Factor analysis of financial time series using EEMD-ICA based approach Article Swipe

View

Lu Xian , Kaijian He , Alex C. Wang , Kin Keung Lai ·

YOU? · · 2019 · Open Access · · DOI: https://doi.org/10.1016/j.sftr.2019.100003

Related Topics

Independent Component Analysis

Computer Science

Time Series

Artificial Intelligence

Concepts

Independent component analysis Hilbert–Huang transform Computer science Series (stratigraphy) Time series Component (thermodynamics) Artificial intelligence Finance Pattern recognition (psychology) Machine learning Economics Filter (signal processing) Biology Computer vision Thermodynamics Physics Paleontology

Metadata

Type: article
Language: en
Landing Page: https://doi.org/10.1016/j.sftr.2019.100003
OA Status: gold
Cited By: 21
References: 45
Related Works: 10
OpenAlex ID: https://openalex.org/W2995189841

All OpenAlex metadata

Raw OpenAlex JSON

OpenAlex ID: https://openalex.org/W2995189841

Canonical identifier for this work in OpenAlex
DOI: https://doi.org/10.1016/j.sftr.2019.100003

Digital Object Identifier
Title: Factor analysis of financial time series using EEMD-ICA based approach

Work title
Type: article

OpenAlex work type
Language: en

Primary language
Publication year: 2019

Year of publication
Publication date: 2019-12-12

Full publication date if available
Authors: Lu Xian, Kaijian He, Alex C. Wang, Kin Keung Lai

List of authors in order
Landing page: https://doi.org/10.1016/j.sftr.2019.100003

Publisher landing page
Open access: Yes

Whether a free full text is available
OA status: gold

Open access status per OpenAlex
OA URL: https://doi.org/10.1016/j.sftr.2019.100003

Direct OA link when available
Concepts: Independent component analysis, Hilbert–Huang transform, Computer science, Series (stratigraphy), Time series, Component (thermodynamics), Artificial intelligence, Finance, Pattern recognition (psychology), Machine learning, Economics, Filter (signal processing), Biology, Computer vision, Thermodynamics, Physics, Paleontology

Top concepts (fields/topics) attached by OpenAlex
Cited by: 21

Total citation count in OpenAlex
Citations by year (recent): 2025: 4, 2024: 3, 2023: 1, 2022: 6, 2021: 2

