{"entities":{"Q3607871":{"pageid":5637777,"ns":120,"title":"Item:Q3607871","lastrevid":49677712,"modified":"2026-01-08T23:41:40Z","type":"item","id":"Q3607871","labels":{"en":{"language":"en","value":"Conditionally heteroscedastic factorial HMMs for time series in finance"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5520397"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3607871$92DC542F-78D9-4EA6-9E68-10F2E313C123","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"ec49448d369491ceff6a8a2d9d3db76d21348085","datavalue":{"value":{"text":"Conditionally heteroscedastic factorial HMMs for time series in finance","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q3607871$58124119-8B6D-4C9E-8F15-9C0FD778243C","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"ca5fd9ae0d64a93ac8f714bd9cc2cd85a6d62cba","datavalue":{"value":"1164.62054","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3607871$3D1837AE-B106-4884-96D3-074A9C2FB725","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"00ba997fbbdd267b9a5b9c77f7ea72b09096e6ba","datavalue":{"value":{"entity-type":"item","numeric-id":636174,"id":"Q636174"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3607871$3746B312-36C8-4729-AF9A-0D02C96F9763","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4ec41478b166d5eb8162e51cc841a645083f84ed","datavalue":{"value":{"entity-type":"item","numeric-id":500644,"id":"Q500644"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3607871$6BF30695-45BF-4C4A-883A-5277AD3B7C17","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"f25b94b50fe7680e791bf89b311bfc2e650c6a4e","datavalue":{"value":{"entity-type":"item","numeric-id":69913,"id":"Q69913"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3607871$9D985156-EE60-4C0B-B155-45B7199F6364","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"34f3336c19b24d140c76eda7f27c00258dde62a4","datavalue":{"value":{"time":"+2009-02-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3607871$68F45CC7-3B70-4A6B-AC5E-CAA05448A628","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3607871$97C918F3-7333-436C-A4C9-D450DB87BE09","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3607871$04419C89-6204-4EB0-BB7C-276036391140","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"dd617f9d0fec58a219ee24586cc73ce6577bed23","datavalue":{"value":"65C60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3607871$F6B00603-2FA2-408E-B427-D21F2B3F4159","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3607871$EF61C245-6269-4E79-8A4B-8DE0387B8ABF","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"ddb080b12e4e6d755d184ad1419cb7d2301aefaf","datavalue":{"value":"5520397","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3607871$CE46F35D-A504-4E7B-8BA6-787BA0CE8D5D","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ac1dcf93655d07e2c2795ed3058c357adc3cb277","datavalue":{"value":"dynamic factor analysis","type":"string"},"datatype":"string"},"type":"statement","id":"Q3607871$FD26EDF2-B185-4E32-8D4F-5221FAF21643","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"84460b1dcc25258389de7f9699964463c76cca56","datavalue":{"value":"GQARCH processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q3607871$34D7C3DB-B5E4-482F-B952-CCB0033A89E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e6bd8768bef4e832f96736fc80a17ca4c6f61f40","datavalue":{"value":"EM algorithm","type":"string"},"datatype":"string"},"type":"statement","id":"Q3607871$D37CEA81-9EC7-46D4-B6BB-316C5AA470A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ae45b3ba30f5346d46092dcc2f6b98cfbdb49ca3","datavalue":{"value":"switching Kalman filter","type":"string"},"datatype":"string"},"type":"statement","id":"Q3607871$94E85486-670A-4AE8-896C-C0E556088C58","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5e355985c2c1653bd1d0f0a391821b5ebb59b379","datavalue":{"value":"GPB approximation","type":"string"},"datatype":"string"},"type":"statement","id":"Q3607871$A1674783-C19F-4430-B6A2-B148936EA693","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"15985d2c69f9d48dbce1e4edb21a0935c22c9140","datavalue":{"value":"finance","type":"string"},"datatype":"string"},"type":"statement","id":"Q3607871$B400CCD7-D1C0-4DF3-A6C1-319E8AD1DE97","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3607871$669A3544-4AC2-4096-A595-B78BE7469C52","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"5e0a0ce5a8f13705aa91a2dcd343290b63a25abb","datavalue":{"value":"https://doi.org/10.1002/asmb.687","type":"string"},"datatype":"url"},"type":"statement","id":"Q3607871$F6AD1861-5A39-4829-8039-4B3C96D54FCC","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"7c6f8d3a290de0a87b81a3d55a52f49e8bd49651","datavalue":{"value":"W4248349515","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3607871$E4ADCE74-72C0-484B-B097-EF9D95BE05FC","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"57b03dc36befaa3484b5e5ee4ddcff4f98a10af9","datavalue":{"value":{"entity-type":"item","numeric-id":4715679,"id":"Q4715679"