{"id":"https://openalex.org/W4387886337","doi":"https://doi.org/10.1109/access.2023.3326816","title":"Real-Time Trading System Based on Selections of Potentially Profitable, Uncorrelated, and Balanced Stocks by NP-Hard Combinatorial Optimization","display_name":"Real-Time Trading System Based on Selections of Potentially Profitable, Uncorrelated, and Balanced Stocks by NP-Hard Combinatorial Optimization","publication_year":2023,"publication_date":"2023-01-01","ids":{"openalex":"https://openalex.org/W4387886337","doi":"https://doi.org/10.1109/access.2023.3326816"},"language":"en","primary_location":{"id":"doi:10.1109/access.2023.3326816","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2023.3326816","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/6514899/10292668.pdf","source":{"id":"https://openalex.org/S2485537415","display_name":"IEEE Access","issn_l":"2169-3536","issn":["2169-3536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://ieeexplore.ieee.org/ielx7/6287639/6514899/10292668.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5069341139","display_name":"Kosuke Tatsumura","orcid":"https://orcid.org/0000-0003-0511-443X"},"institutions":[{"id":"https://openalex.org/I1292669757","display_name":"Toshiba (Japan)","ror":"https://ror.org/0326v3z14","country_code":"JP","type":"company","lineage":["https://openalex.org/I1292669757"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Kosuke Tatsumura","raw_affiliation_strings":["Corporate Research and Development Center, Toshiba Corporation, Kawasaki, Japan"],"raw_orcid":"https://orcid.org/0000-0003-0511-443X","affiliations":[{"raw_affiliation_string":"Corporate Research and Development Center, Toshiba Corporation, Kawasaki, Japan","institution_ids":["https://openalex.org/I1292669757"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5012739742","display_name":"Ryo Hidaka","orcid":"https://orcid.org/0009-0000-0207-6381"},"institutions":[{"id":"https://openalex.org/I1292669757","display_name":"Toshiba (Japan)","ror":"https://ror.org/0326v3z14","country_code":"JP","type":"company","lineage":["https://openalex.org/I1292669757"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Ryo Hidaka","raw_affiliation_strings":["Corporate Research and Development Center, Toshiba Corporation, Kawasaki, Japan"],"raw_orcid":"https://orcid.org/0009-0000-0207-6381","affiliations":[{"raw_affiliation_string":"Corporate Research and Development Center, Toshiba Corporation, Kawasaki, Japan","institution_ids":["https://openalex.org/I1292669757"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5023642206","display_name":"Jun Nakayama","orcid":"https://orcid.org/0000-0002-9781-9981"},"institutions":[{"id":"https://openalex.org/I1292669757","display_name":"Toshiba (Japan)","ror":"https://ror.org/0326v3z14","country_code":"JP","type":"company","lineage":["https://openalex.org/I1292669757"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Jun Nakayama","raw_affiliation_strings":["Corporate Research and Development Center, Toshiba Corporation, Kawasaki, Japan"],"raw_orcid":"https://orcid.org/0000-0002-9781-9981","affiliations":[{"raw_affiliation_string":"Corporate Research and Development Center, Toshiba Corporation, Kawasaki, Japan","institution_ids":["https://openalex.org/I1292669757"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5055646667","display_name":"Tomoya Kashimata","orcid":"https://orcid.org/0009-0001-6337-7580"},"institutions":[{"id":"https://openalex.org/I1292669757","display_name":"Toshiba (Japan)","ror":"https://ror.org/0326v3z14","country_code":"JP","type":"company","lineage":["https://openalex.org/I1292669757"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Tomoya Kashimata","raw_affiliation_strings":["Corporate Research and Development Center, Toshiba Corporation, Kawasaki, Japan"],"raw_orcid":"https://orcid.org/0009-0001-6337-7580","affiliations":[{"raw_affiliation_string":"Corporate Research and Development Center, Toshiba Corporation, Kawasaki, Japan","institution_ids":["https://openalex.org/I1292669757"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5089993672","display_name":"Masaya Yamasaki","orcid":"https://orcid.org/0000-0001-7867-9605"},"institutions":[{"id":"https://openalex.org/I1292669757","display_name":"Toshiba (Japan)","ror":"https://ror.org/0326v3z14","country_code":"JP","type":"company","lineage":["https://openalex.org/I1292669757"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Masaya Yamasaki","raw_affiliation_strings":["Corporate