{"id":"https://openalex.org/W2068715901","doi":"https://doi.org/10.1109/jstsp.2011.2173900","title":"Algorithmic Trading Using Phase Synchronization","display_name":"Algorithmic Trading Using Phase Synchronization","publication_year":2011,"publication_date":"2011-10-28","ids":{"openalex":"https://openalex.org/W2068715901","doi":"https://doi.org/10.1109/jstsp.2011.2173900","mag":"2068715901"},"language":"en","primary_location":{"id":"doi:10.1109/jstsp.2011.2173900","is_oa":false,"landing_page_url":"https://doi.org/10.1109/jstsp.2011.2173900","pdf_url":null,"source":{"id":"https://openalex.org/S42167783","display_name":"IEEE Journal of Selected Topics in Signal Processing","issn_l":"1932-4553","issn":["1932-4553","1941-0484"],"is_oa":false,"is_in_doaj":false,"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 Journal of Selected Topics in Signal Processing","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/A5032988086","display_name":"Alireza Ahrabian","orcid":null},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Alireza Ahrabian","raw_affiliation_strings":["Department of Electrical and Electronic Engineering, Imperial College London, UK","Dept. of Electr. & Electron. Eng., Imperial Coll., London, London, UK"],"affiliations":[{"raw_affiliation_string":"Department of Electrical and Electronic Engineering, Imperial College London, UK","institution_ids":["https://openalex.org/I47508984"]},{"raw_affiliation_string":"Dept. of Electr. & Electron. Eng., Imperial Coll., London, London, UK","institution_ids":["https://openalex.org/I47508984"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5103038097","display_name":"Clive Cheong Took","orcid":"https://orcid.org/0000-0002-1640-1381"},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Clive Cheong Took","raw_affiliation_strings":["Department of Electrical and Electronic Engineering, Imperial College London, UK","Dept. of Electr. & Electron. Eng., Imperial Coll., London, London, UK"],"affiliations":[{"raw_affiliation_string":"Department of Electrical and Electronic Engineering, Imperial College London, UK","institution_ids":["https://openalex.org/I47508984"]},{"raw_affiliation_string":"Dept. of Electr. & Electron. Eng., Imperial Coll., London, London, UK","institution_ids":["https://openalex.org/I47508984"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5103001848","display_name":"Danilo P. Mandic","orcid":"https://orcid.org/0000-0001-8432-3963"},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Danilo P. Mandic","raw_affiliation_strings":["Department of Electrical and Electronic Engineering, Imperial College London, UK","Dept. of Electr. & Electron. Eng., Imperial Coll., London, London, UK"],"affiliations":[{"raw_affiliation_string":"Department of Electrical and Electronic Engineering, Imperial College London, UK","institution_ids":["https://openalex.org/I47508984"]},{"raw_affiliation_string":"Dept. of Electr. & Electron. Eng., Imperial Coll., London, London, UK","institution_ids":["https://openalex.org/I47508984"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5032988086"],"corresponding_institution_ids":["https://openalex.org/I47508984"],"apc_list":null,"apc_paid":null,"fwci":4.9005,"has_fulltext":false,"cited_by_count":15,"citation_normalized_percentile":{"value":0.95114895,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"6","issue":"4","first_page":"399","last_page":"404"},"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":0.9972000122070312,"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":0.9972000122070312,"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":0.9954000115394592,"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":0.992900013923645,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/synchronization","display_name":"Synchronization (alternating current)","score":0.7602634429931641},{"id":"https://openalex.org/keywords/lagging","display_name":"Lagging","score":0.7509385943412781},{"id":"https://openalex.org/keywords/extrapolation","display_name":"Extrapolation","score":0.7507556676864624},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6466663479804993},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.6038894057273865},{"id":"https://openalex.org/keywords/phase","display_name":"Phase (matter)","score":0.5394386649131775},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.4917178452014923},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.39292746782302856},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.16269966959953308},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.12808802723884583},{"id":"https://openalex.org/keywords/telecommunications","display_name":"Telecommunications","score":0.11257973313331604},{"id":"https://openalex.org/keywords/computer-security","display_name":"Computer security","score":0.08704972267150879}],"concepts":[{"id":"https://openalex.org/C2778562939","wikidata":"https://www.wikidata.org/wiki/Q1298791","display_name":"Synchronization (alternating