{"id":"https://openalex.org/W4389746574","doi":"https://doi.org/10.1007/978-3-031-48731-6_6","title":"An Automated Market Maker Minimizing Loss-Versus-Rebalancing","display_name":"An Automated Market Maker Minimizing Loss-Versus-Rebalancing","publication_year":2023,"publication_date":"2023-01-01","ids":{"openalex":"https://openalex.org/W4389746574","doi":"https://doi.org/10.1007/978-3-031-48731-6_6"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-031-48731-6_6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-031-48731-6_6","pdf_url":null,"source":{"id":"https://openalex.org/S4210196675","display_name":"Lecture notes in operations research","issn_l":"2731-040X","issn":["2731-040X","2731-0418"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Operations Research","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/A5053986386","display_name":"Conor McMenamin","orcid":"https://orcid.org/0000-0002-5280-3273"},"institutions":[{"id":"https://openalex.org/I170486558","display_name":"Pompeu Fabra University","ror":"https://ror.org/04n0g0b29","country_code":"ES","type":"education","lineage":["https://openalex.org/I170486558"]}],"countries":["ES"],"is_corresponding":true,"raw_author_name":"Conor McMenamin","raw_affiliation_strings":["Department of Information and Communication Technologies, Universitat Pompeu Fabra, Barcelona, Spain"],"affiliations":[{"raw_affiliation_string":"Department of Information and Communication Technologies, Universitat Pompeu Fabra, Barcelona, Spain","institution_ids":["https://openalex.org/I170486558"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5045619039","display_name":"Vanesa Daza","orcid":"https://orcid.org/0000-0003-0583-7929"},"institutions":[{"id":"https://openalex.org/I170486558","display_name":"Pompeu Fabra University","ror":"https://ror.org/04n0g0b29","country_code":"ES","type":"education","lineage":["https://openalex.org/I170486558"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Vanesa Daza","raw_affiliation_strings":["CYBERCAT - Center for Cybersecurity Research of Catalonia, Tarragona, Spain","Department of Information and Communication Technologies, Universitat Pompeu Fabra, Barcelona, Spain"],"affiliations":[{"raw_affiliation_string":"CYBERCAT - Center for Cybersecurity Research of Catalonia, Tarragona, Spain","institution_ids":[]},{"raw_affiliation_string":"Department of Information and Communication Technologies, Universitat Pompeu Fabra, Barcelona, Spain","institution_ids":["https://openalex.org/I170486558"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5040317830","display_name":"Bruno Mazorra","orcid":"https://orcid.org/0000-0003-0779-0765"},"institutions":[{"id":"https://openalex.org/I170486558","display_name":"Pompeu Fabra University","ror":"https://ror.org/04n0g0b29","country_code":"ES","type":"education","lineage":["https://openalex.org/I170486558"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Bruno Mazorra","raw_affiliation_strings":["Department of Information and Communication Technologies, Universitat Pompeu Fabra, Barcelona, Spain"],"affiliations":[{"raw_affiliation_string":"Department of Information and Communication Technologies, Universitat Pompeu Fabra, Barcelona, Spain","institution_ids":["https://openalex.org/I170486558"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5053986386"],"corresponding_institution_ids":["https://openalex.org/I170486558"],"apc_list":null,"apc_paid":null,"fwci":1.5081,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.85924637,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":95},"biblio":{"volume":null,"issue":null,"first_page":"95","last_page":"114"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10270","display_name":"Blockchain Technology Applications and Security","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10270","display_name":"Blockchain Technology Applications and Security","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11995","display_name":"FinTech, Crowdfunding, Digital Finance","score":0.986299991607666,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11437","display_name":"Digital Platforms and Economics","score":0.9729999899864197,"subfield":{"id":"https://openalex.org/subfields/1408","display_name":"Strategy and Management"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/market-liquidity","display_name":"Market liquidity","score":0.7299901247024536},{"id":"https://openalex.org/keywords/arbitrage","display_name":"Arbitrage","score":0.6361948251724243},{"id":"https://openalex.org/keywords/common-value-auction","display_name":"Common value auction","score":0.5961002111434937},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.564305305480957},{"id":"https://openalex.org/keywords/incentive","display_name":"Incentive","score":0.543941080570221},{"id":"https://openalex.org/keywords/diamond","display_name":"Diamond","score":0.4356733560562134},{"id":"https://openalex.org/keywords/industrial-organization","display_name":"Industrial organization","score":0.4267016053199768},{"id":"https://openalex.org/keywords/block","display_name":"Block (permutation group theory)","score":0.4215260148048401},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.3870202302932739},{"id":"https://openalex.org/keywords/commerce","display_name":"Commerce","score":0.34014564752578735},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.28097808361053467},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2383359670639038},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.23438647389411926},{"id":"https://openalex.org/keywords/chemistry","display_name":"Chemistry","score":0.0790586769580841}],"concepts":[{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.7299901247024536},{"id":"https://openalex.org/C160623529","wikidata":"https://www.wikidata.org/wiki/Q273088","display_name":"Arbitrage","level":2,"score":0.6361948251724243},{"id":"https://openalex.org/C163239763","wikidata":"https://www.wikidata.org/wiki/Q5153637","display_name":"Common value auction","level":2,"score":0.5961002111434937},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.564305305480957},{"id":"https://openalex.org/C29122968","wikidata":"https://www.wikidata.org/wiki/Q1414816","display_name":"Incentive","level":2,"score":0.543941080570221},{"id":"https://openalex.org/C2776921476","wikidata":"https://www.wikidata.org/wiki/Q5283","display_name":"Diamond","level":2,"score":0.4356733560562134},{"id":"https://openalex.org/C40700","wikidata":"https://www.wikidata.org/wiki/Q1411783","display_name":"Industrial organization","level":1,"score":0.4267016053199768},{"id":"https://openalex.org/C2777210771","wikidata":"https://www.wikidata.org/wiki/Q4927124","display_name":"Block (permutation group theory)","level":2,"score":0.4215260148048401},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3870202302932739},{"id":"https://openalex.org/C54750564","wikidata":"https://www.wikidata.org/wiki/Q26643","display_name":"Commerce","level":1,"score":0.34014564752578735},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.28097808361053467},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2383359670639038},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.23438647389411926},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0790586769580841},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.0},{"id":"https://openalex.org/C178790620","wikidata":"https://www.wikidata.org/wiki/Q11351","display_name":"Organic chemistry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-031-48731-6_6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-031-48731-6_6","pdf_url":null,"source":{"id":"https://openalex.org/S4210196675","display_name":"Lecture notes in operations research","issn_l":"2731-040X","issn":["2731-040X","2731-0418"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Operations Research","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.5600000023841858,"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":8,"referenced_works":["https://openalex.org/W3146812519","https://openalex.org/W3172043120","https://openalex.org/W3175236651","https://openalex.org/W3175824420","https://openalex.org/W4308219222","https://openalex.org/W4308219256","https://openalex.org/W4387242804","https://openalex.org/W6815292364"],"related_works":["https://openalex.org/W3125419042","https://openalex.org/W1565528629","https://openalex.org/W2383733224","https://openalex.org/W203077648","https://openalex.org/W995038129","https://openalex.org/W4388211099","https://openalex.org/W2061850064","https://openalex.org/W2073096583","https://openalex.org/W1569465204","https://openalex.org/W2014943095"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
