p, q) process and its diffusion limit. Journal of Econometrics, 79, 97\u2013127.","journal-title":"Journal of Econometrics"},{"key":"9144_CR13","doi-asserted-by":"crossref","first-page":"987","DOI":"10.2307\/1912773","volume":"50","author":"RF Engle","year":"1982","unstructured":"Engle, R. F. (1982). Autoregressive conditional heteroscedasticity with estimates of the variance of UK. Econometrica, 50, 987\u20131008.","journal-title":"Econometrica"},{"issue":"5","key":"9144_CR14","doi-asserted-by":"crossref","first-page":"1749","DOI":"10.1111\/j.1540-6261.1993.tb05127.x","volume":"48","author":"RF Engle","year":"1993","unstructured":"Engle, R. F., & Ng, V. K. (1993). Measuring and testing the impact of news on volatility. The Journal of Finance, 48(5), 1749\u20131778.","journal-title":"The Journal of Finance"},{"key":"9144_CR15","doi-asserted-by":"crossref","first-page":"143","DOI":"10.1016\/0304-4076(87)90085-6","volume":"35","author":"RF Engle","year":"1987","unstructured":"Engle, R. F., & Yoo, B. S. (1987). Forecasting and testing in cointegrated systems. Journal of Econometrics, 35, 143\u201359.","journal-title":"Journal of Econometrics"},{"key":"9144_CR16","doi-asserted-by":"crossref","first-page":"337","DOI":"10.1023\/A:1023435325106","volume":"3","author":"SJ Eugene","year":"2003","unstructured":"Eugene, S. J., & Zhang, F. (2003). Intra-organizational logistics management through multi-agent systems. Electronic Commerce Research, 3, 337\u2013364.","journal-title":"Electronic Commerce Research"},{"key":"9144_CR17","first-page":"16","volume":"1991","author":"H Fang","year":"1991","unstructured":"Fang, H., & Kwong, K. K. (1991). Forecasting foreign exchange rate. Journal of Business Forecasting (Winter), 1991, 16\u201319.","journal-title":"Journal of Business Forecasting (Winter)"},{"key":"9144_CR18","doi-asserted-by":"crossref","first-page":"507","DOI":"10.2307\/2232599","volume":"91","author":"JA Frenkle","year":"1970","unstructured":"Frenkle, J. A., & Bilson, J. (1970). Optimal international reserves: A stochastic framework. Economic Journal, 91, 507\u2013514.","journal-title":"Economic Journal"},{"key":"9144_CR19","volume-title":"Introduction to statistical time series","author":"W Fuller","year":"1976","unstructured":"Fuller, W. (1976). Introduction to statistical time series. New York: Wiley."},{"key":"9144_CR20","doi-asserted-by":"crossref","first-page":"1779","DOI":"10.1111\/j.1540-6261.1993.tb05128.x","volume":"48","author":"L Glosten","year":"1993","unstructured":"Glosten, L., Jaganathan, R., & Runkle, D. (1993). On the relation between the expected value and the volatility of the nominal excess return on stocks. The Journal of Finance, 48, 1779\u20131801.","journal-title":"The Journal of Finance"},{"key":"9144_CR21","doi-asserted-by":"crossref","first-page":"3930","DOI":"10.1016\/j.ins.2009.07.009","volume":"179","author":"JC Hung","year":"2009","unstructured":"Hung, J. C. (2009). A fuzzy asymmetric GARCH model applied to stock markets. Information Sciences, 179, 3930\u20133943.","journal-title":"Information Sciences"},{"key":"9144_CR22","doi-asserted-by":"crossref","first-page":"1942","DOI":"10.1109\/ICNN.1995.488968","volume":"4","author":"J Kennedy","year":"1995","unstructured":"Kennedy, J., & Eberhart, R. (1995). Particle swarm optimization. Proceedings of the IEEE International Conference on Neural Networks, Perth, Australia, 4, 1942\u20131948.","journal-title":"Proceedings of the IEEE International Conference on Neural Networks, Perth, Australia"},{"key":"9144_CR23","volume-title":"The last taboo: Money as symbol and reality in psychotherapy and psychoanalysis","year":"1986","unstructured":"Krueger, D. W. (Ed.). (1986). The last taboo: Money as symbol and reality in psychotherapy and psychoanalysis. New York: Brunner\/Mazel."},{"issue":"11B","key":"9144_CR24","first-page":"4383","volume":"5","author":"A Kumamoto","year":"2009","unstructured":"Kumamoto, A., Utani, A., & Yamamoto, H. (2009). Advanced particle swarm optimization for computing plural acceptable solutions. International Journal of Innovative Computing, Information and Control, 5(11B), 4383\u20134392.","journal-title":"International Journal of Innovative Computing, Information and Control"},{"issue":"3","key":"9144_CR25","doi-asserted-by":"crossref","first-page":"245","DOI":"10.1111\/1467-6419.00169","volume":"16","author":"WK Li","year":"2002","unstructured":"Li, W. K., Ling, S., & Michael, M. (2002). Recent theoretical results for time series models with GARCH errors. Journal of Economic Surveys, 16(3), 245\u2013269.","journal-title":"Journal of Economic Surveys"},{"key":"9144_CR26","doi-asserted-by":"crossref","first-page":"17","DOI":"10.1007\/s10660-006-0061-0","volume":"7","author":"P Li","year":"2007","unstructured":"Li, P., Tu, M., Yen, I. L., & Xia, Z. H. (2007). Preference update for e-commerce applications: Model, language, and processing. Electronic Commerce Research, 7, 