{"id":"https://openalex.org/W2124913424","doi":"https://doi.org/10.1109/fskd.2012.6233799","title":"Optimizing parameters of algorithm trading strategies using MapReduce","display_name":"Optimizing parameters of algorithm trading strategies using MapReduce","publication_year":2012,"publication_date":"2012-05-01","ids":{"openalex":"https://openalex.org/W2124913424","doi":"https://doi.org/10.1109/fskd.2012.6233799","mag":"2124913424"},"language":"en","primary_location":{"id":"doi:10.1109/fskd.2012.6233799","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fskd.2012.6233799","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2012 9th International Conference on Fuzzy Systems and Knowledge Discovery","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/A5025179425","display_name":"Xiongpai Qin","orcid":null},"institutions":[{"id":"https://openalex.org/I1327237609","display_name":"Ministry of Education of the People's Republic of China","ror":"https://ror.org/01mv9t934","country_code":"CN","type":"funder","lineage":["https://openalex.org/I1327237609","https://openalex.org/I4210127390"]},{"id":"https://openalex.org/I78988378","display_name":"Renmin University of China","ror":"https://ror.org/041pakw92","country_code":"CN","type":"education","lineage":["https://openalex.org/I78988378"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Xiongpai Qin","raw_affiliation_strings":["Key Laboratory of Data Engineering and Knowledge Engineering (RUC), Ministry of Education, Beijing, China","School of Information, Renmin University of China, Beijing, China"],"affiliations":[{"raw_affiliation_string":"Key Laboratory of Data Engineering and Knowledge Engineering (RUC), Ministry of Education, Beijing, China","institution_ids":["https://openalex.org/I1327237609"]},{"raw_affiliation_string":"School of Information, Renmin University of China, Beijing, China","institution_ids":["https://openalex.org/I78988378"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5059267114","display_name":"Huiju Wang","orcid":"https://orcid.org/0000-0003-0960-8939"},"institutions":[{"id":"https://openalex.org/I1327237609","display_name":"Ministry of Education of the People's Republic of China","ror":"https://ror.org/01mv9t934","country_code":"CN","type":"funder","lineage":["https://openalex.org/I1327237609","https://openalex.org/I4210127390"]},{"id":"https://openalex.org/I78988378","display_name":"Renmin University of China","ror":"https://ror.org/041pakw92","country_code":"CN","type":"education","lineage":["https://openalex.org/I78988378"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Huiju Wang","raw_affiliation_strings":["Key Laboratory of Data Engineering and Knowledge Engineering (RUC), Ministry of Education, Beijing, China","School of Information, Renmin University of China, Beijing, China"],"affiliations":[{"raw_affiliation_string":"Key Laboratory of Data Engineering and Knowledge Engineering (RUC), Ministry of Education, Beijing, China","institution_ids":["https://openalex.org/I1327237609"]},{"raw_affiliation_string":"School of Information, Renmin University of China, Beijing, China","institution_ids":["https://openalex.org/I78988378"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100632553","display_name":"Furong Li","orcid":"https://orcid.org/0000-0002-6391-9175"},"institutions":[{"id":"https://openalex.org/I78988378","display_name":"Renmin University of China","ror":"https://ror.org/041pakw92","country_code":"CN","type":"education","lineage":["https://openalex.org/I78988378"]},{"id":"https://openalex.org/I1327237609","display_name":"Ministry of Education of the People's Republic of China","ror":"https://ror.org/01mv9t934","country_code":"CN","type":"funder","lineage":["https://openalex.org/I1327237609","https://openalex.org/I4210127390"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Furong Li","raw_affiliation_strings":["Key Laboratory of Data Engineering and Knowledge Engineering (RUC), Ministry of Education, Beijing, China","School of Information, Renmin University of China, Beijing, China"],"affiliations":[{"raw_affiliation_string":"Key Laboratory of Data Engineering and Knowledge Engineering (RUC), Ministry of Education, Beijing, China","institution_ids":["https://openalex.org/I1327237609"]},{"raw_affiliation_string":"School of Information, Renmin University of China, Beijing, China","institution_ids":["https://openalex.org/I78988378"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5043002180","display_name":"Jidong Chen","orcid":"https://orcid.org/0000-0002-4040-6350"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Jidong Chen","raw_affiliation_strings":["EMC-Greenplum Research China, China"],"affiliations":[{"raw_affiliation_string":"EMC-Greenplum Research China, China","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5039720331","display_name":"Xuan Zhou","orcid":"https://orcid.org/0000-0001-6591-8515"},"institutions":[{"id":"https://openalex.org/I78988378","display_name":"Renmin