{"id":"https://openalex.org/W3183467739","doi":"https://doi.org/10.1007/978-3-030-73113-7_14","title":"STBM: Stochastic Trading Behavior Model for Financial Markets","display_name":"STBM: Stochastic Trading Behavior Model for Financial Markets","publication_year":2021,"publication_date":"2021-01-01","ids":{"openalex":"https://openalex.org/W3183467739","doi":"https://doi.org/10.1007/978-3-030-73113-7_14","mag":"3183467739"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-030-73113-7_14","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-73113-7_14","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5357","issn":["2194-5357","2194-5365"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Intelligent Systems and Computing","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5002301422","display_name":"Masanori Hirano","orcid":"https://orcid.org/0000-0001-5883-8250"},"institutions":[{"id":"https://openalex.org/I74801974","display_name":"The University of Tokyo","ror":"https://ror.org/057zh3y96","country_code":"JP","type":"education","lineage":["https://openalex.org/I74801974"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Masanori Hirano","raw_affiliation_strings":["School of Engineering, The University of Tokyo, 7-3-1, Bunkyo-ku, Hongo, Tokyo, 113-8656, Japan"],"affiliations":[{"raw_affiliation_string":"School of Engineering, The University of Tokyo, 7-3-1, Bunkyo-ku, Hongo, Tokyo, 113-8656, Japan","institution_ids":["https://openalex.org/I74801974"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5088242177","display_name":"Hiroyasu Matsushima","orcid":"https://orcid.org/0000-0001-7301-1956"},"institutions":[{"id":"https://openalex.org/I171494771","display_name":"Shiga University","ror":"https://ror.org/01vvhy971","country_code":"JP","type":"education","lineage":["https://openalex.org/I171494771"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Hiroyasu Matsushima","raw_affiliation_strings":["Center for Data Science Education and Research, Shiga University, 1-1-1, Banba, Hikone, Shiga, 522-8522, Japan"],"affiliations":[{"raw_affiliation_string":"Center for Data Science Education and Research, Shiga University, 1-1-1, Banba, Hikone, Shiga, 522-8522, Japan","institution_ids":["https://openalex.org/I171494771"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5044205949","display_name":"Kiyoshi Izumi","orcid":"https://orcid.org/0000-0003-0870-7310"},"institutions":[{"id":"https://openalex.org/I74801974","display_name":"The University of Tokyo","ror":"https://ror.org/057zh3y96","country_code":"JP","type":"education","lineage":["https://openalex.org/I74801974"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Kiyoshi Izumi","raw_affiliation_strings":["School of Engineering, The University of Tokyo, 7-3-1, Bunkyo-ku, Hongo, Tokyo, 113-8656, Japan"],"affiliations":[{"raw_affiliation_string":"School of Engineering, The University of Tokyo, 7-3-1, Bunkyo-ku, Hongo, Tokyo, 113-8656, Japan","institution_ids":["https://openalex.org/I74801974"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5028823648","display_name":"Hiroki Sakaji","orcid":"https://orcid.org/0000-0001-5030-625X"},"institutions":[{"id":"https://openalex.org/I74801974","display_name":"The University of Tokyo","ror":"https://ror.org/057zh3y96","country_code":"JP","type":"education","lineage":["https://openalex.org/I74801974"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Hiroki Sakaji","raw_affiliation_strings":["School of Engineering, The University of Tokyo, 7-3-1, Bunkyo-ku, Hongo, Tokyo, 113-8656, Japan"],"affiliations":[{"raw_affiliation_string":"School of Engineering, The University of Tokyo, 7-3-1, Bunkyo-ku, Hongo, Tokyo, 113-8656, Japan","institution_ids":["https://openalex.org/I74801974"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5002301422"],"corresponding_institution_ids":["https://openalex.org/I74801974"],"apc_list":null,"apc_paid":null,"fwci":0.8055,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.72335863,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":93},"biblio":{"volume":null,"issue":null,"first_page":"157","last_page":"165"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9980000257492065,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.6320027112960815},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.6210539937019348},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5380546450614929},{"id":"https://openalex.org/keywords/cluster","display_name":"Cluster (spacecraft)","score":0.5244398713111877},{"id":"https://openalex.org/keywords/state","display_name":"State (computer science)","score":0.46596410870552063},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4636944532394409},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.45832833647727966},{"id":"https://openalex.org/keywords/high-frequency-trading","display_name":"High-frequency trading","score":0.4199838638305664},{"id":"https://openalex.org/keywords/stochastic-modelling","display_name":"Stochastic modelling","score":0.417472779750824},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3255467414855957},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.3084278106689453},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3024524748325348},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.278469443321228},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2493615746498108},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.12787774205207825}],"concepts":[{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.6320027112960815},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.6210539937019348},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5380546450614929},{"id":"https://openalex.org/C164866538","wikidata":"https://www.wikidata.org/wiki/Q367351","display_name":"Cluster (spacecraft)","level":2,"score":0.5244398713111877},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.46596410870552063},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4636944532394409},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.45832833647727966},{"id":"https://openalex.org/C24683644","wikidata":"https://www.wikidata.org/wiki/Q138372","display_name":"High-frequency trading","level":3,"score":0.4199838638305664},{"id":"https://openalex.org/C127491075","wikidata":"https://www.wikidata.org/wiki/Q7617825","display_name":"Stochastic modelling","level":2,"score":0.417472779750824},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3255467414855957},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.3084278106689453},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3024524748325348},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.278469443321228},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2493615746498108},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.12787774205207825},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-030-73113-7_14","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-73113-7_14","pdf_url":null,"source":{"id":"https://openalex.org/S2764905038","display_name":"Advances in intelligent systems and computing","issn_l":"2194-5357","issn":["2194-5357","2194-5365"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Intelligent Systems and Computing","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W1505330957","https://openalex.org/W1956622797","https://openalex.org/W2012079387","https://openalex.org/W2064675550","https://openalex.org/W2121681609","https://openalex.org/W2162288466","https://openalex.org/W2744043447","https://openalex.org/W2766355270","https://openalex.org/W2957390582","https://openalex.org/W2966276668","https://openalex.org/W3039051093","https://openalex.org/W3121451803"],"related_works":["https://openalex.org/W2911940583","https://openalex.org/W2437716346","https://openalex.org/W3125042803","https://openalex.org/W565869786","https://openalex.org/W2769174143","https://openalex.org/W2759772657","https://openalex.org/W1983063726","https://openalex.org/W3125850860","https://openalex.org/W2781388675","https://openalex.org/W1485287235"],"abstract_inverted_index":null,"counts_by_year":[{"year":2021,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}