Per-year citation counts (last 5 years)
References (count): 45

Number of works referenced by this work
Related works (count): 10

Other works algorithmically related by OpenAlex

Full payload

id	https://openalex.org/W2995189841
doi	https://doi.org/10.1016/j.sftr.2019.100003
ids.doi	https://doi.org/10.1016/j.sftr.2019.100003
ids.mag	2995189841
ids.openalex	https://openalex.org/W2995189841
fwci	2.13434119
type	article
title	Factor analysis of financial time series using EEMD-ICA based approach
biblio.issue
biblio.volume	2
biblio.last_page	100003
biblio.first_page	100003
topics[0].id	https://openalex.org/T11447
topics[0].field.id	https://openalex.org/fields/17
topics[0].field.display_name	Computer Science
topics[0].score	0.9833999872207642
topics[0].domain.id	https://openalex.org/domains/3
topics[0].domain.display_name	Physical Sciences
topics[0].subfield.id	https://openalex.org/subfields/1711
topics[0].subfield.display_name	Signal Processing
topics[0].display_name	Blind Source Separation Techniques
topics[1].id	https://openalex.org/T11326
topics[1].field.id	https://openalex.org/fields/18
topics[1].field.display_name	Decision Sciences
topics[1].score	0.9763000011444092
topics[1].domain.id	https://openalex.org/domains/2
topics[1].domain.display_name	Social Sciences
topics[1].subfield.id	https://openalex.org/subfields/1803
topics[1].subfield.display_name	Management Science and Operations Research
topics[1].display_name	Stock Market Forecasting Methods
topics[2].id	https://openalex.org/T14319
topics[2].field.id	https://openalex.org/fields/17
topics[2].field.display_name	Computer Science
topics[2].score	0.9610999822616577
topics[2].domain.id	https://openalex.org/domains/3
topics[2].domain.display_name	Physical Sciences
topics[2].subfield.id	https://openalex.org/subfields/1707
topics[2].subfield.display_name	Computer Vision and Pattern Recognition
topics[2].display_name	Currency Recognition and Detection
is_xpac	False
apc_list.value	1400
apc_list.currency	USD
apc_list.value_usd	1400
apc_paid.value	1400
apc_paid.currency	USD
apc_paid.value_usd	1400
concepts[0].id	https://openalex.org/C51432778
concepts[0].level	2
concepts[0].score	0.8591940402984619
concepts[0].wikidata	https://www.wikidata.org/wiki/Q1259145
concepts[0].display_name	Independent component analysis
concepts[1].id	https://openalex.org/C25570617
concepts[1].level	3
concepts[1].score	0.8086918592453003
concepts[1].wikidata	https://www.wikidata.org/wiki/Q1006462
concepts[1].display_name	Hilbert–Huang transform
concepts[2].id	https://openalex.org/C41008148
concepts[2].level	0
concepts[2].score	0.6755614280700684
concepts[2].wikidata	https://www.wikidata.org/wiki/Q21198
concepts[2].display_name	Computer science
concepts[3].id	https://openalex.org/C143724316
concepts[3].level	2
concepts[3].score	0.6155210137367249
concepts[3].wikidata	https://www.wikidata.org/wiki/Q312468
concepts[3].display_name	Series (stratigraphy)
concepts[4].id	https://openalex.org/C151406439
concepts[4].level	2
concepts[4].score	0.5264797210693359
concepts[4].wikidata	https://www.wikidata.org/wiki/Q186588
concepts[4].display_name	Time series
concepts[5].id	https://openalex.org/C168167062
concepts[5].level	2
concepts[5].score	0.5065287351608276
concepts[5].wikidata	https://www.wikidata.org/wiki/Q1117970
concepts[5].display_name	Component (thermodynamics)
concepts[6].id	https://openalex.org/C154945302
concepts[6].level	1
concepts[6].score	0.4606836140155792
concepts[6].wikidata	https://www.wikidata.org/wiki/Q11660
concepts[6].display_name	Artificial intelligence
concepts[7].id	https://openalex.org/C10138342
concepts[7].level	1
concepts[7].score	0.41264641284942627
concepts[7].wikidata	https://www.wikidata.org/wiki/Q43015
concepts[7].display_name	Finance
concepts[8].id	https://openalex.org/C153180895
concepts[8].level	2
concepts[8].score	0.37331026792526245
concepts[8].wikidata	https://www.wikidata.org/wiki/Q7148389
concepts[8].display_name	Pattern recognition (psychology)