Research and Development Center, Toshiba Corporation, Kawasaki, Japan"],"raw_orcid":"https://orcid.org/0000-0001-7867-9605","affiliations":[{"raw_affiliation_string":"Corporate Research and Development Center, Toshiba Corporation, Kawasaki, Japan","institution_ids":["https://openalex.org/I1292669757"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5069341139"],"corresponding_institution_ids":["https://openalex.org/I1292669757"],"apc_list":{"value":1850,"currency":"USD","value_usd":1850},"apc_paid":{"value":1850,"currency":"USD","value_usd":1850},"fwci":4.8811,"has_fulltext":true,"cited_by_count":20,"citation_normalized_percentile":{"value":0.95431042,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"11","issue":null,"first_page":"120023","last_page":"120033"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9822999835014343,"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":0.9822999835014343,"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":0.9591000080108643,"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/T10270","display_name":"Blockchain Technology Applications and Security","score":0.9502999782562256,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"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/uncorrelated","display_name":"Uncorrelated","score":0.8895812034606934},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5737401843070984},{"id":"https://openalex.org/keywords/combinatorial-optimization","display_name":"Combinatorial optimization","score":0.4456402659416199},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3820432722568512},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.2826799750328064},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.23955342173576355},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.1590239703655243}],"concepts":[{"id":"https://openalex.org/C169345407","wikidata":"https://www.wikidata.org/wiki/Q8216221","display_name":"Uncorrelated","level":2,"score":0.8895812034606934},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5737401843070984},{"id":"https://openalex.org/C52692508","wikidata":"https://www.wikidata.org/wiki/Q1333872","display_name":"Combinatorial optimization","level":2,"score":0.4456402659416199},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3820432722568512},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.2826799750328064},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.23955342173576355},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1590239703655243}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/access.2023.3326816","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2023.3326816","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/6514899/10292668.pdf","source":{"id":"https://openalex.org/S2485537415","display_name":"IEEE Access","issn_l":"2169-3536","issn":["2169-3536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:c5ba30e5b076422ca6a3d573f71a0476","is_oa":true,"landing_page_url":"https://doaj.org/article/c5ba30e5b076422ca6a3d573f71a0476","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"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":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IEEE Access, Vol 11, Pp 120023-120033 (2023)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1109/access.2023.3326816","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2023.3326816","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/6514899/10292668.pdf","source":{"id":"https://openalex.org/S2485537415","display_name":"IEEE Access","issn_l":"2169-3536","issn":["2169-3536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4387886337.pdf","grobid_xml":"https://content.openalex.org/works/W4387886337.grobid-xml"},"referenced_works_count":66,"referenced_works":["https://openalex.org/W61567537","https://openalex.org/W1523051745","https://openalex.org/W2000393634","https://openalex.org/W2013520638","https://openalex.org/W2024060531","https://openalex.org/W2024860775","https://openalex.org/W2039122980","https://openalex.org/W2065704711","https://openalex.org/W2082211306","https://openalex.org/W2092371901","https://openalex.org/W2102596689","https://openalex.org/W2129432447","https://openalex.org/W2144015438","https://openalex.org/W2166029977","https://openalex.org/W2170644461","https://openalex.org/W2238750598","https://openalex.org/W2241340194","https://openalex.org/W2260771861","https://openalex.org/W2281273319","https://openalex.org/W2739253838","https://