{"id":"https://openalex.org/W1577807681","doi":"https://doi.org/10.1007/978-3-642-16493-4_26","title":"Algorithmic Trading Strategy Optimization Based on Mutual Information Entropy Based Clustering","display_name":"Algorithmic Trading Strategy Optimization Based on Mutual Information Entropy Based Clustering","publication_year":2010,"publication_date":"2010-01-01","ids":{"openalex":"https://openalex.org/W1577807681","doi":"https://doi.org/10.1007/978-3-642-16493-4_26","mag":"1577807681"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-16493-4_26","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-16493-4_26","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/A5100431236","display_name":"Feng Wang","orcid":"https://orcid.org/0000-0002-3549-4819"},"institutions":[{"id":"https://openalex.org/I168719708","display_name":"City University of Hong Kong","ror":"https://ror.org/03q8dnn23","country_code":"HK","type":"education","lineage":["https://openalex.org/I168719708"]},{"id":"https://openalex.org/I37461747","display_name":"Wuhan University","ror":"https://ror.org/033vjfk17","country_code":"CN","type":"education","lineage":["https://openalex.org/I37461747"]}],"countries":["CN","HK"],"is_corresponding":true,"raw_author_name":"Feng Wang","raw_affiliation_strings":["Department of Computer Science, City University of Hong Kong, Kowloon, Hong Kong","State Key Lab. of Software Engineering, Wuhan University, Wuhan, 430072, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science, City University of Hong Kong, Kowloon, Hong Kong","institution_ids":["https://openalex.org/I168719708"]},{"raw_affiliation_string":"State Key Lab. of Software Engineering, Wuhan University, Wuhan, 430072, China","institution_ids":["https://openalex.org/I37461747"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5003047280","display_name":"Keren Dong","orcid":null},"institutions":[{"id":"https://openalex.org/I168719708","display_name":"City University of Hong Kong","ror":"https://ror.org/03q8dnn23","country_code":"HK","type":"education","lineage":["https://openalex.org/I168719708"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"Keren Dong","raw_affiliation_strings":["Department of Computer Science, City University of Hong Kong, Kowloon, Hong Kong"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science, City University of Hong Kong, Kowloon, Hong Kong","institution_ids":["https://openalex.org/I168719708"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100638710","display_name":"Xiaotie Deng","orcid":"https://orcid.org/0000-0002-5282-6467"},"institutions":[{"id":"https://openalex.org/I168719708","display_name":"City University of Hong Kong","ror":"https://ror.org/03q8dnn23","country_code":"HK","type":"education","lineage":["https://openalex.org/I168719708"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"Xiaotie Deng","raw_affiliation_strings":["Department of Computer Science, City University of Hong Kong, Kowloon, Hong Kong"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science, City University of Hong Kong, Kowloon, Hong Kong","institution_ids":["https://openalex.org/I168719708"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5100431236"],"corresponding_institution_ids":["https://openalex.org/I168719708","https://openalex.org/I37461747"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":1.0138,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.73679902,"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":"252","last_page":"260"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9886000156402588,"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":0.9886000156402588,"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":0.9624999761581421,"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/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.9556000232696533,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.8057790994644165},{"id":"https://openalex.org/keywords/mutual-information","display_name":"Mutual information","score":0.6624659895896912},{"id":"https://openalex.org/keywords/cluster-analysis","display_name":"Cluster analysis","score":0.6523277163505554},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.5986362099647522},{"id":"https://openalex.org/keywords/entropy","display_name":"Entropy (arrow of time)","score":0.5280742645263672},{"id":"https://openalex.org/keywords/database-transaction","display_name":"Database transaction","score":0.4516828954219818},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.4024856984615326},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.35941046476364136},{"id":"https://openalex.org/keywords/operations-research","display_name":"Operations research","score":0.33493369817733765},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3093174695968628},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.10815858840942383},{"id":"https://openalex.org/keywords/database","display_name":"Database","score":0.10007995367050171}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8057790994644165},{"id":"https://openalex.org/C152139883","wikidata":"https://www.wikidata.org/wiki/Q252973","display_name":"Mutual information","level":2,"score":0.6624659895896912},{"id":"https://openalex.org/C73555534","wikidata":"https://www.wikidata.org/wiki/Q622825","display_name":"Cluster analysis","level":2,"score":0.6523277163505554},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.5986362099647522},{"id":"https://openalex.org/C106301342","wikidata":"https://www.wikidata.org/wiki/Q4117933","display_name":"Entropy (arrow of time)","level":2,"score":0.5280742645263672},{"id":"https://openalex.org/C75949130","wikidata":"https://www.wikidata.org/wiki/Q848010","display_name":"Database transaction","level":2,"score":0.4516828954219818},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.4024856984615326},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.35941046476364136},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.33493369817733765},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3093174695968628},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.10815858840942383},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.10007995367050171},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"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/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-16493-4_26","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-16493-4_26","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":12,"referenced_works":["https://openalex.org/W1499049447","https://openalex.org/W1529665736","https://openalex.org/W1604816415","https://openalex.org/W1640100566","https://openalex.org/W2006332374","https://openalex.org/W2099111195","https://openalex.org/W2124192284","https://openalex.org/W2129432447","https://openalex.org/W2148440006","https://openalex.org/W2160519132","https://openalex.org/W2229660155","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W2036846997","https://openalex.org/W2112223184","https://openalex.org/W2347586617","https://openalex.org/W2161963661","https://openalex.org/W2125614474","https://openalex.org/W2115702840","https://openalex.org/W2295845123","https://openalex.org/W2358054814","https://openalex.org/W2090882960","https://openalex.org/W2115754283"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-08-04T08:18:43.703281","created_date":"2025-10-10T00:00:00"}
