{"id":"https://openalex.org/W2318130719","doi":"https://doi.org/10.1109/soli.2014.6960694","title":"A financial risk evaluation service for integrating private portfolios securely","display_name":"A financial risk evaluation service for integrating private portfolios securely","publication_year":2014,"publication_date":"2014-10-01","ids":{"openalex":"https://openalex.org/W2318130719","doi":"https://doi.org/10.1109/soli.2014.6960694","mag":"2318130719"},"language":"en","primary_location":{"id":"doi:10.1109/soli.2014.6960694","is_oa":false,"landing_page_url":"https://doi.org/10.1109/soli.2014.6960694","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of 2014 IEEE International Conference on Service Operations and Logistics, and Informatics","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/A5100998936","display_name":"Yuji Watanabe","orcid":null},"institutions":[{"id":"https://openalex.org/I4210145865","display_name":"IBM Research - Tokyo","ror":"https://ror.org/04915qk43","country_code":"JP","type":"facility","lineage":["https://openalex.org/I1341412227","https://openalex.org/I4210114115","https://openalex.org/I4210145865"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Yuji Watanabe","raw_affiliation_strings":["IBM Research - Tokyo IBM Japan Ltd., Tokyo, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IBM Research - Tokyo IBM Japan Ltd., Tokyo, Japan","institution_ids":["https://openalex.org/I4210145865"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5028139321","display_name":"Akira Koseki","orcid":null},"institutions":[{"id":"https://openalex.org/I4210145865","display_name":"IBM Research - Tokyo","ror":"https://ror.org/04915qk43","country_code":"JP","type":"facility","lineage":["https://openalex.org/I1341412227","https://openalex.org/I4210114115","https://openalex.org/I4210145865"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Akira Koseki","raw_affiliation_strings":["IBM Research - Tokyo IBM Japan Ltd., Tokyo, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IBM Research - Tokyo IBM Japan Ltd., Tokyo, Japan","institution_ids":["https://openalex.org/I4210145865"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I4210145865"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.16471886,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"59","last_page":"64"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10237","display_name":"Cryptography and Data Security","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10237","display_name":"Cryptography and Data Security","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10270","display_name":"Blockchain Technology Applications and Security","score":0.9943000078201294,"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"}},{"id":"https://openalex.org/T10764","display_name":"Privacy-Preserving Technologies in Data","score":0.9847999811172485,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"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/portfolio","display_name":"Portfolio","score":0.7857744693756104},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5330278873443604},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.41445836424827576},{"id":"https://openalex.org/keywords/financial-institution","display_name":"Financial institution","score":0.41418203711509705},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.36260879039764404},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3045353293418884}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7857744693756104},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5330278873443604},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.41445836424827576},{"id":"https://openalex.org/C2779601481","wikidata":"https://www.wikidata.org/wiki/Q650241","display_name":"Financial institution","level":2,"score":0.41418203711509705},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.36260879039764404},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3045353293418884}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/soli.2014.6960694","is_oa":false,"landing_page_url":"https://doi.org/10.1109/soli.2014.6960694","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of 2014 IEEE International Conference on Service Operations and Logistics, and Informatics","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.5199999809265137,"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":6,"referenced_works":["https://openalex.org/W1522597308","https://openalex.org/W1529862094","https://openalex.org/W2027471022","https://openalex.org/W2132172731","https://openalex.org/W3141585064","https://openalex.org/W6631473233"],"related_works":["https://openalex.org/W2899084033","https://openalex.org/W1502198272","https://openalex.org/W3201861680","https://openalex.org/W2017540542","https://openalex.org/W2044090075","https://openalex.org/W1998718379","https://openalex.org/W2768197547","https://openalex.org/W2996452312","https://openalex.org/W2073254488","https://openalex.org/W2360829170"],"abstract_inverted_index":{"Value":[0],"at":[1],"Risk":[2],"(VaR)":[3],"is":[4,39,66],"a":[5,16,20,33,46,49,85,170],"widely":[6],"accepted":[7],"measure":[8],"of":[9,13,19,22,54,63,130],"counting":[10],"the":[11,55,58,61,64,128,135,148],"risk":[12,143,150],"loss":[14],"on":[15],"specific":[17],"portfolio":[18,50,76,101,116],"collection":[21],"financial":[23,34,69,136,149],"assets":[24],"such":[25],"as":[26],"stocks,":[27],"bonds":[28],"and":[29,92,162],"cash,":[30],"held":[31],"by":[32,158],"institution":[35,70],"or":[36,138],"individual.":[37],"It":[38],"quite":[40],"useful":[41],"to":[42,72,77,79,88,110,140,146,164],"compute":[43,111,141,165],"\u201cIntegrated":[44],"VaR\u201d,":[45],"VaR":[47,113,168],"for":[48,95,114],"which":[51],"combines":[52],"all":[53],"portfolios":[56],"in":[57,169],"group.":[59],"However,":[60],"downside":[62],"integration":[65],"that":[67],"every":[68],"needs":[71],"disclose":[73],"its":[74],"own":[75],"others":[78],"obtain":[80],"integrated":[81,115,167],"portfolio.":[82,132],"We":[83],"propose":[84],"novel":[86],"approach":[87],"realize":[89],"an":[90,166],"efficient":[91],"secure":[93],"protocol":[94,154],"N":[96],"participants":[97],"who":[98],"hold":[99],"each":[100,131],"s":[102],"<sub":[103,107,118,122],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[104,108,119,123],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">1</sub>":[105,120],",...,s":[106],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">N</sub>":[109,124],"Integrated":[112],"s=s":[117],"+...+s":[121],"collaboratively":[125],"without":[126],"disclosing":[127],"value":[129],"This":[133],"allows":[134],"institutions":[137],"individuals":[139],"cross-institutional":[142],"more":[144,151],"accurately":[145],"make":[147],"transparently.":[152],"Our":[153],"achieves":[155],"high":[156],"efficiency":[157],"specializing":[159],"message":[160],"structure":[161],"exchange":[163],"privacy":[171],"preserving":[172],"manner.":[173]},"counts_by_year":[],"updated_date":"2026-06-26T08:34:08.712188","created_date":"2025-10-10T00:00:00"}