concepts[9].id	https://openalex.org/C119857082
concepts[9].level	1
concepts[9].score	0.3416348695755005
concepts[9].wikidata	https://www.wikidata.org/wiki/Q2539
concepts[9].display_name	Machine learning
concepts[10].id	https://openalex.org/C162324750
concepts[10].level	0
concepts[10].score	0.07951012253761292
concepts[10].wikidata	https://www.wikidata.org/wiki/Q8134
concepts[10].display_name	Economics
concepts[11].id	https://openalex.org/C106131492
concepts[11].level	2
concepts[11].score	0.0
concepts[11].wikidata	https://www.wikidata.org/wiki/Q3072260
concepts[11].display_name	Filter (signal processing)
concepts[12].id	https://openalex.org/C86803240
concepts[12].level	0
concepts[12].score	0.0
concepts[12].wikidata	https://www.wikidata.org/wiki/Q420
concepts[12].display_name	Biology
concepts[13].id	https://openalex.org/C31972630
concepts[13].level	1
concepts[13].score	0.0
concepts[13].wikidata	https://www.wikidata.org/wiki/Q844240
concepts[13].display_name	Computer vision
concepts[14].id	https://openalex.org/C97355855
concepts[14].level	1
concepts[14].score	0.0
concepts[14].wikidata	https://www.wikidata.org/wiki/Q11473
concepts[14].display_name	Thermodynamics
concepts[15].id	https://openalex.org/C121332964
concepts[15].level	0
concepts[15].score	0.0
concepts[15].wikidata	https://www.wikidata.org/wiki/Q413
concepts[15].display_name	Physics
concepts[16].id	https://openalex.org/C151730666
concepts[16].level	1
concepts[16].score	0.0
concepts[16].wikidata	https://www.wikidata.org/wiki/Q7205
concepts[16].display_name	Paleontology
keywords[0].id	https://openalex.org/keywords/independent-component-analysis
keywords[0].score	0.8591940402984619
keywords[0].display_name	Independent component analysis
keywords[1].id	https://openalex.org/keywords/hilbert–huang-transform
keywords[1].score	0.8086918592453003
keywords[1].display_name	Hilbert–Huang transform
keywords[2].id	https://openalex.org/keywords/computer-science
keywords[2].score	0.6755614280700684
keywords[2].display_name	Computer science
keywords[3].id	https://openalex.org/keywords/series
keywords[3].score	0.6155210137367249
keywords[3].display_name	Series (stratigraphy)
keywords[4].id	https://openalex.org/keywords/time-series
keywords[4].score	0.5264797210693359
keywords[4].display_name	Time series
keywords[5].id	https://openalex.org/keywords/component
keywords[5].score	0.5065287351608276
keywords[5].display_name	Component (thermodynamics)
keywords[6].id	https://openalex.org/keywords/artificial-intelligence
keywords[6].score	0.4606836140155792
keywords[6].display_name	Artificial intelligence
keywords[7].id	https://openalex.org/keywords/finance
keywords[7].score	0.41264641284942627
keywords[7].display_name	Finance
keywords[8].id	https://openalex.org/keywords/pattern-recognition
keywords[8].score	0.37331026792526245
keywords[8].display_name	Pattern recognition (psychology)
keywords[9].id	https://openalex.org/keywords/machine-learning
keywords[9].score	0.3416348695755005
keywords[9].display_name	Machine learning
keywords[10].id	https://openalex.org/keywords/economics
keywords[10].score	0.07951012253761292
keywords[10].display_name	Economics
language	en
locations[0].id	doi:10.1016/j.sftr.2019.100003
locations[0].is_oa	True
locations[0].source.id	https://openalex.org/S4210222494
locations[0].source.issn	2666-1888
locations[0].source.type	journal
locations[0].source.is_oa	True
locations[0].source.issn_l	2666-1888
locations[0].source.is_core	True
locations[0].source.is_in_doaj	True
locations[0].source.display_name	Sustainable Futures
locations[0].source.host_organization	https://openalex.org/P4310320990
locations[0].source.host_organization_name	Elsevier BV
locations[0].source.host_organization_lineage	https://openalex.org/P4310320990
locations[0].source.host_organization_lineage_names	Elsevier BV
locations[0].license	cc-by-nc-nd
locations[0].pdf_url
locations[0].version	publishedVersion
locations[0].raw_type	journal-article
