{"id":"https://openalex.org/W4389077507","doi":"https://doi.org/10.1109/icmlc58545.2023.10327988","title":"A Study of Monte Carlo Tree Search-Based Model for High Frequency Trading","display_name":"A Study of Monte Carlo Tree Search-Based Model for High Frequency Trading","publication_year":2023,"publication_date":"2023-07-09","ids":{"openalex":"https://openalex.org/W4389077507","doi":"https://doi.org/10.1109/icmlc58545.2023.10327988"},"language":"en","primary_location":{"id":"doi:10.1109/icmlc58545.2023.10327988","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icmlc58545.2023.10327988","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 International Conference on Machine Learning and Cybernetics (ICMLC)","raw_type":"proceedings-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/A5104204232","display_name":"Yu-Yi Chuang","orcid":null},"institutions":[{"id":"https://openalex.org/I192168892","display_name":"National University of Kaohsiung","ror":"https://ror.org/013zjb662","country_code":"TW","type":"education","lineage":["https://openalex.org/I192168892"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Yu-Yi Chuang","raw_affiliation_strings":["NationalUniversity of Kaohsiung,Department of Computer Science and Information Engineering,Kaohsiung,Taiwan,811"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"NationalUniversity of Kaohsiung,Department of Computer Science and Information Engineering,Kaohsiung,Taiwan,811","institution_ids":["https://openalex.org/I192168892"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5050560037","display_name":"Yi\u2010Cheng Liao","orcid":"https://orcid.org/0000-0003-3876-6143"},"institutions":[{"id":"https://openalex.org/I192168892","display_name":"National University of Kaohsiung","ror":"https://ror.org/013zjb662","country_code":"TW","type":"education","lineage":["https://openalex.org/I192168892"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Yi-Cheng Liao","raw_affiliation_strings":["NationalUniversity of Kaohsiung,Department of Computer Science and Information Engineering,Kaohsiung,Taiwan,811"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"NationalUniversity of Kaohsiung,Department of Computer Science and Information Engineering,Kaohsiung,Taiwan,811","institution_ids":["https://openalex.org/I192168892"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5102989815","display_name":"Chih\u2010Hsiang Chang","orcid":"https://orcid.org/0000-0002-4986-2280"},"institutions":[{"id":"https://openalex.org/I192168892","display_name":"National University of Kaohsiung","ror":"https://ror.org/013zjb662","country_code":"TW","type":"education","lineage":["https://openalex.org/I192168892"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Chih-Hsiang Chang","raw_affiliation_strings":["National University of Kaohsiung,Department of Finance,Kaohsiung,Taiwan,811"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"National University of Kaohsiung,Department of Finance,Kaohsiung,Taiwan,811","institution_ids":["https://openalex.org/I192168892"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5065379357","display_name":"Chien\u2010Feng Huang","orcid":"https://orcid.org/0000-0002-0246-287X"},"institutions":[{"id":"https://openalex.org/I192168892","display_name":"National University of Kaohsiung","ror":"https://ror.org/013zjb662","country_code":"TW","type":"education","lineage":["https://openalex.org/I192168892"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Chien-Feng Huang","raw_affiliation_strings":["NationalUniversity of Kaohsiung,Department of Computer Science and Information Engineering,Kaohsiung,Taiwan,811"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"NationalUniversity of Kaohsiung,Department of Computer Science and Information Engineering,Kaohsiung,Taiwan,811","institution_ids":["https://openalex.org/I192168892"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.20553315,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"405","last_page":"410"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998000264167786,"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":0.9998000264167786,"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":0.9936000108718872,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9896000027656555,"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/monte-carlo-method","display_name":"Monte Carlo method","score":0.7281408309936523},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6933429837226868},{"id":"https://openalex.org/keywords/monte-carlo-tree-search","display_name":"Monte Carlo tree search","score":0.5732120871543884},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.5190475583076477},{"id":"https://openalex.org/keywords/high-frequency-trading","display_name":"High-frequency trading","score":0.4823169708251953},{"id":"https://openalex.org/keywords/stock-trading","display_name":"Stock trading","score":0.4747393727302551},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.46970412135124207},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.44248074293136597},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.420576810836792},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.41895899176597595},{"id":"https://openalex.org/keywords/computational-finance","display_name":"Computational finance","score":0.4182501435279846},{"id":"https://openalex.org/keywords/tree","display_name":"Tree (set theory)","score":0.4124698340892792},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.36792585253715515},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.326385498046875},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.1950037181377411},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.18287289142608643},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.1385192573070526},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.11043375730514526},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.08516821265220642}],"concepts":[{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.7281408309936523},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6933429837226868},{"id":"https://openalex.org/C46149586","wikidata":"https://www.wikidata.org/wiki/Q11785332","display_name":"Monte Carlo tree search","level":3,"score":0.5732120871543884},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.5190475583076477},{"id":"https://openalex.org/C24683644","wikidata":"https://www.wikidata.org/wiki/Q138372","display_name":"High-frequency trading","level":3,"score":0.4823169708251953},{"id":"https://openalex.org/C2989233474","wikidata":"https://www.wikidata.org/wiki/Q7831917","display_name":"Stock trading","level":4,"score":0.4747393727302551},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.46970412135124207},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.44248074293136597},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.420576810836792},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.41895899176597595},{"id":"https://openalex.org/C146880194","wikidata":"https://www.wikidata.org/wiki/Q61715222","display_name":"Computational finance","level":2,"score":0.4182501435279846},{"id":"https://openalex.org/C113174947","wikidata":"https://www.wikidata.org/wiki/Q2859736","display_name":"Tree (set theory)","level":2,"score":0.4124698340892792},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.36792585253715515},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.326385498046875},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.1950037181377411},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.18287289142608643},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.1385192573070526},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.11043375730514526},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.08516821265220642},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","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/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"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/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/icmlc58545.2023.10327988","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icmlc58545.2023.10327988","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 International Conference on Machine Learning and Cybernetics (ICMLC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W2101234009","https://openalex.org/W2257979135","https://openalex.org/W2295598076","https://openalex.org/W2590210093","https://openalex.org/W2753090725","https://openalex.org/W2766447205","https://openalex.org/W2774513877","https://openalex.org/W2860018042","https://openalex.org/W2885054548","https://openalex.org/W3091383194","https://openalex.org/W3105291792","https://openalex.org/W3123253096","https://openalex.org/W3170147864","https://openalex.org/W3209188803","https://openalex.org/W4252019227","https://openalex.org/W4285333911","https://openalex.org/W6675354045"],"related_works":["https://openalex.org/W2553031590","https://openalex.org/W3083082814","https://openalex.org/W2240866600","https://openalex.org/W2601859874","https://openalex.org/W3121144282","https://openalex.org/W4365504477","https://openalex.org/W2373496062","https://openalex.org/W2850304790","https://openalex.org/W3015955255","https://openalex.org/W1987403087"],"abstract_inverted_index":{"In":[0,62],"the":[1,17,38,51,58,80,99,102,113],"fields":[2],"of":[3,19,50,55,82,85,101,116],"financial":[4,59],"research":[5,56],"and":[6,87],"applications,":[7],"predicting":[8,31],"stock":[9,34],"prices":[10],"is":[11],"a":[12,67,89],"challenging":[13],"task.":[14],"However,":[15],"with":[16,75],"advancement":[18],"artificial":[20],"intelligence":[21],"algorithms,":[22],"many":[23],"studies":[24],"have":[25],"succeeded,":[26],"to":[27,111],"some":[28],"degree,":[29],"in":[30,33,57,119],"changes":[32],"prices.":[35],"More":[36],"recently,":[37],"study":[39],"for":[40,79],"high-frequency":[41],"trading":[42,45,91],"using":[43],"microscopic":[44],"information":[46],"has":[47],"become":[48],"one":[49],"most":[52],"popular":[53],"lines":[54],"technology":[60],"sector.":[61],"this":[63,108],"work,":[64],"we":[65],"propose":[66],"novel":[68],"Monte":[69],"Carlo":[70],"Tree":[71],"Search":[72],"methodology,":[73],"along":[74],"machine":[76,117],"learning":[77,118],"technologies,":[78],"prediction":[81],"price":[83],"movement":[84],"stocks,":[86],"device":[88],"corresponding":[90],"HFT":[92,120],"strategy.":[93],"The":[94],"experimental":[95],"results":[96],"demonstrate":[97],"that":[98],"effectiveness":[100],"proposed":[103,109],"model.":[104],"We":[105],"thus":[106],"expect":[107],"methodology":[110],"advance":[112],"current":[114],"state":[115],"environments.":[121]},"counts_by_year":[],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}