{"id":"https://openalex.org/W2115909682","doi":"https://doi.org/10.1109/icsmc.2007.4414124","title":"A game-theoretic based dynamic stock market modeling & solution","display_name":"A game-theoretic based dynamic stock market modeling & solution","publication_year":2007,"publication_date":"2007-01-01","ids":{"openalex":"https://openalex.org/W2115909682","doi":"https://doi.org/10.1109/icsmc.2007.4414124","mag":"2115909682"},"language":"en","primary_location":{"id":"doi:10.1109/icsmc.2007.4414124","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icsmc.2007.4414124","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2007 IEEE International Conference on Systems, Man and Cybernetics","raw_type":"proceedings-article"},"type":"conference-paper","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/A5097433065","display_name":"Armin Zeinali","orcid":null},"institutions":[{"id":"https://openalex.org/I23946033","display_name":"University of Tehran","ror":"https://ror.org/05vf56z40","country_code":"IR","type":"education","lineage":["https://openalex.org/I23946033"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Armin Zeinali","raw_affiliation_strings":["School of electrical engineering (Control & Intelligent Processing Center of Excellence), University of Tehran, Tehran, Iran"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of electrical engineering (Control & Intelligent Processing Center of Excellence), University of Tehran, Tehran, Iran","institution_ids":["https://openalex.org/I23946033"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5008720205","display_name":"Ashkan Rahimi\u2010Kian","orcid":"https://orcid.org/0000-0001-6814-6119"},"institutions":[{"id":"https://openalex.org/I23946033","display_name":"University of Tehran","ror":"https://ror.org/05vf56z40","country_code":"IR","type":"education","lineage":["https://openalex.org/I23946033"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Ashkan Rahimi-Kian","raw_affiliation_strings":["School of electrical engineering (Control & Intelligent Processing Center of Excellence), University of Tehran, Tehran, Iran"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of electrical engineering (Control & Intelligent Processing Center of Excellence), University of Tehran, Tehran, Iran","institution_ids":["https://openalex.org/I23946033"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I23946033"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.15332275,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":93},"biblio":{"volume":null,"issue":null,"first_page":"691","last_page":"696"},"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":0.9979000091552734,"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":0.9979000091552734,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9944999814033508,"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":0.9890000224113464,"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/computer-science","display_name":"Computer science","score":0.5308911204338074},{"id":"https://openalex.org/keywords/game-theory","display_name":"Game theory","score":0.5190368890762329},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.47786325216293335},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.41596606373786926},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.31002551317214966},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.22477668523788452},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.09842365980148315},{"id":"https://openalex.org/keywords/geology","display_name":"Geology","score":0.06893360614776611}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5308911204338074},{"id":"https://openalex.org/C177142836","wikidata":"https://www.wikidata.org/wiki/Q44455","display_name":"Game theory","level":2,"score":0.5190368890762329},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.47786325216293335},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.41596606373786926},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.31002551317214966},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.22477668523788452},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.09842365980148315},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.06893360614776611},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","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/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/icsmc.2007.4414124","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icsmc.2007.4414124","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2007 IEEE International Conference on Systems, Man and Cybernetics","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals","score":0.47999998927116394}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W1497256448","https://openalex.org/W1659842140","https://openalex.org/W1983857060","https://openalex.org/W2005711429","https://openalex.org/W2132960956","https://openalex.org/W2135218746","https://openalex.org/W2149214223","https://openalex.org/W2151676833","https://openalex.org/W2152150600","https://openalex.org/W2330024298","https://openalex.org/W3023540311","https://openalex.org/W4234761190","https://openalex.org/W4302033101"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W2358668433","https://openalex.org/W4396701345","https://openalex.org/W2376932109","https://openalex.org/W2001405890","https://openalex.org/W4396696052","https://openalex.org/W4402327032","https://openalex.org/W2370669686"],"abstract_inverted_index":{"In":[0],"this":[1],"paper,":[2],"we":[3,110],"examine":[4],"the":[5,37,41,83,88,104],"applicability":[6],"of":[7,40],"Genetic":[8],"Algorithm":[9],"(GA)":[10],"for":[11,66,91,116],"solving":[12],"a":[13,19,112],"non-cooperative":[14],"stockmarket":[15],"game.":[16],"We":[17,86],"formulate":[18],"repeated":[20],"game":[21,115],"where":[22],"some":[23],"agents":[24],"compete":[25],"with":[26],"one":[27,117],"another":[28],"to":[29,46,94],"maximize":[30,47],"their":[31],"expected":[32,49,69],"profit/wealth.":[33],"Each":[34,52],"agent":[35,53,93],"estimates":[36],"future":[38],"prices":[39],"trading":[42],"stocks":[43,60],"in":[44,103],"order":[45],"its":[48,58,68,97],"profit":[50,70],"function.":[51],"has":[54],"two":[55],"actions":[56,98],"(selling":[57,99],"own":[59],"or":[61,100],"buying":[62,101],"other":[63],"agents\u2019":[64,84],"stocks)":[65],"maximizing":[67],"function":[71],"over":[72],"time.":[73],"Our":[74],"stock-price":[75],"model":[76],"is":[77],"linear,":[78],"stochastic,":[79],"and":[80],"controlled":[81],"by":[82],"actions.":[85],"use":[87],"GA":[89],"algorithm":[90],"each":[92],"optimally":[95],"select":[96],"stock)":[102],"market.":[105],"To":[106],"test":[107],"our":[108],"algorithm,":[109],"simulate":[111],"4-player":[113],"stock-market":[114],"hundred":[118],"rounds.":[119]},"counts_by_year":[{"year":2021,"cited_by_count":1}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}