{"id":"https://openalex.org/W3126243157","doi":"https://doi.org/10.1145/3442632.3448307","title":"Offline Algorithms in Low-Frequency Trading","display_name":"Offline Algorithms in Low-Frequency Trading","publication_year":2020,"publication_date":"2020-12-14","ids":{"openalex":"https://openalex.org/W3126243157","doi":"https://doi.org/10.1145/3442632.3448307","mag":"3126243157"},"language":"en","primary_location":{"id":"doi:10.1145/3442632.3448307","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3442632.3448307","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3442632.3448307","source":{"id":"https://openalex.org/S45584542","display_name":"Queue","issn_l":"1542-7730","issn":["1542-7730","1542-7749"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Queue","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://dl.acm.org/doi/pdf/10.1145/3442632.3448307","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5014934596","display_name":"Terence Kelly","orcid":"https://orcid.org/0009-0006-1607-5674"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Terence Kelly","raw_affiliation_strings":[""],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5014934596"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.1802,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":{"value":0.60146598,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"18","issue":"6","first_page":"37","last_page":"51"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11182","display_name":"Auction Theory and Applications","score":0.9998000264167786,"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/T11182","display_name":"Auction Theory and Applications","score":0.9998000264167786,"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/T11161","display_name":"Consumer Market Behavior and Pricing","score":0.9854999780654907,"subfield":{"id":"https://openalex.org/subfields/1406","display_name":"Marketing"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12288","display_name":"Optimization and Search Problems","score":0.9645000100135803,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/common-value-auction","display_name":"Common value auction","score":0.7793810367584229},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7583234906196594},{"id":"https://openalex.org/keywords/software","display_name":"Software","score":0.6612020134925842},{"id":"https://openalex.org/keywords/combinatorial-auction","display_name":"Combinatorial auction","score":0.6412494778633118},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.46710553765296936},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.4588412046432495},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.42564836144447327},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.255119264125824},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.18075212836265564},{"id":"https://openalex.org/keywords/programming-language","display_name":"Programming language","score":0.17912352085113525},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.14116698503494263}],"concepts":[{"id":"https://openalex.org/C163239763","wikidata":"https://www.wikidata.org/wiki/Q5153637","display_name":"Common value auction","level":2,"score":0.7793810367584229},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7583234906196594},{"id":"https://openalex.org/C2777904410","wikidata":"https://www.wikidata.org/wiki/Q7397","display_name":"Software","level":2,"score":0.6612020134925842},{"id":"https://openalex.org/C59919655","wikidata":"https://www.wikidata.org/wiki/Q5150821","display_name":"Combinatorial auction","level":3,"score":0.6412494778633118},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.46710553765296936},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4588412046432495},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.42564836144447327},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.255119264125824},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.18075212836265564},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.17912352085113525},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.14116698503494263}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3442632.3448307","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3442632.3448307","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3442632.3448307","source":{"id":"https://openalex.org/S45584542","display_name":"Queue","issn_l":"1542-7730","issn":["1542-7730","1542-7749"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Queue","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1145/3442632.3448307","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3442632.3448307","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3442632.3448307","source":{"id":"https://openalex.org/S45584542","display_name":"Queue","issn_l":"1542-7730","issn":["1542-7730","1542-7749"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Queue","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320332603","display_name":"University of California, San Diego","ror":"https://ror.org/0168r3w48"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3126243157.pdf","grobid_xml":"https://content.openalex.org/works/W3126243157.grobid-xml"},"referenced_works_count":9,"referenced_works":["https://openalex.org/W2069323107","https://openalex.org/W2074229969","https://openalex.org/W2094473698","https://openalex.org/W2138536735","https://openalex.org/W2489495281","https://openalex.org/W3083082814","https://openalex.org/W3089300835","https://openalex.org/W6817303427","https://openalex.org/W7008583937"],"related_works":["https://openalex.org/W2164943659","https://openalex.org/W2293269701","https://openalex.org/W1775068182","https://openalex.org/W1594147293","https://openalex.org/W2184491186","https://openalex.org/W1495402553","https://openalex.org/W3122260521","https://openalex.org/W2600242401","https://openalex.org/W2765249998","https://openalex.org/W4297795036"],"abstract_inverted_index":{"Expectations":[0],"run":[1],"high":[2],"for":[3],"software":[4,27,97],"that":[5,54,98,108],"makes":[6],"real-world":[7],"decisions,":[8],"particularly":[9],"when":[10],"money":[11],"hangs":[12],"in":[13,37,77],"the":[14,20,82,89],"balance.":[15],"This":[16],"third":[17],"episode":[18],"of":[19,85,92,102],"Drill":[21,103],"Bits":[22,104],"column":[23],"shows":[24],"how":[25],"well-designed":[26],"can":[28],"effectively":[29],"create":[30],"wealth":[31],"by":[32],"optimizing":[33],"gains":[34],"from":[35,75],"trade":[36],"combinatorial":[38,86,110],"auctions.":[39,111],"We'll":[40],"unveil":[41],"a":[42,48,59],"deep":[43],"connection":[44],"between":[45],"auctions":[46,87],"and":[47,68,79],"classic":[49],"textbook":[50],"problem,":[51],"we'll":[52,63,80],"see":[53],"clearing":[55],"an":[56,70],"auction":[57],"resembles":[58],"high-stakes":[60],"mutant":[61],"Tetris,":[62],"learn":[64],"to":[65],"stop":[66],"worrying":[67],"love":[69],"NP-hard":[71],"problem":[72],"that's":[73],"far":[74],"intractable":[76],"practice,":[78],"contrast":[81],"deliberative":[83],"business":[84],"with":[88],"near-real-time":[90],"hustle":[91],"high-frequency":[93],"trading.":[94],"The":[95],"example":[96],"accompanies":[99],"this":[100],"installment":[101],"implements":[105],"two":[106],"algorithms":[107],"clear":[109]},"counts_by_year":[{"year":2023,"cited_by_count":1}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}
