{"id":"https://openalex.org/W2017521080","doi":"https://doi.org/10.1007/s12351-012-0124-z","title":"A tangent linear approach in technical trading strategy: the use of convexity path in stock market indices","display_name":"A tangent linear approach in technical trading strategy: the use of convexity path in stock market indices","publication_year":2012,"publication_date":"2012-03-23","ids":{"openalex":"https://openalex.org/W2017521080","doi":"https://doi.org/10.1007/s12351-012-0124-z","mag":"2017521080"},"language":"en","primary_location":{"id":"doi:10.1007/s12351-012-0124-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12351-012-0124-z","pdf_url":null,"source":{"id":"https://openalex.org/S140563256","display_name":"Operational Research","issn_l":"1109-2858","issn":["1109-2858","1866-1505"],"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":"Operational Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1795424","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5006910896","display_name":"Dionisis Philippas","orcid":"https://orcid.org/0000-0001-9604-7425"},"institutions":[{"id":"https://openalex.org/I174878644","display_name":"University of Patras","ror":"https://ror.org/017wvtq80","country_code":"GR","type":"education","lineage":["https://openalex.org/I174878644"]},{"id":"https://openalex.org/I2800387288","display_name":"European Commission","ror":"https://ror.org/00k4n6c32","country_code":"BE","type":"government","lineage":["https://openalex.org/I1320481043","https://openalex.org/I2800387288"]}],"countries":["BE","GR"],"is_corresponding":true,"raw_author_name":"Dionisis Th. Philippas","raw_affiliation_strings":["Department of Business Administration, University of Patras, 265 000, Rio, Greece","University of Patras","Unit of Econometrics and Applied Statistics, Institute for the Protection and Security of the Citizen (IPSC), Joint Research Centre, European Commission"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Business Administration, University of Patras, 265 000, Rio, Greece","institution_ids":["https://openalex.org/I174878644"]},{"raw_affiliation_string":"University of Patras","institution_ids":["https://openalex.org/I174878644"]},{"raw_affiliation_string":"Unit of Econometrics and Applied Statistics, Institute for the Protection and Security of the Citizen (IPSC), Joint Research Centre, European Commission","institution_ids":["https://openalex.org/I2800387288"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5010526989","display_name":"Costas Siriopoulos","orcid":"https://orcid.org/0000-0003-1368-7182"},"institutions":[{"id":"https://openalex.org/I174878644","display_name":"University of Patras","ror":"https://ror.org/017wvtq80","country_code":"GR","type":"education","lineage":["https://openalex.org/I174878644"]},{"id":"https://openalex.org/I91044093","display_name":"Zayed University","ror":"https://ror.org/03snqfa66","country_code":"AE","type":"education","lineage":["https://openalex.org/I91044093"]}],"countries":["AE","GR"],"is_corresponding":false,"raw_author_name":"Costas Siriopoulos","raw_affiliation_strings":["Department of Business Administration, University of Patras, 265 000, Rio, Greece","Zayed University, College of Business; University of Patras - Business Administration"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Business Administration, University of Patras, 265 000, Rio, Greece","institution_ids":["https://openalex.org/I174878644"]},{"raw_affiliation_string":"Zayed University, College of Business; University of Patras - Business Administration","institution_ids":["https://openalex.org/I174878644","https://openalex.org/I91044093"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5006910896"],"corresponding_institution_ids":["https://openalex.org/I174878644","https://openalex.org/I2800387288"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.1392564,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"13","issue":"2","first_page":"303","last_page":"316"},"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":0.9843999743461609,"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":0.9843999743461609,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.9488999843597412,"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/T12659","display_name":"Innovation Diffusion and Forecasting","score":0.9447000026702881,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/convexity","display_name":"Convexity","score":0.7476565837860107},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6581922769546509},{"id":"https://openalex.org/keywords/tangent","display_name":"Tangent","score":0.6257066130638123},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5182140469551086},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5134871602058411},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.49429893493652344},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4573511481285095},{"id":"https://openalex.org/keywords/investment-strategy","display_name":"Investment strategy","score":0.454265296459198},{"id":"https://openalex.org/keywords/path","display_name":"Path (computing)","score":0.4505947530269623},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.439056932926178},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.43106138706207275},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.424574613571167},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.30774635076522827},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2511098384857178},{"id":"https://openalex.org/keywords/market-liquidity","display_name":"Market liquidity","score":0.15307292342185974},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.07938927412033081},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.07881101965904236}],"concepts":[{"id":"https://openalex.org/C72134830","wikidata":"https://www.wikidata.org/wiki/Q5166524","display_name":"Convexity","level":2,"score":0.7476565837860107},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6581922769546509},{"id":"https://openalex.org/C138187205","wikidata":"https://www.wikidata.org/wiki/Q131251","display_name":"Tangent","level":2,"score":0.6257066130638123},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5182140469551086},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5134871602058411},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.49429893493652344},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4573511481285095},{"id":"https://openalex.org/C103144560","wikidata":"https://www.wikidata.org/wiki/Q2670999","display_name":"Investment strategy","level":3,"score":0.454265296459198},{"id":"https://openalex.org/C2777735758","wikidata":"https://www.wikidata.org/wiki/Q817765","display_name":"Path (computing)","level":2,"score":0.4505947530269623},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.439056932926178},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.43106138706207275},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.424574613571167},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.30774635076522827},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2511098384857178},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.15307292342185974},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.07938927412033081},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.07881101965904236},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"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/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","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/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s12351-012-0124-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12351-012-0124-z","pdf_url":null,"source":{"id":"https://openalex.org/S140563256","display_name":"Operational Research","issn_l":"1109-2858","issn":["1109-2858","1866-1505"],"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":"Operational Research","raw_type":"journal-article"},{"id":"mag:2017521080","is_oa":true,"landing_page_url":"https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1795424","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SSRN Electronic Journal","raw_type":null}],"best_oa_location":{"id":"mag:2017521080","is_oa":true,"landing_page_url":"https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1795424","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SSRN Electronic Journal","raw_type":null},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W1966916709","https://openalex.org/W1979575715","https://openalex.org/W1984904239","https://openalex.org/W1987994492","https://openalex.org/W1993130554","https://openalex.org/W1993487378","https://openalex.org/W2007195475","https://openalex.org/W2021358646","https://openalex.org/W2032582031","https://openalex.org/W2036628376","https://openalex.org/W2059746474","https://openalex.org/W2063869674","https://openalex.org/W2086997817","https://openalex.org/W2101544483","https://openalex.org/W2116912141","https://openalex.org/W2122806526","https://openalex.org/W2129040037","https://openalex.org/W2143152597","https://openalex.org/W2149214223","https://openalex.org/W2151108400","https://openalex.org/W2154643473","https://openalex.org/W2158120228","https://openalex.org/W3122057860","https://openalex.org/W3123071367","https://openalex.org/W3123354744","https://openalex.org/W3124760980","https://openalex.org/W3124979809","https://openalex.org/W3125458234","https://openalex.org/W3125488496","https://openalex.org/W4231546411","https://openalex.org/W4246689618"],"related_works":["https://openalex.org/W3123223299","https://openalex.org/W1928718982","https://openalex.org/W3121333936","https://openalex.org/W1491501047","https://openalex.org/W1999596133","https://openalex.org/W2169543372","https://openalex.org/W2019009320","https://openalex.org/W1991355161","https://openalex.org/W1892139626","https://openalex.org/W2996872246","https://openalex.org/W2148476382","https://openalex.org/W2501400388","https://openalex.org/W2393529485","https://openalex.org/W2019404293","https://openalex.org/W2316088361","https://openalex.org/W2088609657","https://openalex.org/W2592953963","https://openalex.org/W2517667400","https://openalex.org/W3128526024","https://openalex.org/W3157812000"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-06-19T15:47:20.252518","created_date":"2025-10-10T00:00:00"}
