{"id":"https://openalex.org/W4295714464","doi":"https://doi.org/10.1142/s0129054122420199","title":"Algorithm Design for Asset Trading Under Multiple Factors","display_name":"Algorithm Design for Asset Trading Under Multiple Factors","publication_year":2022,"publication_date":"2022-09-01","ids":{"openalex":"https://openalex.org/W4295714464","doi":"https://doi.org/10.1142/s0129054122420199"},"language":"en","primary_location":{"id":"doi:10.1142/s0129054122420199","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0129054122420199","pdf_url":null,"source":{"id":"https://openalex.org/S68047077","display_name":"International Journal of Foundations of Computer Science","issn_l":"0129-0541","issn":["0129-0541","1793-6373"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Foundations of Computer Science","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/A5101768947","display_name":"Li-Jun Xu","orcid":"https://orcid.org/0000-0002-2122-3364"},"institutions":[{"id":"https://openalex.org/I21945476","display_name":"Shanghai Normal University","ror":"https://ror.org/01cxqmw89","country_code":"CN","type":"education","lineage":["https://openalex.org/I21945476"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Li-Jun Xu","raw_affiliation_strings":["School of Finance and Business, Shanghai Normal University, Shanghai 200234, P. R. China"],"affiliations":[{"raw_affiliation_string":"School of Finance and Business, Shanghai Normal University, Shanghai 200234, P. R. China","institution_ids":["https://openalex.org/I21945476"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5088574043","display_name":"Shouyu Wei","orcid":"https://orcid.org/0009-0009-9937-366X"},"institutions":[{"id":"https://openalex.org/I188935350","display_name":"Anhui University of Finance and Economics","ror":"https://ror.org/0152zzg30","country_code":"CN","type":"education","lineage":["https://openalex.org/I188935350"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shou-Yu Wei","raw_affiliation_strings":["School of Finance, Anhui University of Finance and Economics, Bengbu 233030, P. R. China"],"affiliations":[{"raw_affiliation_string":"School of Finance, Anhui University of Finance and Economics, Bengbu 233030, P. R. China","institution_ids":["https://openalex.org/I188935350"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100555122","display_name":"LU Xiao-qing","orcid":null},"institutions":[{"id":"https://openalex.org/I188935350","display_name":"Anhui University of Finance and Economics","ror":"https://ror.org/0152zzg30","country_code":"CN","type":"education","lineage":["https://openalex.org/I188935350"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xiao-Qing Lu","raw_affiliation_strings":["School of Accounting, Anhui University of Finance and Economics, Bengbu 233030, P. R. China"],"affiliations":[{"raw_affiliation_string":"School of Accounting, Anhui University of Finance and Economics, Bengbu 233030, P. R. China","institution_ids":["https://openalex.org/I188935350"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5026397024","display_name":"Zehua He","orcid":"https://orcid.org/0000-0001-7633-3037"},"institutions":[{"id":"https://openalex.org/I188935350","display_name":"Anhui University of Finance and Economics","ror":"https://ror.org/0152zzg30","country_code":"CN","type":"education","lineage":["https://openalex.org/I188935350"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Ze-Hua He","raw_affiliation_strings":["School of Statistics and Applied Mathematics, Anhui University of Finance and Economics, Bengbu 233030, P. R. China"],"affiliations":[{"raw_affiliation_string":"School of Statistics and Applied Mathematics, Anhui University of Finance and Economics, Bengbu 233030, P. R. China","institution_ids":["https://openalex.org/I188935350"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5055524868","display_name":"Jiaming Zhu","orcid":null},"institutions":[{"id":"https://openalex.org/I188935350","display_name":"Anhui University of Finance and Economics","ror":"https://ror.org/0152zzg30","country_code":"CN","type":"education","lineage":["https://openalex.org/I188935350"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jia-Ming Zhu","raw_affiliation_strings":["School of Statistics and Applied Mathematics, Anhui University of Finance and Economics, Bengbu 233030, P. R. China"],"affiliations":[{"raw_affiliation_string":"School of Statistics and Applied Mathematics, Anhui University of Finance and Economics, Bengbu 233030, P. R. China","institution_ids":["https://openalex.org/I188935350"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5101768947"],"corresponding_institution_ids":["https://openalex.org/I21945476"],"apc_list":null,"apc_paid":null,"fwci":0.3273,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.61624744,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"33","issue":"06n07","first_page":"867","last_page":"886"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9944000244140625,"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":0.9944000244140625,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.983299970626831,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9819999933242798,"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/transaction-cost","display_name":"Transaction cost","score":0.5625585913658142},{"id":"https://openalex.org/keywords/database-transaction","display_name":"Database transaction","score":0.5058881640434265},{"id":"https://openalex.org/keywords/gold-as-an-investment","display_name":"Gold as an