current)","level":3,"score":0.7602634429931641},{"id":"https://openalex.org/C2776962539","wikidata":"https://www.wikidata.org/wiki/Q6472078","display_name":"Lagging","level":2,"score":0.7509385943412781},{"id":"https://openalex.org/C132459708","wikidata":"https://www.wikidata.org/wiki/Q744069","display_name":"Extrapolation","level":2,"score":0.7507556676864624},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6466663479804993},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.6038894057273865},{"id":"https://openalex.org/C44280652","wikidata":"https://www.wikidata.org/wiki/Q104837","display_name":"Phase (matter)","level":2,"score":0.5394386649131775},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4917178452014923},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.39292746782302856},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.16269966959953308},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.12808802723884583},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.11257973313331604},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.08704972267150879},{"id":"https://openalex.org/C127162648","wikidata":"https://www.wikidata.org/wiki/Q16858953","display_name":"Channel (broadcasting)","level":2,"score":0.0},{"id":"https://openalex.org/C178790620","wikidata":"https://www.wikidata.org/wiki/Q11351","display_name":"Organic chemistry","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1109/jstsp.2011.2173900","is_oa":false,"landing_page_url":"https://doi.org/10.1109/jstsp.2011.2173900","pdf_url":null,"source":{"id":"https://openalex.org/S42167783","display_name":"IEEE Journal of Selected Topics in Signal Processing","issn_l":"1932-4553","issn":["1932-4553","1941-0484"],"is_oa":false,"is_in_doaj":false,"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 Journal of Selected Topics in Signal Processing","raw_type":"journal-article"},{"id":"pmh:oai:alma.44SUR_INST:11138635890002346","is_oa":false,"landing_page_url":"https://openresearch.surrey.ac.uk/esploro/outputs/journalArticle/Algorithmic-Trading-Using-Phase-Synchronization/99511823202346","pdf_url":null,"source":{"id":"https://openalex.org/S4210197018","display_name":"View","issn_l":"2688-268X","issn":["2688-268X","2688-3988"],"is_oa":false,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},{"id":"pmh:oai:epubs.surrey.ac.uk:808096","is_oa":false,"landing_page_url":"http://epubs.surrey.ac.uk/808096/1/Algorithmic_CCT.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306400680","display_name":"Surrey Research Insight Open Access (The University of Surrey)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I28290843","host_organization_name":"University of Surrey","host_organization_lineage":["https://openalex.org/I28290843"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17","score":0.44999998807907104}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W18908919","https://openalex.org/W22956996","https://openalex.org/W163612977","https://openalex.org/W571171275","https://openalex.org/W1571438983","https://openalex.org/W1589922412","https://openalex.org/W1971270254","https://openalex.org/W1978971177","https://openalex.org/W1988899076","https://openalex.org/W2007221293","https://openalex.org/W2009149272","https://openalex.org/W2090218979","https://openalex.org/W2123563890","https://openalex.org/W2152255499","https://openalex.org/W2169572865","https://openalex.org/W3021146541","https://openalex.org/W3122337856","https://openalex.org/W3141408015","https://openalex.org/W3144154667","https://openalex.org/W4298259753"],"related_works":["https://openalex.org/W2467817153","https://openalex.org/W2385558187","https://openalex.org/W1772024949","https://openalex.org/W2350807072","https://openalex.org/W1885018910","https://openalex.org/W1987419942","https://openalex.org/W4231453522","https://openalex.org/W2386057428","https://openalex.org/W2377216019","https://openalex.org/W2381986989"],"abstract_inverted_index":{"A":[0],"novel":[1],"trading":[2,6],"algorithm":[3,83],"which":[4,31,53],"performs":[5],"decisions":[7],"by":[8,72],"making":[9],"use":[10],"of":[11,17,43,61],"phase":[12,25],"synchronization":[13],"between":[14],"oscillatory":[15,41],"components":[16,42],"asset":[18,44],"pairs":[19,45],"is":[20,32,65],"proposed.":[21],"This":[22],"way":[23],"the":[24,37,49,62,76,86],"information":[26],"ascertains":[27],"a":[28],"leading":[29],"asset,":[30],"then":[33],"used":[34,70],"to":[35],"predict":[36],"lagging":[38],"asset.":[39],"The":[40,59],"are":[46],"identified":[47],"using":[48],"Synchrosqueezed":[50],"Transform":[51],"(SST),":[52],"facilitates":[54],"stable":[55],"and":[56,80],"online":[57],"implementation.":[58],"performance":[60],"proposed":[63],"approach":[64],"compared":[66],"with":[67],"existing":[68],"algorithms":[69],"extensively":[71],"traders,":[73],"such":[74],"as":[75],"moving":[77],"average":[78],"cross-over,":[79],"an":[81],"extrapolation":[82],"based":[84],"upon":[85],"multichannel-least":[87],"mean":[88],"square":[89],"(MLMS).":[90]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":5},{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