locations[0].license_id	https://openalex.org/licenses/cc-by-nc-nd
locations[0].is_accepted	True
locations[0].is_published	True
locations[0].raw_source_name	Sustainable Futures
locations[0].landing_page_url	https://doi.org/10.1016/j.sftr.2019.100003
locations[1].id	pmh:oai:doaj.org/article:20026975f870446b953fa9968248131a
locations[1].is_oa	True
locations[1].source.id	https://openalex.org/S4306401280
locations[1].source.issn
locations[1].source.type	repository
locations[1].source.is_oa	False
locations[1].source.issn_l
locations[1].source.is_core	False
locations[1].source.is_in_doaj	False
locations[1].source.display_name	DOAJ (DOAJ: Directory of Open Access Journals)
locations[1].source.host_organization
locations[1].source.host_organization_name
locations[1].license	cc-by-sa
locations[1].pdf_url
locations[1].version	submittedVersion
locations[1].raw_type	article
locations[1].license_id	https://openalex.org/licenses/cc-by-sa
locations[1].is_accepted	False
locations[1].is_published	False
locations[1].raw_source_name	Sustainable Futures, Vol 2, Iss , Pp 100003- (2020)
locations[1].landing_page_url	https://doaj.org/article/20026975f870446b953fa9968248131a
indexed_in	crossref, doaj
authorships[0].author.id	https://openalex.org/A5101593880
authorships[0].author.orcid	https://orcid.org/0000-0002-2038-9741
authorships[0].author.display_name	Lu Xian
authorships[0].countries	CN
authorships[0].affiliations[0].institution_ids	https://openalex.org/I88830068
authorships[0].affiliations[0].raw_affiliation_string	International Business School, Shaanxi Normal University, Xi'an 710119, China
authorships[0].institutions[0].id	https://openalex.org/I88830068
authorships[0].institutions[0].ror	https://ror.org/0170z8493
authorships[0].institutions[0].type	education
authorships[0].institutions[0].lineage	https://openalex.org/I88830068
authorships[0].institutions[0].country_code	CN
authorships[0].institutions[0].display_name	Shaanxi Normal University
authorships[0].author_position	first
authorships[0].raw_author_name	Lu Xian
authorships[0].is_corresponding	False
authorships[0].raw_affiliation_strings	International Business School, Shaanxi Normal University, Xi'an 710119, China
authorships[1].author.id	https://openalex.org/A5028351142
authorships[1].author.orcid	https://orcid.org/0000-0001-8097-4435
authorships[1].author.display_name	Kaijian He
authorships[1].countries	CN
authorships[1].affiliations[0].institution_ids	https://openalex.org/I121296143
authorships[1].affiliations[0].raw_affiliation_string	School of Business, Hunan University of Science and Technology, Xiangtan 411201,China
authorships[1].institutions[0].id	https://openalex.org/I121296143
authorships[1].institutions[0].ror	https://ror.org/02m9vrb24
authorships[1].institutions[0].type	education
authorships[1].institutions[0].lineage	https://openalex.org/I121296143
authorships[1].institutions[0].country_code	CN
authorships[1].institutions[0].display_name	Hunan University of Science and Technology
authorships[1].author_position	middle
authorships[1].raw_author_name	Kaijian He
authorships[1].is_corresponding	False
authorships[1].raw_affiliation_strings	School of Business, Hunan University of Science and Technology, Xiangtan 411201,China
authorships[2].author.id	https://openalex.org/A5080553360
authorships[2].author.orcid	https://orcid.org/0000-0002-6918-8609
authorships[2].author.display_name	Alex C. Wang
authorships[2].countries	HK
authorships[2].affiliations[0].institution_ids	https://openalex.org/I168719708
authorships[2].affiliations[0].raw_affiliation_string	Department of Management Sciences, City University of Hong Kong, Hong Kong
authorships[2].institutions[0].id	https://openalex.org/I168719708
authorships[2].institutions[0].ror	https://ror.org/03q8dnn23
authorships[2].institutions[0].type	education
authorships[2].institutions[0].lineage	https://openalex.org/I168719708
authorships[2].institutions[0].country_code	HK
authorships[2].institutions[0].display_name	City University of Hong Kong
