{"id":"https://openalex.org/W2012480148","doi":"https://doi.org/10.1145/1167253.1167311","title":"Real-time intelligent program stock trading","display_name":"Real-time intelligent program stock trading","publication_year":2005,"publication_date":"2005-03-18","ids":{"openalex":"https://openalex.org/W2012480148","doi":"https://doi.org/10.1145/1167253.1167311","mag":"2012480148"},"language":"en","primary_location":{"id":"doi:10.1145/1167253.1167311","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1167253.1167311","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 43rd annual Southeast regional conference - Volume 2","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/A5113537505","display_name":"Kam Fui Lau","orcid":null},"institutions":[{"id":"https://openalex.org/I226413961","display_name":"Armstrong Atlantic State University","ror":"https://ror.org/03rr7q548","country_code":"US","type":"education","lineage":["https://openalex.org/I226413961"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Kam Fui Lau","raw_affiliation_strings":["Armstrong Atlantic State University, Savannah, GA","Armstrong Atlantic State University, Savannah, GA#TAB#"],"affiliations":[{"raw_affiliation_string":"Armstrong Atlantic State University, Savannah, GA","institution_ids":["https://openalex.org/I226413961"]},{"raw_affiliation_string":"Armstrong Atlantic State University, Savannah, GA#TAB#","institution_ids":["https://openalex.org/I226413961"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5113537505"],"corresponding_institution_ids":["https://openalex.org/I226413961"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.14821756,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"1","issue":null,"first_page":"250","last_page":"255"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10772","display_name":"Distributed systems and fault tolerance","score":0.9886000156402588,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"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/T10772","display_name":"Distributed systems and fault tolerance","score":0.9886000156402588,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"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/T10933","display_name":"Real-Time Systems Scheduling","score":0.9850000143051147,"subfield":{"id":"https://openalex.org/subfields/1708","display_name":"Hardware and Architecture"},"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/T10054","display_name":"Parallel Computing and Optimization Techniques","score":0.9685999751091003,"subfield":{"id":"https://openalex.org/subfields/1708","display_name":"Hardware and Architecture"},"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/algorithmic-trading","display_name":"Algorithmic trading","score":0.6900546550750732},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6541956067085266},{"id":"https://openalex.org/keywords/arbitrage","display_name":"Arbitrage","score":0.5669021606445312},{"id":"https://openalex.org/keywords/database-transaction","display_name":"Database transaction","score":0.5350317358970642},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5303576588630676},{"id":"https://openalex.org/keywords/futures-contract","display_name":"Futures contract","score":0.5226469039916992},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.5028354525566101},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4792183041572571},{"id":"https://openalex.org/keywords/electronic-trading","display_name":"Electronic trading","score":0.4704153835773468},{"id":"https://openalex.org/keywords/stock-trading","display_name":"Stock trading","score":0.45013701915740967},{"id":"https://openalex.org/keywords/database","display_name":"Database","score":0.33485302329063416},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.26617205142974854},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.20326051115989685},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.09852588176727295}],"concepts":[{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.6900546550750732},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6541956067085266},{"id":"https://openalex.org/C160623529","wikidata":"https://www.wikidata.org/wiki/Q273088","display_name":"Arbitrage","level":2,"score":0.5669021606445312},{"id":"https://openalex.org/C75949130","wikidata":"https://www.wikidata.org/wiki/Q848010","display_name":"Database transaction","level":2,"score":0.5350317358970642},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5303576588630676},{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.5226469039916992},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.5028354525566101},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4792183041572571},{"id":"https://openalex.org/C179262372","wikidata":"https://www.wikidata.org/wiki/Q778043","display_name":"Electronic trading","level":2,"score":0.4704153835773468},{"id":"https://openalex.org/C2989233474","wikidata":"https://www.wikidata.org/wiki/Q7831917","display_name":"Stock trading","level":4,"score":0.45013701915740967},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.33485302329063416},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.26617205142974854},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.20326051115989685},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.09852588176727295},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"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}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/1167253.1167311","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1167253.1167311","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 43rd annual Southeast regional conference - Volume 2","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.5,"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":12,"referenced_works":["https://openalex.org/W8463221","https://openalex.org/W1543582855","https://openalex.org/W1560897826","https://openalex.org/W1573217167","https://openalex.org/W1991036250","https://openalex.org/W2030689196","https://openalex.org/W2105628511","https://openalex.org/W2125653236","https://openalex.org/W2148477301","https://openalex.org/W2154009556","https://openalex.org/W2156496641","https://openalex.org/W2164448820"],"related_works":["https://openalex.org/W4311009023","https://openalex.org/W4313491999","https://openalex.org/W2257818248","https://openalex.org/W2392556764","https://openalex.org/W4226227859","https://openalex.org/W4399587225","https://openalex.org/W607359452","https://openalex.org/W2886042381","https://openalex.org/W1497538559","https://openalex.org/W2503282159"],"abstract_inverted_index":{"An":[0],"intelligent":[1,97,108],"program":[2,98,109,160,195,211],"stock":[3,18,99,110,154,161,196,212],"trading":[4,100,157,162,213],"system":[5,8,89,101,111],"is":[6,51,67,76,85,112,139],"a":[7,34,52,81,93],"that":[9,66,75,131],"will":[10,58,179,201],"constantly":[11],"monitor":[12],"the":[13,17,22,37,41,60,64,72,125,129,133,186],"price":[14,38,54,68],"differential":[15,39],"between":[16,40],"index":[19,56,190],"futures":[20],"and":[21,27,32,70,127,156],"underlying":[23],"basket":[24],"of":[25,46,96,118,147,194],"stocks":[26],"to":[28,62,79,86,102,114,142,169],"automatically":[29],"initialize,":[30],"execute":[31],"complete":[33],"transaction":[35,198],"when":[36,49],"two":[42],"markets":[43],"are":[44,167],"out":[45],"synchronization.":[47],"Traditionally,":[48],"there":[50],"large":[53,116],"differential,":[55],"arbitrageurs":[57],"enter":[59],"market":[61],"buy":[63],"side":[65,74],"lower":[69],"sell":[71],"other":[73,206],"priced":[77],"higher":[78],"make":[80],"profit.":[82],"This":[83],"work":[84],"apply":[87],"real-time":[88,165,182,207],"research":[90],"in":[91,159,172,189,209],"designing":[92],"new":[94],"type":[95],"automate":[103],"this":[104,176],"process.":[105],"The":[106],"proposed":[107],"required":[113],"handle":[115],"amounts":[117],"data":[119,126,146],"with":[120],"time":[121],"constraints":[122],"imposed":[123],"on":[124,128],"transactions":[130,173],"access":[132],"data.":[134],"Traditional":[135],"database":[136,184],"technology,":[137],"however,":[138],"not":[140],"designed":[141,168],"manage":[143],"perishable":[144],"(time-constrained)":[145],"these":[148],"financial":[149],"applications,":[150],"such":[151],"as":[152],"\"current\"":[153],"prices":[155],"volumes":[158],"transactions.":[163],"However,":[164],"systems":[166],"meet":[170],"deadlines":[171],"scheduling.":[174,199],"In":[175],"paper,":[177],"we":[178],"discuss":[180,203],"using":[181,204],"object-oriented":[183],"system,":[185],"quantifying":[187],"technique":[188],"arbitrage":[191],"(a":[192],"form":[193],"trading)":[197],"We":[200],"also":[202],"several":[205],"technologies":[208],"building":[210],"systems.":[214]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}