{"id":"https://openalex.org/W4284989219","doi":"https://doi.org/10.1145/3537693.3537728","title":"Risk Trading Strategy: A Trading Strategy System Based on ARIMA and Iterative Risk Trading Model","display_name":"Risk Trading Strategy: A Trading Strategy System Based on ARIMA and Iterative Risk Trading Model","publication_year":2022,"publication_date":"2022-04-27","ids":{"openalex":"https://openalex.org/W4284989219","doi":"https://doi.org/10.1145/3537693.3537728"},"language":"en","primary_location":{"id":"doi:10.1145/3537693.3537728","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3537693.3537728","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2022 6th International Conference on E-Commerce, E-Business and E-Government","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/A5047475073","display_name":"Junying Song","orcid":"https://orcid.org/0000-0002-9816-4454"},"institutions":[{"id":"https://openalex.org/I4210162190","display_name":"China University of Petroleum, East China","ror":"https://ror.org/05gbn2817","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210162190"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Junying Song","raw_affiliation_strings":["Department of Geographic Information Science, China University of Petroleum (East China), China"],"affiliations":[{"raw_affiliation_string":"Department of Geographic Information Science, China University of Petroleum (East China), China","institution_ids":["https://openalex.org/I4210162190"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5053334564","display_name":"Henghao Cheng","orcid":null},"institutions":[{"id":"https://openalex.org/I4210162190","display_name":"China University of Petroleum, East China","ror":"https://ror.org/05gbn2817","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210162190"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Henghao Cheng","raw_affiliation_strings":["Department of Electronic Information Engineering, China University of Petroleum (East China), China"],"affiliations":[{"raw_affiliation_string":"Department of Electronic Information Engineering, China University of Petroleum (East China), China","institution_ids":["https://openalex.org/I4210162190"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100674211","display_name":"Haolin Liu","orcid":"https://orcid.org/0000-0002-3469-8537"},"institutions":[{"id":"https://openalex.org/I4210162190","display_name":"China University of Petroleum, East China","ror":"https://ror.org/05gbn2817","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210162190"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Haolin Liu","raw_affiliation_strings":["Department of Electronic Information Engineering, China University of Petroleum (East China), China"],"affiliations":[{"raw_affiliation_string":"Department of Electronic Information Engineering, China University of Petroleum (East China), China","institution_ids":["https://openalex.org/I4210162190"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5047475073"],"corresponding_institution_ids":["https://openalex.org/I4210162190"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.07757665,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"1998","issue":null,"first_page":"230","last_page":"236"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.904699981212616,"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":0.904699981212616,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/commission","display_name":"Commission","score":0.6456509232521057},{"id":"https://openalex.org/keywords/autoregressive-integrated-moving-average","display_name":"Autoregressive integrated moving average","score":0.5886261463165283},{"id":"https://openalex.org/keywords/database-transaction","display_name":"Database transaction","score":0.5883780717849731},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.5261751413345337},{"id":"https://openalex.org/keywords/profit","display_name":"Profit (economics)","score":0.515742838382721},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.4619140625},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.4258750081062317},{"id":"https://openalex.org/keywords/investment-strategy","display_name":"Investment strategy","score":0.42224451899528503},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.39290720224380493},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.39200493693351746},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3758225739002228},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.34915685653686523},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.32647669315338135},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.2700890004634857},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.23564717173576355}],"concepts":[{"id":"https://openalex.org/C2776034101","wikidata":"https://www.wikidata.org/wiki/Q1509347","display_name":"Commission","level":2,"score":0.6456509232521057},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.5886261463165283},{"id":"https://openalex.org/C75949130","wikidata":"https://www.wikidata.org/wiki/Q848010","display_name":"Database