{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,9]],"date-time":"2024-09-09T15:11:19Z","timestamp":1725894679566},"publisher-location":"Berlin, Heidelberg","reference-count":28,"publisher":"Springer Berlin Heidelberg","isbn-type":[{"type":"print","value":"9783642039683"},{"type":"electronic","value":"9783642039690"}],"license":[{"start":{"date-parts":[[2009,1,1]],"date-time":"2009-01-01T00:00:00Z","timestamp":1230768000000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"},{"start":{"date-parts":[[2009,1,1]],"date-time":"2009-01-01T00:00:00Z","timestamp":1230768000000},"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":[[2009]]},"DOI":"10.1007\/978-3-642-03969-0_20","type":"book-chapter","created":{"date-parts":[[2009,8,17]],"date-time":"2009-08-17T16:36:34Z","timestamp":1250526994000},"page":"210-222","source":"Crossref","is-referenced-by-count":3,"title":["Modeling and Forecasting CAT and HDD Indices for Weather Derivative Pricing"],"prefix":"10.1007","author":[{"given":"Achilleas","family":"Zapranis","sequence":"first","affiliation":[]},{"given":"Antonis","family":"Alexandridis","sequence":"additional","affiliation":[]}],"member":"297","reference":[{"key":"20_CR1","unstructured":"Challis, S.: Bright Forecast for Profits, Reactions. June edn. (1999)"},{"key":"20_CR2","first-page":"21","volume":"1","author":"M. Hanley","year":"1999","unstructured":"Hanley, M.: Hedging the Force of Nature. Risk Professional\u00a01, 21\u201325 (1999)","journal-title":"Risk Professional"},{"key":"20_CR3","unstructured":"Ceniceros, R.: Weather derivatives running hot. Business Insurance\u00a040 (2006)"},{"key":"20_CR4","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511493348","volume-title":"Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations","author":"S. Jewson","year":"2005","unstructured":"Jewson, S., Brix, A., Ziehmann, C.: Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations. Cambridge University Press, Cambridge (2005)"},{"key":"20_CR5","doi-asserted-by":"publisher","first-page":"355","DOI":"10.1080\/13504860802006065","volume":"15","author":"A. Zapranis","year":"2008","unstructured":"Zapranis, A., Alexandridis, A.: Modelling Temperature Time Dependent Speed of Mean Reversion in the Context of Weather Derivetive Pricing. Applied Mathematical Finance\u00a015, 355\u2013386 (2008)","journal-title":"Applied Mathematical Finance"},{"key":"20_CR6","doi-asserted-by":"crossref","unstructured":"Zapranis, A., Alexandridis, A.: Weather Derivatives Pricing: Modelling the Seasonal Residuals Variance of an Ornstein-Uhlenbeck Temperature Process With Neural Networks. Neurocomputing (accepted, to appear)","DOI":"10.1016\/j.neucom.2009.01.018"},{"key":"20_CR7","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1080\/13504860210132897","volume":"9","author":"P. Alaton","year":"2000","unstructured":"Alaton, P., Djehince, B., Stillberg, D.: On Modelling and Pricing Weather Derivatives. Applied Mathematical Finance\u00a09, 1\u201320 (2000)","journal-title":"Applied Mathematical Finance"},{"key":"20_CR8","doi-asserted-by":"publisher","first-page":"889","DOI":"10.1109\/72.165591","volume":"3","author":"Q. Zhang","year":"1992","unstructured":"Zhang, Q., Benveniste, A.: Wavelet Networks. IEEE Trans. Neural Networks\u00a03, 889\u2013898 (1992)","journal-title":"IEEE Trans. Neural