investment","score":0.4961448609828949},{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.47756582498550415},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.46875476837158203},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4637383222579956},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.45614999532699585},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.4453759491443634},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.4452993869781494},{"id":"https://openalex.org/keywords/particle-swarm-optimization","display_name":"Particle swarm optimization","score":0.4403294324874878},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.4395410716533661},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.4387431740760803},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.37925511598587036},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.3406113386154175},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3032141327857971},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.23530566692352295},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.20380160212516785},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.19901472330093384},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.18290433287620544}],"concepts":[{"id":"https://openalex.org/C98965940","wikidata":"https://www.wikidata.org/wiki/Q877496","display_name":"Transaction cost","level":2,"score":0.5625585913658142},{"id":"https://openalex.org/C75949130","wikidata":"https://www.wikidata.org/wiki/Q848010","display_name":"Database transaction","level":2,"score":0.5058881640434265},{"id":"https://openalex.org/C11039479","wikidata":"https://www.wikidata.org/wiki/Q791975","display_name":"Gold as an investment","level":2,"score":0.4961448609828949},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.47756582498550415},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.46875476837158203},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4637383222579956},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.45614999532699585},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.4453759491443634},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4452993869781494},{"id":"https://openalex.org/C85617194","wikidata":"https://www.wikidata.org/wiki/Q2072794","display_name":"Particle swarm optimization","level":2,"score":0.4403294324874878},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.4395410716533661},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.4387431740760803},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.37925511598587036},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3406113386154175},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3032141327857971},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.23530566692352295},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.20380160212516785},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.19901472330093384},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.18290433287620544},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1142/s0129054122420199","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0129054122420199","pdf_url":null,"source":{"id":"https://openalex.org/S68047077","display_name":"International Journal of Foundations of Computer Science","issn_l":"0129-0541","issn":["0129-0541","1793-6373"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Foundations of Computer Science","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W173885338","https://openalex.org/W1988845048","https://openalex.org/W2032696538","https://openalex.org/W2041628101","https://openalex.org/W2054431931","https://openalex.org/W2080862346","https://openalex.org/W2090874083","https://openalex.org/W2095287175","https://openalex.org/W2132621139","https://openalex.org/W2137983211","https://openalex.org/W2970410370","https://openalex.org/W2986307427","https://openalex.org/W3173614467","https://openalex.org/W3210344265","https://openalex.org/W4281774433"],"related_works":["https://openalex.org/W2163904513","https://openalex.org/W2390571793","https://openalex.org/W2066699814","https://openalex.org/W2353293562","https://openalex.org/W2107977823","https://openalex.org/W2483220807","https://openalex.org/W2357658488","https://openalex.org/W4295714464","https://openalex.org/W2045851033","https://openalex.org/W1561354312"],"abstract_inverted_index":{"For":[0],"the":[1,11,21,25,39,49,60,65,75,84,127,136,140],"strategy":[2,78],"of":[3,14,17,43,68,86,103,131,139],"investing":[4],"in":[5,20,51],"gold":[6,44,55,132],"and":[7,23,30,35,45,56,96,133,135],"Bitcoin,":[8,57,134],"first":[9],"collect":[10],"historical":[12],"prices":[13],"two":[15,141],"types":[16],"investment":[18],"products":[19],"market,":[22],"use":[24,92],"wavelet":[26],"neural":[27],"network":[28],"model":[29,32,34,62],"WT-LSTM":[31],"to":[33,37,63,73,99,126,144],"analyze":[36],"predict":[38,117],"future":[40,118],"price":[41,52,123],"trends":[42,119],"Bitcoin.":[46],"Second,":[47],"considering":[48,83],"difference":[50],"fluctuations":[53],"between":[54],"based":[58,120],"on":[59,89,121],"GARCH-EVT":[61],"increase":[64],"risk":[66,80,129],"uncertainty":[67],"financial":[69,142],"assets,":[70],"proposes":[71],"how":[72],"achieve":[74,107],"best":[76],"trading":[77,147],"under":[79],"characteristics.":[81],"Finally,":[82],"influence":[85],"transaction":[87,104,145],"rate":[88,105],"income,":[90],"we":[91],"particle":[93],"swarm":[94],"algorithm":[95,98],"genetic":[97],"study":[100,111],"what":[101],"kind":[102],"can":[106,116],"maximum":[108],"income.":[109],"The":[110],"found":[112],"that":[113],"although":[114],"traders":[115],"daily":[122],"changes,":[124],"due":[125],"different":[128,137],"factors":[130],"sensitivity":[138],"assets":[143],"costs,":[146],"strategies":[148],"will":[149],"be":[150],"very":[151],"different.":[152]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}