authorships[2].author_position	middle
authorships[2].raw_author_name	Chao Wang
authorships[2].is_corresponding	False
authorships[2].raw_affiliation_strings	Department of Management Sciences, City University of Hong Kong, Hong Kong
authorships[3].author.id	https://openalex.org/A5101921474
authorships[3].author.orcid	https://orcid.org/0000-0003-0014-2095
authorships[3].author.display_name	Kin Keung Lai
authorships[3].countries	CN, HK
authorships[3].affiliations[0].institution_ids	https://openalex.org/I889458895
authorships[3].affiliations[0].raw_affiliation_string	Department of Industrial and Manufacturing System Engineering, Hong Kong University, Hong Kong
authorships[3].affiliations[1].institution_ids	https://openalex.org/I88830068
authorships[3].affiliations[1].raw_affiliation_string	International Business School, Shaanxi Normal University, Xi'an 710119, China
authorships[3].institutions[0].id	https://openalex.org/I88830068
authorships[3].institutions[0].ror	https://ror.org/0170z8493
authorships[3].institutions[0].type	education
authorships[3].institutions[0].lineage	https://openalex.org/I88830068
authorships[3].institutions[0].country_code	CN
authorships[3].institutions[0].display_name	Shaanxi Normal University
authorships[3].institutions[1].id	https://openalex.org/I889458895
authorships[3].institutions[1].ror	https://ror.org/02zhqgq86
authorships[3].institutions[1].type	education
authorships[3].institutions[1].lineage	https://openalex.org/I889458895
authorships[3].institutions[1].country_code	HK
authorships[3].institutions[1].display_name	University of Hong Kong
authorships[3].author_position	last
authorships[3].raw_author_name	Kin Keung Lai
authorships[3].is_corresponding	True
authorships[3].raw_affiliation_strings	Department of Industrial and Manufacturing System Engineering, Hong Kong University, Hong Kong, International Business School, Shaanxi Normal University, Xi'an 710119, China
has_content.pdf	False
has_content.grobid_xml	False
is_paratext	False
open_access.is_oa	True
open_access.oa_url	https://doi.org/10.1016/j.sftr.2019.100003
open_access.oa_status	gold
open_access.any_repository_has_fulltext	False
created_date	2025-10-10T00:00:00
display_name	Factor analysis of financial time series using EEMD-ICA based approach
has_fulltext	False
is_retracted	False
updated_date	2025-11-06T03:46:38.306776
primary_topic.id	https://openalex.org/T11447
primary_topic.field.id	https://openalex.org/fields/17
primary_topic.field.display_name	Computer Science
primary_topic.score	0.9833999872207642
primary_topic.domain.id	https://openalex.org/domains/3
primary_topic.domain.display_name	Physical Sciences
primary_topic.subfield.id	https://openalex.org/subfields/1711
primary_topic.subfield.display_name	Signal Processing
primary_topic.display_name	Blind Source Separation Techniques
related_works	https://openalex.org/W3014107421, https://openalex.org/W2363056446, https://openalex.org/W2081563414, https://openalex.org/W2359718298, https://openalex.org/W2377062149, https://openalex.org/W1915398038, https://openalex.org/W2119012848, https://openalex.org/W2622688551, https://openalex.org/W1550175370, https://openalex.org/W1990205660
cited_by_count	21
counts_by_year[0].year	2025
counts_by_year[0].cited_by_count	4
counts_by_year[1].year	2024
counts_by_year[1].cited_by_count	3
counts_by_year[2].year	2023
counts_by_year[2].cited_by_count	1
counts_by_year[3].year	2022
counts_by_year[3].cited_by_count	6
counts_by_year[4].year	2021
counts_by_year[4].cited_by_count	2
counts_by_year[5].year	2020
counts_by_year[5].cited_by_count	5
locations_count	2
best_oa_location.id	doi:10.1016/j.sftr.2019.100003
best_oa_location.is_oa	True
best_oa_location.source.id	https://openalex.org/S4210222494
best_oa_location.source.issn	2666-1888
best_oa_location.source.type	journal
best_oa_location.source.is_oa	True
best_oa_location.source.issn_l	2666-1888
best_oa_location.source.is_core	True
best_oa_location.source.is_in_doaj	True