Networks"},{"key":"20_CR9","doi-asserted-by":"publisher","first-page":"553","DOI":"10.1080\/14697680601155334","volume":"7","author":"F.E. Benth","year":"2007","unstructured":"Benth, F.E., Saltyte-Benth, J.: The volatility of temperature and pricing of weather derivatives. Quantitative Finance\u00a07, 553\u2013561 (2007)","journal-title":"Quantitative Finance"},{"key":"20_CR10","doi-asserted-by":"publisher","DOI":"10.1137\/1.9781611970104","volume-title":"Ten Lectures on Wavelets","author":"I. Daubechies","year":"1992","unstructured":"Daubechies, I.: Ten Lectures on Wavelets. SIAM, Philadelphia (1992)"},{"key":"20_CR11","volume-title":"A Wavelet Tour of Signal Processing","author":"S.G. Mallat","year":"1999","unstructured":"Mallat, S.G.: A Wavelet Tour of Signal Processing. Academic Press, San Diego (1999)"},{"key":"20_CR12","unstructured":"Zapranis, A., Alexandridis, A.: Wavelet analysis and weather derivatives pricing. HFFA, Thessaloniki (2006)"},{"key":"20_CR13","doi-asserted-by":"publisher","first-page":"131","DOI":"10.1016\/S0925-2312(00)00295-2","volume":"34","author":"Y. Oussar","year":"2000","unstructured":"Oussar, Y., Dreyfus, G.: Initialization by Selection for Wavelet Network Training. Neurocomputing\u00a034, 131\u2013143 (2000)","journal-title":"Neurocomputing"},{"key":"20_CR14","series-title":"IFIP","doi-asserted-by":"publisher","first-page":"267","DOI":"10.1007\/978-1-4419-0221-4_32","volume-title":"Artificial Intelligence Applications and Innovations III","author":"A. Zapranis","year":"2009","unstructured":"Zapranis, A., Alexandridis, A.: Model Identification in Wavelet Neural Networks Framework. In: Iliadis, L., Vlahavas, I., Bramer, M. (eds.) Artificial Intelligence Applications and Innovations III. IFIP, vol.\u00a0296, pp. 267\u2013277. Springer, New York (2009)"},{"key":"20_CR15","unstructured":"Cao, M., Wei, J.: Pricing the weather. In: Risk Weather Risk Special Report, Energy And Power Risk Management, pp. 67\u201370 (2000)"},{"key":"20_CR16","first-page":"1","volume":"1","author":"M. Davis","year":"2001","unstructured":"Davis, M.: Pricing weather derivatives by marginal value. Quantitative Finance\u00a01, 1\u20134 (2001)","journal-title":"Quantitative Finance"},{"key":"20_CR17","unstructured":"Dornier, F., Queruel, M.: Caution to the wind. Weather risk special report. In: Energy Power Risk Management, pp. 30\u201332 (2000)"},{"key":"20_CR18","unstructured":"Moreno, M.: Riding the temp. Weather Derivatives. FOW Special Support (2000)"},{"key":"20_CR19","doi-asserted-by":"publisher","first-page":"127","DOI":"10.3354\/cr021127","volume":"21","author":"R. Caballero","year":"2002","unstructured":"Caballero, R., Jewson, S., Brix, A.: Long Memory in Surface Air Temperature: Detection Modelling and Application to Weather Derivative Valuation. Climate Research\u00a021, 127\u2013140 (2002)","journal-title":"Climate Research"},{"key":"20_CR20","doi-asserted-by":"publisher","first-page":"189","DOI":"10.1088\/1469-7688\/2\/3\/302","volume":"2","author":"C.D. Brody","year":"2002","unstructured":"Brody, C.D., Syroka, J., Zervos, M.: Dynamical Pricing of Weather Derivatives. Quantitave Finance\u00a02, 189\u2013198 (2002)","journal-title":"Quantitave Finance"},{"key":"20_CR21","doi-asserted-by":"publisher","first-page":"53","DOI":"10.1080\/1350486042000271638","volume":"12","author":"F.E. Benth","year":"2005","unstructured":"Benth, F.E., Saltyte-Benth, J.: Stochastic Modelling of Temperature Variations With a View Towards Weather