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3607871$EA5BD429-B6A8-4E73-8388-3C2A8523E590","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"88878cad942a31ebd66ab0899f3bb9138a7b3d8b","datavalue":{"value":{"entity-type":"item","numeric-id":4382293,"id":"Q4382293"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3607871$CB4ED529-AC12-4761-B889-564799D1667A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a1d14795eae4530dc03dd48d3890aab32c0a054","datavalue":{"value":{"entity-type":"item","numeric-id":3730807,"id":"Q3730807"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3607871$12C90364-ACD0-4A80-BE83-09DD74E794D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ade3dd13ac3185600dd34ed1bb436bfbc05798aa","datavalue":{"value":{"entity-type":"item","numeric-id":4226717,"id":"Q4226717"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3607871$7FFDEF44-84A6-42DB-9203-C5DD72CCB8DE","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"43cfcd3422894196906b0d3865763ff67dd96d2a","datavalue":{"value":"10.1002/ASMB.687","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3607871$1337A9BF-F8BA-4A68-B73E-92974BBA493E","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3a96ef3bb2c297d5ce69dd3248ce373dbe890d09","datavalue":{"value":{"entity-type":"item","numeric-id":883724,"id":"Q883724"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fca905a611e266f88d1d2957248eb8ffe8720445","datavalue":{"value":{"amount":"+0.8733171","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3607871$F742B5F1-0B10-439A-9558-6D83C49F0A56","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ce860d237a178be52e4fe0fd40e3c0b3b4a81864","datavalue":{"value":{"entity-type":"item","numeric-id":4683084,"id":"Q4683084"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"254966cb8254d21f9c684d7b28e84cfa34d7ead4","datavalue":{"value":{"amount":"+0.8720722","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3607871$3691CE70-1267-42AE-8967-55FD3303EB88","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c904074cc84f5dd957f93d8c0fb821174878628e","datavalue":{"value":{"entity-type":"item","numeric-id":667485,"id":"Q667485"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"582e3f0f86943f107193fdb717c51a3e32026884","datavalue":{"value":{"amount":"+0.87040126","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3607871$B322322E-A17B-4CE7-9CDF-0623C6A79FC3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7d6155fe198da468f325e45a34ef733a55aabacf","datavalue":{"value":{"entity-type":"item","numeric-id":1037440,"id":"Q1037440"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"57895f2427536ce9028e3605e950731735778e5d","datavalue":{"value":{"amount":"+0.8678797","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3607871$0A08A44B-0941-4206-A0CC-F183E5BFF8FF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"48f356a91ebce84f847449ac6bd7a2d99f4ae014","datavalue":{"value":{"entity-type":"item","numeric-id":3006282,"id":"Q3006282"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b9561788b5b2d2ab429f4a7a17b0a9ee77652e42","datavalue":{"value":{"amount":"+0.8652068","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3607871$F34575DD-E6B3-497E-9403-74C723ACF1F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"381c863756562ee59c35da04015cd6883cf7dea5","datavalue":{"value":{"entity-type":"item","numeric-id":1010564,"id":"Q1010564"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"334bb5665f13e72a96255c71c4a52f805cf0d610","datavalue":{"value":{"amount":"+0.8616744","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3607871$BEEF1FE9-531F-48AE-9E4F-DE8BE37FD572","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a240fb21cd5dfe861926b4e8ed410d081cb25666","datavalue":{"value":{"entity-type":"item","numeric-id":3776446,"id":"Q3776446"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cd338d5ac8e989730f91b466396f1a81f5d279c2","datavalue":{"value":{"amount":"+0.86092424","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3607871$5D17DC74-CDDC-4130-BE3D-FBB2633E6E53","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"612ef8b5a1bc0761e6bf03338146cbe657ddc720","datavalue":{"value":{"entity-type":"item","numeric-id":4687655,"id":"Q4687655"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6a3bdec05648020a9c4a0ac632c2dc5dfa30b4fb","datavalue":{"value":{"amount":"+0.8593567","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3607871$E0553A7E-C7D3-441A-8E66-B3F0FCCF2FEA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d9d644acac7fa1021b7b177f933ce0c44739bd8f","datavalue":{"value":{"entity-type":"item","numeric-id":2740104,"id":"Q2740104"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2ab0d25a06c967125e69340b0e3704fa4647de4b","datavalue":{"value":{"amount":"+0.8584052","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3607871$014E88F4-2E61-425F-AA47-8592C266C83D","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:3607871","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:3607871"}}}}}