{"id":"https://openalex.org/W4306179786","doi":"https://doi.org/10.1007/s10015-022-00810-6","title":"Analytical and simulational approaches to the relation between the stock market liquidity and the traders\u2019 utility","display_name":"Analytical and simulational approaches to the relation between the stock market liquidity and the traders\u2019 utility","publication_year":2022,"publication_date":"2022-10-14","ids":{"openalex":"https://openalex.org/W4306179786","doi":"https://doi.org/10.1007/s10015-022-00810-6"},"language":"en","primary_location":{"id":"doi:10.1007/s10015-022-00810-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10015-022-00810-6","pdf_url":null,"source":{"id":"https://openalex.org/S104439334","display_name":"Artificial Life and Robotics","issn_l":"1433-5298","issn":["1433-5298","1614-7456"],"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Artificial Life and Robotics","raw_type":"journal-article"},"type":"article","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/A5044191120","display_name":"Shota Nagumo","orcid":null},"institutions":[{"id":"https://openalex.org/I74801974","display_name":"The University of Tokyo","ror":"https://ror.org/057zh3y96","country_code":"JP","type":"education","lineage":["https://openalex.org/I74801974"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Shota Nagumo","raw_affiliation_strings":["Department of Systems Innovation, School of Engineering, The University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo, 113-8656, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Systems Innovation, School of Engineering, The University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo, 113-8656, Japan","institution_ids":["https://openalex.org/I74801974"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5014608557","display_name":"Shingo Ichiki","orcid":null},"institutions":[{"id":"https://openalex.org/I74801974","display_name":"The University of Tokyo","ror":"https://ror.org/057zh3y96","country_code":"JP","type":"education","lineage":["https://openalex.org/I74801974"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Shingo Ichiki","raw_affiliation_strings":["Research Center for Advanced Science and Technology, The University of Tokyo, 4-6-1, Komaba, Meguro-ku, Tokyo, 153-8904, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Research Center for Advanced Science and Technology, The University of Tokyo, 4-6-1, Komaba, Meguro-ku, Tokyo, 153-8904, Japan","institution_ids":["https://openalex.org/I74801974"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5023330443","display_name":"Takashi Shimada","orcid":"https://orcid.org/0000-0001-6647-5541"},"institutions":[{"id":"https://openalex.org/I74801974","display_name":"The University of Tokyo","ror":"https://ror.org/057zh3y96","country_code":"JP","type":"education","lineage":["https://openalex.org/I74801974"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Takashi Shimada","raw_affiliation_strings":["Department of Systems Innovation, School of Engineering, The University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo, 113-8656, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Systems Innovation, School of Engineering, The University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo, 113-8656, Japan","institution_ids":["https://openalex.org/I74801974"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5044191120"],"corresponding_institution_ids":["https://openalex.org/I74801974"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":0.2136,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.68484965,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":95},"biblio":{"volume":"27","issue":"4","first_page":"691","last_page":"697"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9995999932289124,"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"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9995999932289124,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9973000288009644,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9968000054359436,"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/market-liquidity","display_name":"Market liquidity","score":0.8233344554901123},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5989516973495483},{"id":"https://openalex.org/keywords/limit","display_name":"Limit (mathematics)","score":0.5590358972549438},{"id":"https://openalex.org/keywords/simple","display_name":"Simple (philosophy)","score":0.5525599718093872},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.5112038254737854},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5068705677986145},{"id":"https://openalex.org/keywords/balance","display_name":"Balance (ability)","score":0.5060932040214539},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5051000714302063},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.500786542892456},{"id":"https://openalex.org/keywords/market-maker","display_name":"Market maker","score":0.426252543926239},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.3951594829559326},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.37477952241897583},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.21638211607933044},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.10693877935409546}],"concepts":[{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.8233344554901123},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5989516973495483},{"id":"https://openalex.org/C151201525","wikidata":"https://www.wikidata.org/wiki/Q177239","display_name":"Limit (mathematics)","level":2,"score":0.5590358972549438},{"id":"https://openalex.org/C2780586882","wikidata":"https://www.wikidata.org/wiki/Q7520643","display_name":"Simple (philosophy)","level":2,"score":0.5525599718093872},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.5112038254737854},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5068705677986145},{"id":"https://openalex.org/C168031717","wikidata":"https://www.wikidata.org/wiki/Q1530280","display_name":"Balance (ability)","level":2,"score":0.5060932040214539},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5051000714302063},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.500786542892456},{"id":"https://openalex.org/C18991353","wikidata":"https://www.wikidata.org/wiki/Q1137319","display_name":"Market maker","level":4,"score":0.426252543926239},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3951594829559326},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.37477952241897583},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.21638211607933044},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.10693877935409546},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C99508421","wikidata":"https://www.wikidata.org/wiki/Q2678675","display_name":"Physical medicine and rehabilitation","level":1,"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/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"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/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s10015-022-00810-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10015-022-00810-6","pdf_url":null,"source":{"id":"https://openalex.org/S104439334","display_name":"Artificial Life and Robotics","issn_l":"1433-5298","issn":["1433-5298","1614-7456"],"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Artificial Life and Robotics","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":4,"referenced_works":["https://openalex.org/W2015007620","https://openalex.org/W2050031929","https://openalex.org/W2057116804","https://openalex.org/W2156379174"],"related_works":["https://openalex.org/W3124226175","https://openalex.org/W3142652191","https://openalex.org/W1489704870","https://openalex.org/W2370524896","https://openalex.org/W3122471185","https://openalex.org/W2952181335","https://openalex.org/W3122686116","https://openalex.org/W2030106979","https://openalex.org/W4288789579","https://openalex.org/W2596470298"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}