Derivatives. Applied Mathematical Finance\u00a012, 53\u201385 (2005)","journal-title":"Applied Mathematical Finance"},{"key":"20_CR22","doi-asserted-by":"publisher","first-page":"173","DOI":"10.1016\/S0925-2312(98)00010-1","volume":"20","author":"Y. Oussar","year":"1998","unstructured":"Oussar, Y., Rivals, I., Presonnaz, L., Dreyfus, G.: Trainning Wavelet Networks for Nonlinear Dynamic Input Output Modelling. Neurocomputing\u00a020, 173\u2013188 (1998)","journal-title":"Neurocomputing"},{"key":"20_CR23","doi-asserted-by":"publisher","first-page":"227","DOI":"10.1109\/72.557660","volume":"8","author":"Q. Zhang","year":"1997","unstructured":"Zhang, Q.: Using Wavelet Network in Nonparametric Estimation. IEEE Trans. Neural Networks\u00a08, 227\u2013236 (1997)","journal-title":"IEEE Trans. Neural Networks"},{"key":"20_CR24","doi-asserted-by":"publisher","first-page":"434","DOI":"10.1007\/s00521-006-0069-3","volume":"16","author":"S. Postalcioglu","year":"2007","unstructured":"Postalcioglu, S., Becerikli, Y.: Wavelet Networks for Nonlinear System Modelling. Neural Computing & Applications\u00a016, 434\u2013441 (2007)","journal-title":"Neural Computing & Applications"},{"key":"20_CR25","doi-asserted-by":"publisher","first-page":"681","DOI":"10.1016\/S0925-2312(01)00638-5","volume":"48","author":"J. Xu","year":"2002","unstructured":"Xu, J., Ho, D.W.C.: A Basis Selection Algorithm for Wavelet Neural Networks. Neurocomputing\u00a048, 681\u2013689 (2002)","journal-title":"Neurocomputing"},{"key":"20_CR26","doi-asserted-by":"publisher","first-page":"149","DOI":"10.1023\/A:1012205313137","volume":"31","author":"R. Gao","year":"2001","unstructured":"Gao, R., Tsoukalas, H.I.: Neural-wavelet Methodology for Load Forecasting. Journal of Intelligent & Robotic Systems\u00a031, 149\u2013157 (2001)","journal-title":"Journal of Intelligent & Robotic Systems"},{"key":"20_CR27","series-title":"Lecture Notes in Computer Science","doi-asserted-by":"publisher","first-page":"730","DOI":"10.1007\/11539087_97","volume-title":"Advances in Natural Computation","author":"J. Xu","year":"2005","unstructured":"Xu, J., Ho, D.W.C.: A constructive algorithm for wavelet neural networks. In: Wang, L., Chen, K., S. Ong, Y. (eds.) ICNC 2005. LNCS, vol.\u00a03610, pp. 730\u2013739. Springer, Heidelberg (2005)"},{"key":"20_CR28","doi-asserted-by":"crossref","first-page":"746","DOI":"10.1111\/j.1467-9469.2007.00564.x","volume":"34","author":"F.E. Benth","year":"2007","unstructured":"Benth, F.E., Saltyte-Benth, J., Koekebakker, S.: Putting a price on temperature. Scandinavian Journal of Statistics\u00a034, 746\u2013767 (2007)","journal-title":"Scandinavian Journal of Statistics"}],"container-title":["Communications in Computer and Information Science","Engineering Applications of Neural Networks"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-642-03969-0_20","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,3,15]],"date-time":"2024-03-15T22:41:18Z","timestamp":1710542478000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-642-03969-0_20"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2009]]},"ISBN":["9783642039683","9783642039690"],"references-count":28,"URL":"https:\/\/doi.org\/10.1007\/978-3-642-03969-0_20","relation":{},"ISSN":["1865-0929","1865-0937"],"issn-type":[{"type":"print","value":"1865-0929"},{"type":"electronic","value":"1865-0937"}],"subject":[],"published":{"date-parts":[[2009]]}}}