{"id":"https://openalex.org/W2007562804","doi":"https://doi.org/10.1145/1570256.1570270","title":"Efficient trade execution using a genetic algorithm in an order book based artificial stock market","display_name":"Efficient trade execution using a genetic algorithm in an order book based artificial stock market","publication_year":2009,"publication_date":"2009-07-08","ids":{"openalex":"https://openalex.org/W2007562804","doi":"https://doi.org/10.1145/1570256.1570270","mag":"2007562804"},"language":"en","primary_location":{"id":"doi:10.1145/1570256.1570270","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1570256.1570270","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 11th Annual Conference Companion on Genetic and Evolutionary Computation Conference: Late Breaking Papers","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/A5101690221","display_name":"Wei Cui","orcid":"https://orcid.org/0000-0001-8636-6916"},"institutions":[{"id":"https://openalex.org/I100930933","display_name":"University College Dublin","ror":"https://ror.org/05m7pjf47","country_code":"IE","type":"education","lineage":["https://openalex.org/I100930933"]}],"countries":["IE"],"is_corresponding":true,"raw_author_name":"Wei Cui","raw_affiliation_strings":["University College Dublin, Dublin, Ireland"],"affiliations":[{"raw_affiliation_string":"University College Dublin, Dublin, Ireland","institution_ids":["https://openalex.org/I100930933"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5045190581","display_name":"Anthony Brabazon","orcid":"https://orcid.org/0000-0001-8070-294X"},"institutions":[{"id":"https://openalex.org/I100930933","display_name":"University College Dublin","ror":"https://ror.org/05m7pjf47","country_code":"IE","type":"education","lineage":["https://openalex.org/I100930933"]}],"countries":["IE"],"is_corresponding":false,"raw_author_name":"Anthony Brabazon","raw_affiliation_strings":["University College Dublin, Dublin, Ireland"],"affiliations":[{"raw_affiliation_string":"University College Dublin, Dublin, Ireland","institution_ids":["https://openalex.org/I100930933"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5001619292","display_name":"Michael O\u2019Neill","orcid":"https://orcid.org/0000-0001-8734-417X"},"institutions":[{"id":"https://openalex.org/I100930933","display_name":"University College Dublin","ror":"https://ror.org/05m7pjf47","country_code":"IE","type":"education","lineage":["https://openalex.org/I100930933"]}],"countries":["IE"],"is_corresponding":false,"raw_author_name":"Michael O'Neill","raw_affiliation_strings":["University College Dublin, Dublin, Ireland"],"affiliations":[{"raw_affiliation_string":"University College Dublin, Dublin, Ireland","institution_ids":["https://openalex.org/I100930933"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5101690221"],"corresponding_institution_ids":["https://openalex.org/I100930933"],"apc_list":null,"apc_paid":null,"fwci":1.2052,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.80768756,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"2023","last_page":"2028"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9939000010490417,"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":0.9939000010490417,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.992900013923645,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9915000200271606,"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/computer-science","display_name":"Computer science","score":0.6899210214614868},{"id":"https://openalex.org/keywords/evolutionary-algorithm","display_name":"Evolutionary algorithm","score":0.5725855231285095},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5721756219863892},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.559752345085144},{"id":"https://openalex.org/keywords/task","display_name":"Task (project management)","score":0.52863609790802},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.49451395869255066},{"id":"https://openalex.org/keywords/execution-time","display_name":"Execution time","score":0.4845694601535797},{"id":"https://openalex.org/keywords/evolutionary-computation","display_name":"Evolutionary computation","score":0.4778729975223541},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"Genetic algorithm","score":0.476020872592926},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.4475310444831848},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3181176483631134},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.23571434617042542},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.22211363911628723},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.18204915523529053},{"id":"https://openalex.org/keywords/distributed-computing","display_name":"Distributed