{"id":"https://openalex.org/W2553778011","doi":"https://doi.org/10.1007/978-3-642-03821-1_7","title":"Impact of Misalignment of Trading Agent Strategy across Multiple Markets","display_name":"Impact of Misalignment of Trading Agent Strategy across Multiple Markets","publication_year":2009,"publication_date":"2009-01-01","ids":{"openalex":"https://openalex.org/W2553778011","doi":"https://doi.org/10.1007/978-3-642-03821-1_7","mag":"2553778011"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-03821-1_7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-03821-1_7","pdf_url":null,"source":{"id":"https://openalex.org/S4393917809","display_name":"Lecture notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering","issn_l":"1867-8211","issn":["1867-8211","1867-822X"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering","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/A5032899508","display_name":"Jung-woo Sohn","orcid":null},"institutions":[{"id":"https://openalex.org/I130769515","display_name":"Pennsylvania State University","ror":"https://ror.org/04p491231","country_code":"US","type":"education","lineage":["https://openalex.org/I130769515"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Jung-woo Sohn","raw_affiliation_strings":["College of Information Sciences and Technology, The Pennsylvania State University, University Park, PA 16802-6823, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Information Sciences and Technology, The Pennsylvania State University, University Park, PA 16802-6823, USA","institution_ids":["https://openalex.org/I130769515"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100626494","display_name":"Sooyeon Lee","orcid":"https://orcid.org/0000-0002-4971-2004"},"institutions":[{"id":"https://openalex.org/I130769515","display_name":"Pennsylvania State University","ror":"https://ror.org/04p491231","country_code":"US","type":"education","lineage":["https://openalex.org/I130769515"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Sooyeon Lee","raw_affiliation_strings":["College of Information Sciences and Technology, The Pennsylvania State University, University Park, PA 16802-6823, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Information Sciences and Technology, The Pennsylvania State University, University Park, PA 16802-6823, USA","institution_ids":["https://openalex.org/I130769515"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5112631132","display_name":"Tracy Mullen","orcid":null},"institutions":[{"id":"https://openalex.org/I130769515","display_name":"Pennsylvania State University","ror":"https://ror.org/04p491231","country_code":"US","type":"education","lineage":["https://openalex.org/I130769515"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Tracy Mullen","raw_affiliation_strings":["College of Information Sciences and Technology, The Pennsylvania State University, University Park, PA 16802-6823, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Information Sciences and Technology, The Pennsylvania State University, University Park, PA 16802-6823, USA","institution_ids":["https://openalex.org/I130769515"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I130769515"],"apc_list":null,"apc_paid":null,"fwci":1.4748,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.84214963,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"40","last_page":"54"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11182","display_name":"Auction Theory and Applications","score":0.9983999729156494,"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/T11182","display_name":"Auction Theory and Applications","score":0.9983999729156494,"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":0.9983999729156494,"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":0.9966999888420105,"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/trading-strategy","display_name":"Trading strategy","score":0.6699995994567871},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.6454418897628784},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.6035535335540771},{"id":"https://openalex.org/keywords/parameterized-complexity","display_name":"Parameterized complexity","score":0.5931562185287476},{"id":"https://openalex.org/keywords/alternative-trading-system","display_name":"Alternative trading system","score":0.5674809217453003},{"id":"https://openalex.org/keywords/simple","display_name":"Simple (philosophy)","score":0.5001180171966553},{"id":"https://openalex.org/keywords/high-frequency-trading","display_name":"High-frequency trading","score":0.4969678223133087},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.49008429050445557},{"id":"https://openalex.org/keywords/market-microstructure","display_name":"Market microstructure","score":0.4890638291835785},{"id":"https://openalex.org/keywords/industrial-organization","display_name":"Industrial organization","score":0.4330254793167114},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.3953448235988617},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3928958475589752},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3223069906234741},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.21875962615013123},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.15845012664794922},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.11831989884376526}],"concepts":[{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.6699995994567871},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.6454418897628784},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.6035535335540771},{"id":"https://openalex.org/C165464430","wikidata":"https://www.wikidata.org/wiki/Q1570441","display_name":"Parameterized complexity","level":2,"score":0.5931562185287476},{"id":"https://openalex.org/C172428447","wikidata":"https://www.wikidata.org/wiki/Q438711","display_name":"Alternative trading system","level":3,"score":0.5674809217453003},{"id":"https://openalex.org/C2780586882","wikidata":"https://www.wikidata.org/wiki/Q7520643","display_name":"Simple (philosophy)","level":2,"score":0.5001180171966553},{"id":"https://openalex.org/C24683644","wikidata":"https://www.wikidata.org/wiki/Q138372","display_name":"High-frequency trading","level":3,"score":0.4969678223133087},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.49008429050445557},{"id":"https://openalex.org/C51926234","wikidata":"https://www.wikidata.org/wiki/Q3312426","display_name":"Market microstructure","level":3,"score":0.4890638291835785},{"id":"https://openalex.org/C40700","wikidata":"https://www.wikidata.org/wiki/Q1411783","display_name":"Industrial organization","level":1,"score":0.4330254793167114},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.3953448235988617},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3928958475589752},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3223069906234741},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.21875962615013123},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.15845012664794922},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.11831989884376526},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-03821-1_7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-03821-1_7","pdf_url":null,"source":{"id":"https://openalex.org/S4393917809","display_name":"Lecture notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering","issn_l":"1867-8211","issn":["1867-8211","1867-822X"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.46000000834465027,"display_name":"Reduced inequalities","id":"https://metadata.un.org/sdg/10"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":11,"referenced_works":["https://openalex.org/W2001769174","https://openalex.org/W2018567859","https://openalex.org/W2042218816","https://openalex.org/W2100761249","https://openalex.org/W2114519105","https://openalex.org/W2125907855","https://openalex.org/W2143365324","https://openalex.org/W2153900362","https://openalex.org/W2163569945","https://openalex.org/W4243959159","https://openalex.org/W4246756863"],"related_works":["https://openalex.org/W4226227859","https://openalex.org/W2461261851","https://openalex.org/W2392556764","https://openalex.org/W2947561447","https://openalex.org/W1577227664","https://openalex.org/W2149348000","https://openalex.org/W2785550510","https://openalex.org/W3122084361","https://openalex.org/W1552949382","https://openalex.org/W2747966161"],"abstract_inverted_index":null,"counts_by_year":[{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}