openalex.org/W2860018042","https://openalex.org/W2897628955","https://openalex.org/W2932643517","https://openalex.org/W2938847643","https://openalex.org/W2947189577","https://openalex.org/W2958339331","https://openalex.org/W2984655992","https://openalex.org/W2991143567","https://openalex.org/W2993160091","https://openalex.org/W3008413283","https://openalex.org/W3013341397","https://openalex.org/W3033513666","https://openalex.org/W3035258118","https://openalex.org/W3040284875","https://openalex.org/W3040303671","https://openalex.org/W3043074120","https://openalex.org/W3090309300","https://openalex.org/W3106475197","https://openalex.org/W3121723974","https://openalex.org/W3121951357","https://openalex.org/W3121958425","https://openalex.org/W3122010751","https://openalex.org/W3128253723","https://openalex.org/W3134247852","https://openalex.org/W3147856022","https://openalex.org/W3158396846","https://openalex.org/W3165545447","https://openalex.org/W3181036294","https://openalex.org/W3202688148","https://openalex.org/W3203392333","https://openalex.org/W3204628099","https://openalex.org/W4205546272","https://openalex.org/W4225291083","https://openalex.org/W4236670843","https://openalex.org/W4240267682","https://openalex.org/W4241584625","https://openalex.org/W4282023448","https://openalex.org/W4311050663","https://openalex.org/W4311446855","https://openalex.org/W4324031485","https://openalex.org/W4360606529","https://openalex.org/W4360831962","https://openalex.org/W4366365204","https://openalex.org/W4378553073","https://openalex.org/W4386824985","https://openalex.org/W6602467252"],"related_works":["https://openalex.org/W2748952813","https://openalex.org/W2360779366","https://openalex.org/W1995027010","https://openalex.org/W2027155377","https://openalex.org/W1972654397","https://openalex.org/W4390523528","https://openalex.org/W2076370413","https://openalex.org/W1504916935","https://openalex.org/W2390279801","https://openalex.org/W2358668433"],"abstract_inverted_index":{"Financial":[0],"portfolio":[1,74,154],"construction":[2],"problems":[3],"are":[4,28],"often":[5],"formulated":[6],"as":[7,122],"quadratic":[8],"and":[9,128],"discrete":[10],"(combinatorial)":[11],"optimization":[12,40,51,75,155],"that":[13,31,68,147],"belong":[14],"to":[15,112],"the":[16,53,78,130,143,148,164],"nondeterministic":[17],"polynomial":[18],"time":[19,54],"(NP)-hard":[20],"class":[21],"in":[22,33,52,142],"computational":[23],"complexity":[24],"theory.":[25],"Ising":[26,84,95],"machines":[27],"hardware":[29],"devices":[30],"work":[32],"quantum-mechanical/quantum-inspired":[34],"principles":[35],"for":[36,56,76,156],"quickly":[37],"solving":[38],"NP-hard":[39,50,73,153],"problems,":[41],"which":[42],"potentially":[43],"enable":[44],"making":[45],"trading":[46,58,66,149,169],"decisions":[47],"based":[48,86,151],"on":[49,87,152],"constraints":[55],"high-speed":[57],"strategies.":[59],"Here":[60],"we":[61],"report":[62],"a":[63,88,98,172],"real-time":[64],"stock":[65],"system":[67,170],"determines":[69],"long(buying)/short(selling)":[70],"positions":[71],"through":[72],"improving":[77],"Sharpe":[79],"ratio":[80],"using":[81],"an":[82,105,113],"embedded":[83],"machine":[85,96],"quantum-inspired":[89],"algorithm":[90],"called":[91],"simulated":[92],"bifurcation.":[93],"The":[94],"selects":[97],"balanced":[99],"(delta-neutral)":[100],"group":[101],"of":[102,132,175],"stocks":[103],"from":[104,124],"<italic":[106,157],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[107,158],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">N</i>":[108,159],"-stock":[109],"universe":[110],"according":[111],"objective":[114],"function":[115],"involving":[116],"maximizing":[117],"instantaneous":[118],"expected":[119],"returns":[120],"defined":[121],"deviations":[123],"volume-weighted":[125],"average":[126],"prices":[127],"minimizing":[129],"summation":[131],"statistical":[133],"correlation":[134],"factors":[135],"(for":[136],"diversification).":[137],"It":[138],"has":[139],"been":[140],"demonstrated":[141],"Tokyo":[144],"Stock":[145],"Exchange":[146],"strategy":[150],"=128":[160],"is":[161],"executable":[162],"with":[163,171],"FPGA":[165],"(field-programmable":[166],"gate":[167],"array)-based":[168],"response":[173],"latency":[174],"164":[176],"\u03bcs.":[177]},"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":7},{"year":2024,"cited_by_count":8},{"year":2023,"cited_by_count":2}],"updated_date":"2026-05-06T08:25:59.206177","created_date":"2023-10-24T00:00:00"}
