{"entities":{"Q5147625":{"pageid":7177196,"ns":120,"title":"Item:Q5147625","lastrevid":91451357,"modified":"2026-06-04T23:12:09Z","type":"item","id":"Q5147625","labels":{"en":{"language":"en","value":"Forecasting portfolio-value-at-risk with mixed factorial hidden Markov models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7302570"}},"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":"Q5147625$087B6AFE-08F7-4757-B159-038B738B0A12","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"c1290b1ee49ec5fcf654104896f1822668c10daf","datavalue":{"value":{"text":"Forecasting portfolio-Value-at-Risk with mixed factorial hidden Markov models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5147625$4EBAFCBF-CAFD-40CE-AE03-FFA9319CA87F","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"2cd8e0b1f44907b2e19c6eb5521652465ddb3fc5","datavalue":{"value":"1458.91198","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5147625$2D4CE923-247B-484C-AA48-DDB34A88BA8B","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":"Q5147625$6B1C44C0-57A0-4E9D-A716-F0DB1AC44ABF","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"16db392739645eae5da3f63d4e85c8dfbcc0da24","datavalue":{"value":{"time":"+2021-01-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5147625$B7807B96-CE68-448E-834B-B2685886FF52","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5147625$68338B89-B1C2-4B45-932B-13FEDA8DF621","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5147625$08E391BA-4428-464F-A3CA-C2329295B481","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"f9b00ec62991b2de8243710cef284a69001b6fb2","datavalue":{"value":"7302570","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5147625$6E2BD330-D304-45C3-96B2-38A6DD775958","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"11d8e44c929dc4a644fcc9781ad631606fcf8fae","datavalue":{"value":"mixed latent factor models","type":"string"},"datatype":"string"},"type":"statement","id":"Q5147625$E49DE5B1-8D89-474E-896B-5C3FA7E2D6ED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"348250bd9773b47fa840e9b258ec675e08df7dac","datavalue":{"value":"hidden Markov models","type":"string"},"datatype":"string"},"type":"statement","id":"Q5147625$16B3E978-155A-4B2A-AA66-E1764E8311D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c4998b230caa673bc3eb5b46779c000c62167c75","datavalue":{"value":"unobserved heterogeneity","type":"string"},"datatype":"string"},"type":"statement","id":"Q5147625$ABD926BC-76D7-4518-A4EB-31113BE0D615","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e6bd8768bef4e832f96736fc80a17ca4c6f61f40","datavalue":{"value":"EM algorithm","type":"string"},"datatype":"string"},"type":"statement","id":"Q5147625$E8A1ADD0-5836-41B5-BDB9-48703AD4CD0C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9effbd77275abc34efef0c019cc670fa9c4fd521","datavalue":{"value":"value-at-risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q5147625$9CC72620-CA90-4BAA-A88D-38F4A9CCE970","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":"Q5147625$409D59EB-FF4F-4517-B248-DDF7D22EF104","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"12351202d5a71d531f1cb9983b4074eaab7aa9b9","datavalue":{"value":"https://doi.org/10.17535/crorr.2019.0021","type":"string"},"datatype":"url"},"type":"statement","id":"Q5147625$701B00B6-EC1C-4A34-A39B-C8ACE32449EB","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"34801966aa44c8b69c3362f33c90ad915cc996b2","datavalue":{"value":"W2996686612","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5147625$AC60336E-7A0B-4573-8F59-DF8905761C3A","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"f07818b634e459fdfbede08defa40c8e8ef26894","datavalue":{"value":{"entity-type":"item","numeric-id":4139463,"id":"Q4139463"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5147625$1C1DA119-A575-4FC2-9EF5-3E20883219C3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"57f1fb40dc9833d3d966de9d88c2272a1b0f3f8a","datavalue":{"value":{"entity-type":"item","numeric-id":475247,"id":"Q475247"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5147625$6213327C-85BD-43BF-8CEF-121E0B64E91B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5b51667f98098c91eb4003a01962dfae1ca1bd79","datavalue":{"value":{"entity-type":"item","numeric-id":3511009,"id":"Q3511009"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5147625$C564F2AF-E437-4334-B1FD-9BA7FE8DA402","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4f3225900a12237403330920ed28fe6846f74735","datavalue":{"value":{"entity-type":"item","numeric-id":3607871,"id":"Q3607871"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5147625$5059BE7D-52D9-4302-A5D4-7C1D9E34159A","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"d16b7c85e4e96016dbe3c2302e305e77cf0fbb6f","datavalue":{"value":"10.17535/CRORR.2019.0021","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5147625$9821DFC7-3D9D-46C0-B414-2E5414CA1560","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"f49f09ce0382e1e457f80bfa79d7f883a7ab23d0","datavalue":{"value":{"entity-type":"item","numeric-id":5106103,"id":"Q5106103"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5147625$C915E12D-22EB-4628-94DF-0FB32D5E5DC5","rank":"normal"}],"P1643":[{"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":"bd288bb3139fdd1fcbc429100d7fe72d202e063d","datavalue":{"value":{"amount":"+0.7731870412826538","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5147625$240E8E98-A770-4192-B47B-1319C4CF33BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9e8aa34e8870dea019d3542e6e468710d74b5b9e","datavalue":{"value":{"entity-type":"item","numeric-id":2431710,"id":"Q2431710"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7842695e9fd1317d53c90423e424e9bcee4e9655","datavalue":{"value":{"amount":"+0.7684229612350464","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5147625$58AEE12D-BC55-4313-9A4E-6DB70BC3FEC4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"55ed45f6be3185c44fa49d032b308b10d9df4bdd","datavalue":{"value":{"entity-type":"item","numeric-id":3607871,"id":"Q3607871"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6b7ef95a5158ba5a2f008f3ff4f8ef0382d5304d","datavalue":{"value":{"amount":"+0.7626326084136963","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5147625$174B8E31-C700-4243-88D3-2F1277FEABCE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"eb6c12cddff22c2a79856a8f31d25e6fb5bd63bc","datavalue":{"value":{"entity-type":"item","numeric-id":3453247,"id":"Q3453247"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7f871a88b87f22143514473e8fa67c2c843f1d85","datavalue":{"value":{"amount":"+0.7593458890914917","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5147625$2F42FBEA-4A3A-4EF6-9767-F7FADDE9993F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cd12bd7bc1e924658421fdab0e03d82ffef559f1","datavalue":{"value":{"entity-type":"item","numeric-id":3557589,"id":"Q3557589"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c963ce02b3b1c9247ea5f2e548c6699296e39b7e","datavalue":{"value":{"amount":"+0.7553157806396484","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5147625$E55EEB1F-481A-4AC7-96B8-65E26C9FEF6B","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"bee1ddd2bb542a0e64ca96574e4fab1bba361385","datavalue":{"value":{"entity-type":"item","numeric-id":57074,"id":"Q57074"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5147625$89DA2035-BE5F-4BD7-8379-6892D49D9CB3","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Forecasting portfolio-value-at-risk with mixed factorial hidden Markov models","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Forecasting_portfolio-value-at-risk_with_mixed_factorial_hidden_Markov_models"}}}}}