{"id":"https://openalex.org/W7168081745","doi":"https://doi.org/10.1007/978-3-032-22221-3_35","title":"Sensitivity Analysis of\u00a0Volume Spread Analysis-Based Trading Algorithms Using Monte Carlo Simulation","display_name":"Sensitivity Analysis of\u00a0Volume Spread Analysis-Based Trading Algorithms Using Monte Carlo Simulation","publication_year":2026,"publication_date":"2026-01-01","ids":{"openalex":"https://openalex.org/W7168081745","doi":"https://doi.org/10.1007/978-3-032-22221-3_35"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-032-22221-3_35","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-032-22221-3_35","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"conference-paper","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/A5002460091","display_name":"Petar Zhivkov","orcid":"https://orcid.org/0000-0001-5687-5277"},"institutions":[{"id":"https://openalex.org/I24768866","display_name":"Bulgarian Academy of Sciences","ror":"https://ror.org/01x8hew03","country_code":"BG","type":"government","lineage":["https://openalex.org/I24768866"]},{"id":"https://openalex.org/I4210163063","display_name":"Institute of Information and Communication Technologies","ror":"https://ror.org/05fpsjc82","country_code":"BG","type":"facility","lineage":["https://openalex.org/I24768866","https://openalex.org/I4210163063"]}],"countries":["BG"],"is_corresponding":true,"raw_author_name":"Petar Zhivkov","raw_affiliation_strings":["Centre of Excellence in Informatics and Information and Communication Technologies, Acad. G. Bonchev Street Bl. 25A, 1113, Sofia, Bulgaria","Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, Acad. Georgi Bonchev Street, Block 25A, 1113, Sofia, Bulgaria"],"raw_orcid":"https://orcid.org/0000-0001-5687-5277","affiliations":[{"raw_affiliation_string":"Centre of Excellence in Informatics and Information and Communication Technologies, Acad. G. Bonchev Street Bl. 25A, 1113, Sofia, Bulgaria","institution_ids":["https://openalex.org/I4210163063"]},{"raw_affiliation_string":"Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, Acad. Georgi Bonchev Street, Block 25A, 1113, Sofia, Bulgaria","institution_ids":["https://openalex.org/I24768866","https://openalex.org/I4210163063"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5078762918","display_name":"Venelin Todorov","orcid":"https://orcid.org/0000-0001-7134-5901"},"institutions":[{"id":"https://openalex.org/I24768866","display_name":"Bulgarian Academy of Sciences","ror":"https://ror.org/01x8hew03","country_code":"BG","type":"government","lineage":["https://openalex.org/I24768866"]},{"id":"https://openalex.org/I4210163063","display_name":"Institute of Information and Communication Technologies","ror":"https://ror.org/05fpsjc82","country_code":"BG","type":"facility","lineage":["https://openalex.org/I24768866","https://openalex.org/I4210163063"]}],"countries":["BG"],"is_corresponding":false,"raw_author_name":"Venelin Todorov","raw_affiliation_strings":["Centre of Excellence in Informatics and Information and Communication Technologies, Acad. G. Bonchev Street Bl. 25A, 1113, Sofia, Bulgaria","Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, Acad. Georgi Bonchev Street, Block 25A, 1113, Sofia, Bulgaria"],"raw_orcid":"https://orcid.org/0000-0001-7134-5901","affiliations":[{"raw_affiliation_string":"Centre of Excellence in Informatics and Information and Communication Technologies, Acad. G. Bonchev Street Bl. 25A, 1113, Sofia, Bulgaria","institution_ids":["https://openalex.org/I4210163063"]},{"raw_affiliation_string":"Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, Acad. Georgi Bonchev Street, Block 25A, 1113, Sofia, Bulgaria","institution_ids":["https://openalex.org/I24768866","https://openalex.org/I4210163063"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5002460091"],"corresponding_institution_ids":["https://openalex.org/I24768866","https://openalex.org/I4210163063"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"313","last_page":"321"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.05530000105500221,"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"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.05530000105500221,"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"}},{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.03840000182390213,"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/T12176","display_name":"Optimization and Packing Problems","score":0.035100001841783524,"subfield":{"id":"https://openalex.org/subfields/2209","display_name":"Industrial and Manufacturing Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.6647999882698059},{"id":"https://openalex.org/keywords/sensitivity","display_name":"Sensitivity (control systems)","score":0.6412000060081482},{"id":"https://openalex.org/keywords/volume","display_name":"Volume (thermodynamics)","score":0.5364000201225281},{"id":"https://openalex.org/keywords/monte-carlo-algorithm","display_name":"Monte Carlo algorithm","score":0.3370000123977661},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.25780001282691956}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7566999793052673},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.7114999890327454},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.6647999882698059},{"id":"https://openalex.org/C21200559","wikidata":"https://www.wikidata.org/wiki/Q7451068","display_name":"Sensitivity (control systems)","level":2,"score":0.6412000060081482},{"id":"https://openalex.org/C20556612","wikidata":"https://www.wikidata.org/wiki/Q4469374","display_name":"Volume (thermodynamics)","level":2,"score":0.5364000201225281},{"id":"https://openalex.org/C15482360","wikidata":"https://www.wikidata.org/wiki/Q15238499","display_name":"Monte Carlo algorithm","level":3,"score":0.3370000123977661},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.27570000290870667},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.25780001282691956},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.2395000010728836},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.22619999945163727}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-032-22221-3_35","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-032-22221-3_35","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":5,"referenced_works":["https://openalex.org/W2015616421","https://openalex.org/W2026645785","https://openalex.org/W2029767409","https://openalex.org/W2151868609","https://openalex.org/W3003257820"],"related_works":[],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-07-22T07:51:19.307946","created_date":"2026-07-13T00:00:00"}