University of China","ror":"https://ror.org/041pakw92","country_code":"CN","type":"education","lineage":["https://openalex.org/I78988378"]},{"id":"https://openalex.org/I1327237609","display_name":"Ministry of Education of the People's Republic of China","ror":"https://ror.org/01mv9t934","country_code":"CN","type":"funder","lineage":["https://openalex.org/I1327237609","https://openalex.org/I4210127390"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xuan Zhou","raw_affiliation_strings":["Key Laboratory of Data Engineering and Knowledge Engineering (RUC), Ministry of Education, Beijing, China","School of Information, Renmin University of China, Beijing, China"],"affiliations":[{"raw_affiliation_string":"Key Laboratory of Data Engineering and Knowledge Engineering (RUC), Ministry of Education, Beijing, China","institution_ids":["https://openalex.org/I1327237609"]},{"raw_affiliation_string":"School of Information, Renmin University of China, Beijing, China","institution_ids":["https://openalex.org/I78988378"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5008721449","display_name":"Xiaoyong Du","orcid":"https://orcid.org/0000-0002-5757-9135"},"institutions":[{"id":"https://openalex.org/I78988378","display_name":"Renmin University of China","ror":"https://ror.org/041pakw92","country_code":"CN","type":"education","lineage":["https://openalex.org/I78988378"]},{"id":"https://openalex.org/I1327237609","display_name":"Ministry of Education of the People's Republic of China","ror":"https://ror.org/01mv9t934","country_code":"CN","type":"funder","lineage":["https://openalex.org/I1327237609","https://openalex.org/I4210127390"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xiaoyong Du","raw_affiliation_strings":["Key Laboratory of Data Engineering and Knowledge Engineering (RUC), Ministry of Education, Beijing, China","School of Information, Renmin University of China, Beijing, China"],"affiliations":[{"raw_affiliation_string":"Key Laboratory of Data Engineering and Knowledge Engineering (RUC), Ministry of Education, Beijing, China","institution_ids":["https://openalex.org/I1327237609"]},{"raw_affiliation_string":"School of Information, Renmin University of China, Beijing, China","institution_ids":["https://openalex.org/I78988378"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5073869833","display_name":"Shan Wang","orcid":"https://orcid.org/0000-0002-6990-8071"},"institutions":[{"id":"https://openalex.org/I78988378","display_name":"Renmin University of China","ror":"https://ror.org/041pakw92","country_code":"CN","type":"education","lineage":["https://openalex.org/I78988378"]},{"id":"https://openalex.org/I1327237609","display_name":"Ministry of Education of the People's Republic of China","ror":"https://ror.org/01mv9t934","country_code":"CN","type":"funder","lineage":["https://openalex.org/I1327237609","https://openalex.org/I4210127390"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shan Wang","raw_affiliation_strings":["Key Laboratory of Data Engineering and Knowledge Engineering (RUC), Ministry of Education, Beijing, China","School of Information, Renmin University of China, Beijing, China"],"affiliations":[{"raw_affiliation_string":"Key Laboratory of Data Engineering and Knowledge Engineering (RUC), Ministry of Education, Beijing, China","institution_ids":["https://openalex.org/I1327237609"]},{"raw_affiliation_string":"School of Information, Renmin University of China, Beijing, China","institution_ids":["https://openalex.org/I78988378"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":7,"corresponding_author_ids":["https://openalex.org/A5025179425"],"corresponding_institution_ids":["https://openalex.org/I1327237609","https://openalex.org/I78988378"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.18963724,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"15","issue":null,"first_page":"2738","last_page":"2741"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10538","display_name":"Data Mining Algorithms and Applications","score":0.9932000041007996,"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"}},"topics":[{"id":"https://openalex.org/T10538","display_name":"Data Mining Algorithms and Applications","score":0.9932000041007996,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.991599977016449,"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/T11106","display_name":"Data Management and Algorithms","score":0.9865000247955322,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"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/computer-science","display_name":"Computer science","score":0.8304888010025024},{"id":"https://openalex.org/keywords/task","display_name":"Task (project management)","score":0.5838196277618408},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.5464266538619995},{"id":"https://openalex.org/keywords/execution-time","display_name":"Execution