{"id":"https://openalex.org/W2296034812","doi":"https://doi.org/10.1007/978-3-319-27926-8_3","title":"Step Down and Step Up Statistical Procedures for Stock Selection with Sharp Ratio","display_name":"Step Down and Step Up Statistical Procedures for Stock Selection with Sharp Ratio","publication_year":2015,"publication_date":"2015-01-01","ids":{"openalex":"https://openalex.org/W2296034812","doi":"https://doi.org/10.1007/978-3-319-27926-8_3","mag":"2296034812"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-27926-8_3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-27926-8_3","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":"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/A5043897158","display_name":"A. P. Koldanov","orcid":"https://orcid.org/0000-0002-4207-6877"},"institutions":[{"id":"https://openalex.org/I118501908","display_name":"National Research University Higher School of Economics","ror":"https://ror.org/055f7t516","country_code":"RU","type":"education","lineage":["https://openalex.org/I118501908"]}],"countries":["RU"],"is_corresponding":true,"raw_author_name":"A. P. Koldanov","raw_affiliation_strings":["Laboratory of Algorithms and Technologies for Network Analysis, National Research University Higher School of Economics, Rodionova 136, Nizhny Novgorod, 603155, Russia","Laboratory of Algorithms and Technologies for Network Analysis, National Research University Higher School of Economics, Nizhny Novgorod, Russia"],"affiliations":[{"raw_affiliation_string":"Laboratory of Algorithms and Technologies for Network Analysis, National Research University Higher School of Economics, Rodionova 136, Nizhny Novgorod, 603155, Russia","institution_ids":["https://openalex.org/I118501908"]},{"raw_affiliation_string":"Laboratory of Algorithms and Technologies for Network Analysis, National Research University Higher School of Economics, Nizhny Novgorod, Russia","institution_ids":["https://openalex.org/I118501908"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5032903292","display_name":"Valery A. Kalyagin","orcid":"https://orcid.org/0000-0003-2620-7862"},"institutions":[{"id":"https://openalex.org/I118501908","display_name":"National Research University Higher School of Economics","ror":"https://ror.org/055f7t516","country_code":"RU","type":"education","lineage":["https://openalex.org/I118501908"]}],"countries":["RU"],"is_corresponding":false,"raw_author_name":"V. A. Kalyagin","raw_affiliation_strings":["Laboratory of Algorithms and Technologies for Network Analysis, National Research University Higher School of Economics, Rodionova 136, Nizhny Novgorod, 603155, Russia","Laboratory of Algorithms and Technologies for Network Analysis, National Research University Higher School of Economics, Nizhny Novgorod, Russia"],"affiliations":[{"raw_affiliation_string":"Laboratory of Algorithms and Technologies for Network Analysis, National Research University Higher School of Economics, Rodionova 136, Nizhny Novgorod, 603155, Russia","institution_ids":["https://openalex.org/I118501908"]},{"raw_affiliation_string":"Laboratory of Algorithms and Technologies for Network Analysis, National Research University Higher School of Economics, Nizhny Novgorod, Russia","institution_ids":["https://openalex.org/I118501908"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5063808461","display_name":"P\u00e3nos M. Pardalos","orcid":"https://orcid.org/0000-0003-2824-101X"},"institutions":[{"id":"https://openalex.org/I118501908","display_name":"National Research University Higher School of Economics","ror":"https://ror.org/055f7t516","country_code":"RU","type":"education","lineage":["https://openalex.org/I118501908"]},{"id":"https://openalex.org/I33213144","display_name":"University of Florida","ror":"https://ror.org/02y3ad647","country_code":"US","type":"education","lineage":["https://openalex.org/I33213144"]}],"countries":["RU","US"],"is_corresponding":false,"raw_author_name":"P. M. Pardalos","raw_affiliation_strings":["Laboratory of Algorithms and Technologies for Network Analysis, National Research University Higher School of Economics, Rodionova 136, Nizhny Novgorod, 603155, Russia","University of Florida, Gainsville, Florida, USA","Laboratory of Algorithms and Technologies for Network Analysis, National Research University Higher School of Economics, Nizhny Novgorod, Russia"],"affiliations":[{"raw_affiliation_string":"Laboratory of Algorithms and Technologies for Network Analysis, National Research University Higher School of Economics, Rodionova 136, Nizhny Novgorod, 603155, Russia","institution_ids":["https://openalex.org/I118501908"]},{"raw_affiliation_string":"University of Florida, Gainsville, Florida, USA","institution_ids":["https://openalex.org/I33213144"]},{"raw_affiliation_string":"Laboratory of Algorithms and Technologies for Network Analysis, National Research University Higher School of Economics, Nizhny Novgorod, Russia","institution_ids":["https://openalex.org/I118501908"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5043897158"],"corresponding_institution_ids":["https://openalex.org/I118501908"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":2.0947,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.8912265,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"26","last_page":"36"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11235","display_name":"Statistical Methods in Clinical Trials","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11235","display_name":"Statistical Methods in Clinical Trials","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.9962999820709229,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"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/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9918000102043152,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.575467586517334},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.5745428204536438},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5651330351829529},{"id":"https://openalex.org/keywords/statistical-hypothesis-testing","display_name":"Statistical hypothesis testing","score":0.5090331435203552},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4241366386413574},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3671388626098633},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.35588157176971436},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.35486242175102234},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.18588396906852722},{"id":"https://openalex.org/keywords/materials-science","display_name":"Materials science","score":0.08302381634712219}],"concepts":[{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.575467586517334},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5745428204536438},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5651330351829529},{"id":"https://openalex.org/C87007009","wikidata":"https://www.wikidata.org/wiki/Q210832","display_name":"Statistical hypothesis testing","level":2,"score":0.5090331435203552},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4241366386413574},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3671388626098633},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.35588157176971436},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.35486242175102234},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.18588396906852722},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.08302381634712219},{"id":"https://openalex.org/C191897082","wikidata":"https://www.wikidata.org/wiki/Q11467","display_name":"Metallurgy","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-319-27926-8_3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-27926-8_3","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":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W112208192","https://openalex.org/W196594335","https://openalex.org/W1963521434","https://openalex.org/W1985139170","https://openalex.org/W1997917263","https://openalex.org/W2020976132","https://openalex.org/W2032628040","https://openalex.org/W2045638068","https://openalex.org/W2072886633","https://openalex.org/W2080925589","https://openalex.org/W2115012618","https://openalex.org/W2121044470","https://openalex.org/W4234330104"],"related_works":["https://openalex.org/W4205762803","https://openalex.org/W2535856026","https://openalex.org/W2265065644","https://openalex.org/W1922851888","https://openalex.org/W2134699697","https://openalex.org/W3017188156","https://openalex.org/W2322875716","https://openalex.org/W2468698815","https://openalex.org/W2383516975","https://openalex.org/W2374878784"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}