best_oa_location.source.display_name	Sustainable Futures
best_oa_location.source.host_organization	https://openalex.org/P4310320990
best_oa_location.source.host_organization_name	Elsevier BV
best_oa_location.source.host_organization_lineage	https://openalex.org/P4310320990
best_oa_location.source.host_organization_lineage_names	Elsevier BV
best_oa_location.license	cc-by-nc-nd
best_oa_location.pdf_url
best_oa_location.version	publishedVersion
best_oa_location.raw_type	journal-article
best_oa_location.license_id	https://openalex.org/licenses/cc-by-nc-nd
best_oa_location.is_accepted	True
best_oa_location.is_published	True
best_oa_location.raw_source_name	Sustainable Futures
best_oa_location.landing_page_url	https://doi.org/10.1016/j.sftr.2019.100003
primary_location.id	doi:10.1016/j.sftr.2019.100003
primary_location.is_oa	True
primary_location.source.id	https://openalex.org/S4210222494
primary_location.source.issn	2666-1888
primary_location.source.type	journal
primary_location.source.is_oa	True
primary_location.source.issn_l	2666-1888
primary_location.source.is_core	True
primary_location.source.is_in_doaj	True
primary_location.source.display_name	Sustainable Futures
primary_location.source.host_organization	https://openalex.org/P4310320990
primary_location.source.host_organization_name	Elsevier BV
primary_location.source.host_organization_lineage	https://openalex.org/P4310320990
primary_location.source.host_organization_lineage_names	Elsevier BV
primary_location.license	cc-by-nc-nd
primary_location.pdf_url
primary_location.version	publishedVersion
primary_location.raw_type	journal-article
primary_location.license_id	https://openalex.org/licenses/cc-by-nc-nd
primary_location.is_accepted	True
primary_location.is_published	True
primary_location.raw_source_name	Sustainable Futures
primary_location.landing_page_url	https://doi.org/10.1016/j.sftr.2019.100003
publication_date	2019-12-12
publication_year	2019
referenced_works	https://openalex.org/W3121343760, https://openalex.org/W2016150735, https://openalex.org/W2001992115, https://openalex.org/W2020857086, https://openalex.org/W2116871167, https://openalex.org/W2039935421, https://openalex.org/W6648855685, https://openalex.org/W6768352892, https://openalex.org/W1991620995, https://openalex.org/W1986143844, https://openalex.org/W2042230250, https://openalex.org/W2046794274, https://openalex.org/W2157446241, https://openalex.org/W2366789917, https://openalex.org/W2338418935, https://openalex.org/W2052922122, https://openalex.org/W3023275250, https://openalex.org/W2012079387, https://openalex.org/W6605308102, https://openalex.org/W2286508185, https://openalex.org/W6679109501, https://openalex.org/W6605138915, https://openalex.org/W1971967963, https://openalex.org/W2022779313, https://openalex.org/W2140208140, https://openalex.org/W2007221293, https://openalex.org/W1966984868, https://openalex.org/W2012682800, https://openalex.org/W2062999727, https://openalex.org/W1988845048, https://openalex.org/W2028678259, https://openalex.org/W2154576139, https://openalex.org/W2079493819, https://openalex.org/W2092917742, https://openalex.org/W2123649031, https://openalex.org/W2108384452, https://openalex.org/W592406673, https://openalex.org/W1548802052, https://openalex.org/W1994508422, https://openalex.org/W126112123, https://openalex.org/W4211083646, https://openalex.org/W130787939, https://openalex.org/W2130162792, https://openalex.org/W2973193254, https://openalex.org/W3124120664
referenced_works_count	45
abstract_inverted_index
cited_by_percentile_year.max	98
cited_by_percentile_year.min	89
corresponding_author_ids	https://openalex.org/A5101921474
countries_distinct_count	2
institutions_distinct_count	4
corresponding_institution_ids	https://openalex.org/I88830068, https://openalex.org/I889458895
citation_normalized_percentile.value	0.89085129
citation_normalized_percentile.is_in_top_1_percent	False
citation_normalized_percentile.is_in_top_10_percent	False