transaction","level":2,"score":0.5883780717849731},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.5261751413345337},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.515742838382721},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.4619140625},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4258750081062317},{"id":"https://openalex.org/C103144560","wikidata":"https://www.wikidata.org/wiki/Q2670999","display_name":"Investment strategy","level":3,"score":0.42224451899528503},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.39290720224380493},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.39200493693351746},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3758225739002228},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.34915685653686523},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.32647669315338135},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.2700890004634857},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.23564717173576355},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"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/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3537693.3537728","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3537693.3537728","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2022 6th International Conference on E-Commerce, E-Business and E-Government","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":1,"referenced_works":["https://openalex.org/W4231746097"],"related_works":["https://openalex.org/W2510460543","https://openalex.org/W2936127455","https://openalex.org/W2147235923","https://openalex.org/W4200151087","https://openalex.org/W3154480698","https://openalex.org/W3214343406","https://openalex.org/W2482946008","https://openalex.org/W3183198676","https://openalex.org/W3121368516","https://openalex.org/W4236701864"],"abstract_inverted_index":{"Market":[0],"transactions":[1],"are":[2,68,117],"of":[3,9,26,54,78,86,109,161,202,210,217],"great":[4,32],"significance":[5],"to":[6,34,45,58,82,99,111,120,154],"the":[7,10,60,73,84,91,105,114,122,127,136,140,144,152,162,168,200,208,215,220,223,228],"development":[8],"financial":[11,19],"field.":[12],"Gold":[13,180],"and":[14,80,88,103,133,182,227],"bitcoin,":[15],"as":[16],"very":[17],"important":[18],"investment":[20,62,211],"products,":[21],"often":[22],"contain":[23],"a":[24,52],"series":[25,53],"operation":[27],"laws.":[28],"They":[29],"can":[30,174],"bring":[31,40],"benefits":[33],"investors,":[35],"but":[36,213],"they":[37],"may":[38],"also":[39],"immeasurable":[41],"economic":[42],"losses":[43],"due":[44],"investors'":[46],"improper":[47],"decision-making.":[48],"This":[49],"paper":[50],"constructs":[51],"models":[55,67],"in":[56,90],"order":[57],"obtain":[59,121],"best":[61],"strategy.":[63],"Firstly,":[64],"two":[65,178],"ARIMA":[66],"constructed,":[69],"that":[70,147,199],"is,":[71],"using":[72],"historical":[74],"time":[75],"price":[76,85],"data":[77,116],"gold":[79,87,110,183],"bitcoin":[81,89],"predict":[83],"next":[92],"trading":[93,134,159,186],"day.":[94],"Apriori":[95],"algorithm":[96],"is":[97,129,149,189,197],"used":[98],"find":[100],"frequent":[101],"sets":[102],"determine":[104],"initial":[106],"allocation":[107],"ratio":[108],"bitcoin.":[112],"Then,":[113],"predicted":[115],"iteratively":[118],"analyzed":[119],"transaction":[123,128],"decision-making":[124],"scheme.":[125],"As":[126],"limited":[130],"by":[131],"commission":[132,203,218],"day,":[135],"established":[137],"model":[138],"follows":[139],"following":[141],"principles:":[142],"1)":[143],"profit":[145],"on":[146],"day":[148,163],"greater":[150],"than":[151,167],"Commission":[153,224],"be":[155,165,175],"paid.":[156],"2)":[157],"The":[158,185],"volume":[160],"should":[164],"less":[166],"total":[169],"amount":[170],"currently":[171],"held.":[172],"It":[173],"divided":[176],"into":[177],"cases:":[179],"opening":[181],"closing.":[184],"decision":[187],"scheme":[188],"calculated":[190],"through":[191],"iteration.":[192],"Through":[193],"sensitivity":[194],"analysis,":[195],"it":[196],"found":[198],"change":[201],"value":[204,225],"does":[205],"not":[206],"affect":[207],"trend":[209],"income,":[212],"with":[214],"increase":[216],"value,":[219],"income":[221,229],"decreases,":[222],"decreases":[226],"increases.":[230]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}