{"id":"https://openalex.org/W1986593858","doi":"https://doi.org/10.1016/s0167-9236(02)00146-x","title":"A simulation and test of OptiMark's electronic matching algorithm and its simple variations for institutional block trading","display_name":"A simulation and test of OptiMark's electronic matching algorithm and its simple variations for institutional block trading","publication_year":2002,"publication_date":"2002-10-30","ids":{"openalex":"https://openalex.org/W1986593858","doi":"https://doi.org/10.1016/s0167-9236(02)00146-x","mag":"1986593858"},"language":"en","primary_location":{"id":"doi:10.1016/s0167-9236(02)00146-x","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0167-9236(02)00146-x","pdf_url":null,"source":{"id":"https://openalex.org/S11479521","display_name":"Decision Support Systems","issn_l":"0167-9236","issn":["0167-9236","1873-5797"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Decision Support Systems","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/A5020271743","display_name":"Christian Gerber","orcid":"https://orcid.org/0000-0002-4624-8285"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Christian Gerber","raw_affiliation_strings":["IBM Germany, Erzgie\u00dfereistr. 21, M\u00fcnchen 80335, Germany"],"affiliations":[{"raw_affiliation_string":"IBM Germany, Erzgie\u00dfereistr. 21, M\u00fcnchen 80335, Germany","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5073275269","display_name":"Jeffrey E. Teich","orcid":null},"institutions":[{"id":"https://openalex.org/I913958620","display_name":"Erasmus University Rotterdam","ror":"https://ror.org/057w15z03","country_code":"NL","type":"education","lineage":["https://openalex.org/I913958620"]},{"id":"https://openalex.org/I10052268","display_name":"New Mexico State University","ror":"https://ror.org/00hpz7z43","country_code":"US","type":"education","lineage":["https://openalex.org/I10052268"]}],"countries":["NL","US"],"is_corresponding":false,"raw_author_name":"Jeffrey Teich","raw_affiliation_strings":["Department of Management, New Mexico State University, Las Cruces, NM 88003, USA","Rotterdam School of Management, Erasmus University, POB 1738, 3000 DR Rotterdam, The Netherlands"],"affiliations":[{"raw_affiliation_string":"Department of Management, New Mexico State University, Las Cruces, NM 88003, USA","institution_ids":["https://openalex.org/I10052268"]},{"raw_affiliation_string":"Rotterdam School of Management, Erasmus University, POB 1738, 3000 DR Rotterdam, The Netherlands","institution_ids":["https://openalex.org/I913958620"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5047848794","display_name":"Hannele Wallenius","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Hannele Wallenius","raw_affiliation_strings":["Department of Industrial Engineering and Management, Helsinki University of Technology, POB 9500, 02015 HUT Helsinki, Finland"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering and Management, Helsinki University of Technology, POB 9500, 02015 HUT Helsinki, Finland","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5043365409","display_name":"Jyrki Wallenius","orcid":"https://orcid.org/0000-0002-6851-2809"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Jyrki Wallenius","raw_affiliation_strings":["Helsinki School of Economics, POB 1210, 00101 Helsinki, Finland"],"affiliations":[{"raw_affiliation_string":"Helsinki School of Economics, POB 1210, 00101 Helsinki, Finland","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5047848794"],"corresponding_institution_ids":[],"apc_list":{"value":3280,"currency":"USD","value_usd":3280},"apc_paid":null,"fwci":0.4626,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.66540694,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"36","issue":"3","first_page":"235","last_page":"245"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11182","display_name":"Auction Theory and Applications","score":0.9997000098228455,"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":0.9997000098228455,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9962999820709229,"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/T12137","display_name":"Economic theories and models","score":0.9958999752998352,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/scheme","display_name":"Scheme (mathematics)","score":0.7205140590667725},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7044278383255005},{"id":"https://openalex.org/keywords/matching","display_name":"Matching (statistics)","score":0.7026982307434082},{"id":"https://openalex.org/keywords/simple","display_name":"Simple (philosophy)","score":0.6123929619789124},{"id":"https://openalex.org/keywords/preference","display_name":"Preference","score":0.5938089489936829},{"id":"https://openalex.org/keywords/block","display_name":"Block (permutation group theory)","score":0.5684590935707092},{"id":"https://openalex.org/keywords/test","display_name":"Test (biology)","score":0.5263182520866394},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.48237839341163635},{"id":"https://openalex.org/keywords/volume","display_name":"Volume (thermodynamics)","score":0.47863689064979553},{"id":"https://openalex.org/keywords/rating-system","display_name":"Rating system","score":0.433368980884552},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3964085876941681},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.15438884496688843},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.14326214790344238},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.13043224811553955},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.1299409568309784}],"concepts":[{"id":"https://openalex.org/C77618280","wikidata":"https://www.wikidata.org/wiki/Q1155772","display_name":"Scheme (mathematics)","level":2,"score":0.7205140590667725},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7044278383255005},{"id":"https://openalex.org/C165064840","wikidata":"https://www.wikidata.org/wiki/Q1321061","display_name":"Matching (statistics)","level":2,"score":0.7026982307434082},{"id":"https://openalex.org/C2780586882","wikidata":"https://www.wikidata.org/wiki/Q7520643","display_name":"Simple (philosophy)","level":2,"score":0.6123929619789124},{"id":"https://openalex.org/C2781249084","wikidata":"https://www.wikidata.org/wiki/Q908656","display_name":"Preference","level":2,"score":0.5938089489936829},{"id":"https://openalex.org/C2777210771","wikidata":"https://www.wikidata.org/wiki/Q4927124","display_name":"Block (permutation group theory)","level":2,"score":0.5684590935707092},{"id":"https://openalex.org/C2777267654","wikidata":"https://www.wikidata.org/wiki/Q3519023","display_name":"Test (biology)","level":2,"score":0.5263182520866394},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.48237839341163635},{"id":"https://openalex.org/C20556612","wikidata":"https://www.wikidata.org/wiki/Q4469374","display_name":"Volume (thermodynamics)","level":2,"score":0.47863689064979553},{"id":"https://openalex.org/C2988118254","wikidata":"https://www.wikidata.org/wiki/Q16881889","display_name":"Rating system","level":2,"score":0.433368980884552},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3964085876941681},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.15438884496688843},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.14326214790344238},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.13043224811553955},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.1299409568309784},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C134560507","wikidata":"https://www.wikidata.org/wiki/Q753291","display_name":"Environmental economics","level":1,"score":0.0},{"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/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","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/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/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/s0167-9236(02)00146-x","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0167-9236(02)00146-x","pdf_url":null,"source":{"id":"https://openalex.org/S11479521","display_name":"Decision Support Systems","issn_l":"0167-9236","issn":["0167-9236","1873-5797"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Decision Support Systems","raw_type":"journal-article"},{"id":"pmh:oai:pure.eur.nl:openaire_cris_publications/983735cb-bbff-4b7f-b8aa-c364ef530542","is_oa":false,"landing_page_url":"https://pure.eur.nl/en/publications/983735cb-bbff-4b7f-b8aa-c364ef530542","pdf_url":null,"source":{"id":"https://openalex.org/S4306401266","display_name":"EUR Research Repository (Erasmus University Rotterdam)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I913958620","host_organization_name":"Erasmus University Rotterdam","host_organization_lineage":["https://openalex.org/I913958620"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Gerber, C, Teich, JE, Wallenius, H & Wallenius, J 2004, 'A simulation and test of OptiMark's electronic matching algorithm and its simple variations for institutional block trading', Decision Support Systems, vol. 36, no. 3, pp. 235-245. https://doi.org/10.1016/S0167-9236(02)00146-X","raw_type":"info:eu-repo/semantics/publishedVersion"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/16","display_name":"Peace, Justice and strong institutions","score":0.5600000023841858}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":8,"referenced_works":["https://openalex.org/W111807256","https://openalex.org/W1550654666","https://openalex.org/W2072883463","https://openalex.org/W2099617210","https://openalex.org/W2122410182","https://openalex.org/W2126380843","https://openalex.org/W2181287640","https://openalex.org/W2623293810"],"related_works":["https://openalex.org/W770456585","https://openalex.org/W2980323808","https://openalex.org/W1972035260","https://openalex.org/W2090624569","https://openalex.org/W2606527547","https://openalex.org/W4236362086","https://openalex.org/W3123407378","https://openalex.org/W4322508012","https://openalex.org/W2406957879","https://openalex.org/W2099811626"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
