{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,12,31]],"date-time":"2025-12-31T12:18:11Z","timestamp":1767183491851,"version":"3.41.2"},"reference-count":24,"publisher":"Wiley","issue":"1","license":[{"start":{"date-parts":[[2012,2,16]],"date-time":"2012-02-16T00:00:00Z","timestamp":1329350400000},"content-version":"vor","delay-in-days":46,"URL":"http:\/\/creativecommons.org\/licenses\/by\/3.0\/"}],"funder":[{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["70771006","10971010","S11M00010"],"award-info":[{"award-number":["70771006","10971010","S11M00010"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["70771006","10971010","S11M00010"],"award-info":[{"award-number":["70771006","10971010","S11M00010"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100005022","name":"Beijing Jiaotong University","doi-asserted-by":"publisher","award":["70771006","10971010","S11M00010"],"award-info":[{"award-number":["70771006","10971010","S11M00010"]}],"id":[{"id":"10.13039\/501100005022","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["onlinelibrary.wiley.com"],"crossmark-restriction":true},"short-container-title":["Journal of Applied Mathematics"],"published-print":{"date-parts":[[2012,1]]},"abstract":"<jats:p>The interacting impact between the crude oil prices and the stock market indices\nin China is investigated in the present paper, and the corresponding statistical\nbehaviors are also analyzed. The database is based on the crude oil prices of Daqing \nand Shengli in the 7\u2010year period from January 2003 to December 2009 and also\non the indices of SHCI, SZCI, SZPI, and SINOPEC with the same time period. A\njump stochastic time effective neural network model is introduced and applied to\nforecast the fluctuations of the time series for the crude oil prices and the stock\nindices, and we study the corresponding statistical properties by comparison. The\nexperiment analysis shows that when the price fluctuation is small, the predictive\nvalues are close to the actual values, and when the price fluctuation is large, the\npredictive values deviate from the actual values to some degree. Moreover, the\ncorrelation properties are studied by the detrended fluctuation analysis, and the\nresults illustrate that there are positive correlations both in the absolute returns of\nactual data and predictive data.<\/jats:p>","DOI":"10.1155\/2012\/646475","type":"journal-article","created":{"date-parts":[[2012,2,16]],"date-time":"2012-02-16T21:02:04Z","timestamp":1329426124000},"update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":16,"title":["Forecasting Crude Oil Price and Stock Price by Jump Stochastic Time Effective Neural Network Model"],"prefix":"10.1155","volume":"2012","author":[{"given":"Jun","family":"Wang","sequence":"first","affiliation":[]},{"given":"Huopo","family":"Pan","sequence":"additional","affiliation":[]},{"given":"Fajiang","family":"Liu","sequence":"additional","affiliation":[]}],"member":"311","published-online":{"date-parts":[[2012,2,16]]},"reference":[{"key":"e_1_2_6_1_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.enpol.2008.06.006"},{"key":"e_1_2_6_2_2","first-page":"33","article-title":"Data analysis and statistical properties of Shenzhen and Shanghai land indices","volume":"4","author":"Ji M. 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