computing","score":0.14725491404533386},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.0828736424446106}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6899210214614868},{"id":"https://openalex.org/C159149176","wikidata":"https://www.wikidata.org/wiki/Q14489129","display_name":"Evolutionary algorithm","level":2,"score":0.5725855231285095},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5721756219863892},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.559752345085144},{"id":"https://openalex.org/C2780451532","wikidata":"https://www.wikidata.org/wiki/Q759676","display_name":"Task (project management)","level":2,"score":0.52863609790802},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.49451395869255066},{"id":"https://openalex.org/C2989134064","wikidata":"https://www.wikidata.org/wiki/Q288510","display_name":"Execution time","level":2,"score":0.4845694601535797},{"id":"https://openalex.org/C105902424","wikidata":"https://www.wikidata.org/wiki/Q1197129","display_name":"Evolutionary computation","level":2,"score":0.4778729975223541},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.476020872592926},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4475310444831848},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3181176483631134},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.23571434617042542},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.22211363911628723},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.18204915523529053},{"id":"https://openalex.org/C120314980","wikidata":"https://www.wikidata.org/wiki/Q180634","display_name":"Distributed computing","level":1,"score":0.14725491404533386},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0828736424446106},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"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/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"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/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/1570256.1570270","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1570256.1570270","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 11th Annual Conference Companion on Genetic and Evolutionary Computation Conference: Late Breaking Papers","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Partnerships for the goals","score":0.5099999904632568,"id":"https://metadata.un.org/sdg/17"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W653452102","https://openalex.org/W1588418289","https://openalex.org/W1610487738","https://openalex.org/W1646672342","https://openalex.org/W1754742701","https://openalex.org/W1981112221","https://openalex.org/W2001770658","https://openalex.org/W2018567859","https://openalex.org/W2036619561","https://openalex.org/W2121717762","https://openalex.org/W2150704630","https://openalex.org/W2612597751","https://openalex.org/W3146615950","https://openalex.org/W4206474194","https://openalex.org/W6635003686","https://openalex.org/W6636423201","https://openalex.org/W6637612854"],"related_works":["https://openalex.org/W4297582752","https://openalex.org/W4285805405","https://openalex.org/W2391924736","https://openalex.org/W3133779647","https://openalex.org/W1560122427","https://openalex.org/W1993493607","https://openalex.org/W2021957875","https://openalex.org/W2802808995","https://openalex.org/W2787833928","https://openalex.org/W2593449396"],"abstract_inverted_index":{"Although":[0],"there":[1],"is":[2,32],"a":[3,46,82,95],"plentiful":[4],"literature":[5],"on":[6],"the":[7,13,24,35,42,54,61],"use":[8],"of":[9,15,26,38,45,49,56,97],"evolutionary":[10,66],"methodologies":[11],"for":[12,69,99],"trading":[14],"financial":[16,47],"assets,":[17],"little":[18],"attention":[19],"has":[20],"been":[21],"paid":[22],"to":[23,85],"issue":[25],"efficient":[27,88],"trade":[28,57,89],"execution.":[29],"Trade":[30],"execution":[31,58,90],"concerned":[33],"with":[34],"actual":[36],"mechanics":[37],"buying":[39],"or":[40],"selling":[41],"desired":[43],"amount":[44],"instrument":[48],"interest.":[50],"This":[51],"paper":[52],"introduces":[53],"concept":[55],"and":[59,80],"outlines":[60],"limited":[62],"prior":[63],"work":[64],"applying":[65],"computing":[67],"methods":[68],"this":[70],"task.":[71],"Furthermore,":[72],"we":[73,93],"build":[74],"an":[75,87],"Agent-based":[76],"Artificial":[77],"Stock":[78],"Market":[79],"apply":[81],"Genetic":[83],"Algorithm":[84],"evolve":[86],"strategy.":[91],"Finally":[92],"suggest":[94],"number":[96],"opportunities":[98],"future":[100],"research.":[101]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2012,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}