time","score":0.5425387620925903},{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.5328821539878845},{"id":"https://openalex.org/keywords/profit","display_name":"Profit (economics)","score":0.4274331331253052},{"id":"https://openalex.org/keywords/space","display_name":"Space (punctuation)","score":0.423906534910202},{"id":"https://openalex.org/keywords/optimization-algorithm","display_name":"Optimization algorithm","score":0.41132307052612305},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.3555528521537781},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.25975102186203003},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.18096929788589478},{"id":"https://openalex.org/keywords/parallel-computing","display_name":"Parallel computing","score":0.1670764982700348},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.07844138145446777}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8304888010025024},{"id":"https://openalex.org/C2780451532","wikidata":"https://www.wikidata.org/wiki/Q759676","display_name":"Task (project management)","level":2,"score":0.5838196277618408},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.5464266538619995},{"id":"https://openalex.org/C2989134064","wikidata":"https://www.wikidata.org/wiki/Q288510","display_name":"Execution time","level":2,"score":0.5425387620925903},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.5328821539878845},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.4274331331253052},{"id":"https://openalex.org/C2778572836","wikidata":"https://www.wikidata.org/wiki/Q380933","display_name":"Space (punctuation)","level":2,"score":0.423906534910202},{"id":"https://openalex.org/C2987595161","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Optimization algorithm","level":2,"score":0.41132307052612305},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.3555528521537781},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.25975102186203003},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.18096929788589478},{"id":"https://openalex.org/C173608175","wikidata":"https://www.wikidata.org/wiki/Q232661","display_name":"Parallel computing","level":1,"score":0.1670764982700348},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.07844138145446777},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/fskd.2012.6233799","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fskd.2012.6233799","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2012 9th International Conference on Fuzzy Systems and Knowledge Discovery","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":7,"referenced_works":["https://openalex.org/W2010929544","https://openalex.org/W2030918599","https://openalex.org/W2044936152","https://openalex.org/W2070181657","https://openalex.org/W2117151385","https://openalex.org/W2154671127","https://openalex.org/W2296599285"],"related_works":["https://openalex.org/W4389443772","https://openalex.org/W2548721895","https://openalex.org/W2373456246","https://openalex.org/W2013265273","https://openalex.org/W4238809000","https://openalex.org/W2786646446","https://openalex.org/W2312871963","https://openalex.org/W2331739042","https://openalex.org/W2390930322","https://openalex.org/W4256549665"],"abstract_inverted_index":{"In":[0],"algorithm":[1,33],"trading,":[2],"computer":[3],"algorithms":[4],"are":[5,123],"used":[6],"to":[7,50,57,97],"make":[8],"the":[9,12,29,32,51,59,64,68,79,88,119],"decision":[10],"on":[11,38],"time,":[13],"quantity,":[14],"and":[15,93],"direction":[16],"of":[17,31,72,83,90,116],"operations":[18],"(buy,":[19],"sell,":[20],"or":[21],"hold)":[22],"automatically.":[23],"To":[24],"create":[25],"a":[26,45,105,128],"useful":[27],"algorithm,":[28],"parameters":[30,122],"should":[34],"be":[35,74],"optimized":[36,111],"based":[37,107],"historical":[39],"data.":[40],"However,":[41],"Parameter":[42],"optimization":[43,73],"is":[44],"time":[46],"consuming":[47],"task,":[48],"due":[49],"large":[52],"search":[53,58],"space.":[54],"We":[55,101],"propose":[56],"parameter":[60],"combination":[61],"space":[62],"using":[63],"MapReduce":[65],"framework,":[66],"with":[67],"expectation":[69],"that":[70,104],"runtime":[71],"cut":[75],"down":[76],"by":[77],"leveraging":[78],"parallel":[80],"processing":[81],"capability":[82],"MapReduce.":[84],"This":[85],"paper":[86],"presents":[87],"details":[89],"our":[91],"method":[92],"some":[94],"experiment":[95],"results":[96],"demonstrate":[98],"its":[99],"efficiency.":[100],"also":[102],"show":[103],"rule":[106],"strategy":[108],"after":[109],"being":[110],"performs":[112],"better":[113],"in":[114],"terms":[115],"stability":[117],"than":[118],"one":[120],"whose":[121],"arbitrarily":[124],"preset,":[125],"while":[126],"making":[127],"comparable":[129],"profit.":[130]},"counts_by_year":[{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2018,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}