17\u201344.","journal-title":"Electronic Commerce Research"},{"key":"9144_CR27","doi-asserted-by":"crossref","first-page":"279","DOI":"10.1016\/S0378-3758(96)00196-6","volume":"62","author":"J Liu","year":"1997","unstructured":"Liu, J., Li, W. K., & Li, C. W. (1997). On a threshold autoregression with conditional heteroscedastic variances. Journal of Statistical Planning and Inference, 62, 279\u2013300.","journal-title":"Journal of Statistical Planning and Inference"},{"issue":"1\u20132","key":"9144_CR28","doi-asserted-by":"crossref","first-page":"3","DOI":"10.1016\/0022-1996(83)90017-X","volume":"14","author":"R Meese","year":"1983","unstructured":"Meese, R., & Rogoff, K. (1983a). Empirical exchange rate models of the seventies: Do they fit out of sample. Journal of International Economics, 14(1\u20132), 3\u201324.","journal-title":"Journal of International Economics"},{"issue":"2","key":"9144_CR29","doi-asserted-by":"crossref","first-page":"211","DOI":"10.1016\/S1044-0283(97)90016-8","volume":"8","author":"J Mehran","year":"1997","unstructured":"Mehran, J., & Shahrokhi, M. (1997). An application of four foreign currency forecasting models to the U.S. dollar and Mexican peso. Global Finance Journal, 8(2), 211\u2013220.","journal-title":"Global Finance Journal"},{"key":"9144_CR30","doi-asserted-by":"crossref","first-page":"347","DOI":"10.2307\/2938260","volume":"59","author":"D Nelson","year":"1991","unstructured":"Nelson, D. (1991). Conditional heteroskedasticity in asset returns: A new approach. Econometrica, 59, 347\u2013370.","journal-title":"Econometrica"},{"key":"9144_CR31","volume-title":"Predicting exchange rate volatility: Genetic programming versus GARCH and riskmetrics","author":"CJ Neely","year":"2002","unstructured":"Neely, C. J., & Weller, P. A. (2002). Predicting exchange rate volatility: Genetic programming versus GARCH and riskmetrics. Washington: The Federal Reserve Bank of St. Louis."},{"key":"9144_CR32","doi-asserted-by":"crossref","first-page":"335","DOI":"10.1093\/biomet\/75.2.335","volume":"75","author":"PCB Phillips","year":"1988","unstructured":"Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75, 335\u2013346.","journal-title":"Biometrika"},{"key":"9144_CR33","doi-asserted-by":"crossref","first-page":"379","DOI":"10.1007\/s10660-012-9098-4","volume":"12","author":"S Scarle","year":"2012","unstructured":"Scarle, S., Arnab, S., Dunwell, I., Petridis, P., Protopsaltis, A., & Freitas, S. D. (2012). E-commerce transactions in a virtual environment, virtual transactions. Electronic Commerce Research, 12, 379\u2013407.","journal-title":"Electronic Commerce Research"},{"key":"9144_CR34","first-page":"591","volume-title":"Parameter selection in particle swarm optimization. Evolutionary programming: Proc. EP98","author":"Y Shi","year":"1998","unstructured":"Shi, Y., & Eberhart, R. C. (1998a). Parameter selection in particle swarm optimization. Evolutionary programming: Proc. EP98 (pp. 591\u2013600). New York: Springer-Verlag."},{"key":"9144_CR35","unstructured":"Shi, Y. & Eberhart, R.C. (1998b). A modified particle swarm optimizer. Proceedings of the IEEE International Conference on Evolutionary Computation (pp 69\u201373). Piscataway, NJ: IEEE Press."},{"key":"9144_CR36","unstructured":"Shi, Y., Eberhart, R. C. & (2001a). Fuzzy adaptive particle swarm optimization. Proceedings of the 2001 Congress on Evolutionary Computation, Seoul, Korea. Piscataway, NJ: IEEE Service Center."},{"key":"9144_CR37","unstructured":"Shi, Y., & Eberhart, R. C. (2001b). Particle swarm optimization with fuzzy adaptive inertia weight. Proceedings of the Workshop on Particle Swarm Optimization, Indianapolis. IN : Purdue School of Engineering and Technology, IUPUI."},{"key":"9144_CR38","doi-asserted-by":"crossref","first-page":"287","DOI":"10.1023\/A:1016014716253","volume":"2","author":"CP Wei","year":"2002","unstructured":"Wei, C. P., Sheng, R. L., & Hu, J. H. (2002). Fuzzy statistics estimation in supporting multidatabase query optimization. Electronic Commerce Research, 2, 287\u2013316.","journal-title":"Electronic Commerce Research"}],"container-title":["Electronic Commerce Research"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10660-014-9144-5.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10660-014-9144-5\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10660-014-9144-5","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,30]],"date-time":"2019-05-30T20:52:54Z","timestamp":1559249574000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10660-014-9144-5"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014,9,19]]},"references-count":38,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2014,11]]}},"alternative-id":["9144"],"URL":"https:\/\/doi.org\/10.1007\/s10660-014-9144-5","relation":{},"ISSN":["1389-5753","1572-9362"],"issn-type":[{"value":"1389-5753","type":"print"},{"value":"1572-9362","type":"electronic"}],"subject":[],"published":{"date-parts":[[2014,9,19]]}}}