{"id":"https://openalex.org/W3042318024","doi":"https://doi.org/10.5220/0009835706020607","title":"A Trend-following Trading Indicator on Homomorphically Encrypted Data","display_name":"A Trend-following Trading Indicator on Homomorphically Encrypted Data","publication_year":2020,"publication_date":"2020-01-01","ids":{"openalex":"https://openalex.org/W3042318024","doi":"https://doi.org/10.5220/0009835706020607","mag":"3042318024"},"language":"en","primary_location":{"id":"doi:10.5220/0009835706020607","is_oa":true,"landing_page_url":"https://doi.org/10.5220/0009835706020607","pdf_url":null,"source":null,"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 17th International Joint Conference on e-Business and Telecommunications","raw_type":"proceedings-article"},"type":"preprint","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://doi.org/10.5220/0009835706020607","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5085194478","display_name":"Haotian Weng","orcid":"https://orcid.org/0000-0002-1702-4020"},"institutions":[{"id":"https://openalex.org/I118347636","display_name":"Australian National University","ror":"https://ror.org/019wvm592","country_code":"AU","type":"education","lineage":["https://openalex.org/I118347636"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Haotian Weng","raw_affiliation_strings":["Research School of Computer Science, The Australian National University, Canberra, Australia, --- Select a Country ---"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Research School of Computer Science, The Australian National University, Canberra, Australia, --- Select a Country ---","institution_ids":["https://openalex.org/I118347636"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5113647192","display_name":"Artem Lenskiy","orcid":null},"institutions":[{"id":"https://openalex.org/I118347636","display_name":"Australian National University","ror":"https://ror.org/019wvm592","country_code":"AU","type":"education","lineage":["https://openalex.org/I118347636"]}],"countries":["AU"],"is_corresponding":true,"raw_author_name":"Artem Lenskiy","raw_affiliation_strings":["Research School of Computer Science, The Australian National University, Canberra, Australia, --- Select a Country ---"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Research School of Computer Science, The Australian National University, Canberra, Australia, --- Select a Country ---","institution_ids":["https://openalex.org/I118347636"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5113647192"],"corresponding_institution_ids":["https://openalex.org/I118347636"],"apc_list":null,"apc_paid":null,"fwci":0.2784,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":{"value":0.64967122,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"602","last_page":"607"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10270","display_name":"Blockchain Technology Applications and Security","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"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/T10270","display_name":"Blockchain Technology Applications and Security","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"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/T10237","display_name":"Cryptography and Data Security","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"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/T11181","display_name":"Advanced Data Storage Technologies","score":0.9829000234603882,"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/plaintext","display_name":"Plaintext","score":0.8481535911560059},{"id":"https://openalex.org/keywords/encryption","display_name":"Encryption","score":0.7335001230239868},{"id":"https://openalex.org/keywords/homomorphic-encryption","display_name":"Homomorphic encryption","score":0.7230991125106812},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6282134056091309},{"id":"https://openalex.org/keywords/correctness","display_name":"Correctness","score":0.5325623750686646},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.4761533737182617},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.46466171741485596},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.4312765598297119},{"id":"https://openalex.org/keywords/computer-security","display_name":"Computer security","score":0.3301785886287689},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.23268386721611023},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.22770321369171143},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.22305595874786377}],"concepts":[{"id":"https://openalex.org/C92717368","wikidata":"https://www.wikidata.org/wiki/Q1162538","display_name":"Plaintext","level":3,"score":0.8481535911560059},{"id":"https://openalex.org/C148730421","wikidata":"https://www.wikidata.org/wiki/Q141090","display_name":"Encryption","level":2,"score":0.7335001230239868},{"id":"https://openalex.org/C158338273","wikidata":"https://www.wikidata.org/wiki/Q2154943","display_name":"Homomorphic encryption","level":3,"score":0.7230991125106812},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6282134056091309},{"id":"https://openalex.org/C55439883","wikidata":"https://www.wikidata.org/wiki/Q360812","display_name":"Correctness","level":2,"score":0.5325623750686646},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.4761533737182617},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.46466171741485596},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.4312765598297119},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.3301785886287689},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.23268386721611023},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.22770321369171143},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.22305595874786377}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.5220/0009835706020607","is_oa":true,"landing_page_url":"https://doi.org/10.5220/0009835706020607","pdf_url":null,"source":null,"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 17th International Joint Conference on e-Business and Telecommunications","raw_type":"proceedings-article"},{"id":"pmh:oai:openresearch-repository.anu.edu.au:1885/294176","is_oa":true,"landing_page_url":"http://hdl.handle.net/1885/294176","pdf_url":"https://openresearch-repository.anu.edu.au/bitstreams/e552c86f-3cf9-48ed-ad05-749f035811d1/download","source":{"id":"https://openalex.org/S4306402539","display_name":"ANU Open Research (Australian National University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I118347636","host_organization_name":"Australian National University","host_organization_lineage":["https://openalex.org/I118347636"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Proceedings of the 17th International Joint Conference on e-Business and Telecommunications - (Volume 3)","raw_type":"Conference paper"}],"best_oa_location":{"id":"doi:10.5220/0009835706020607","is_oa":true,"landing_page_url":"https://doi.org/10.5220/0009835706020607","pdf_url":null,"source":null,"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 17th International Joint Conference on e-Business and Telecommunications","raw_type":"proceedings-article"},"sustainable_development_goals":[{"display_name":"Partnerships for the goals","score":0.550000011920929,"id":"https://metadata.un.org/sdg/17"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W104209573","https://openalex.org/W1934785035","https://openalex.org/W2400346669","https://openalex.org/W2519249189","https://openalex.org/W2768174108","https://openalex.org/W2794974431","https://openalex.org/W2885113919","https://openalex.org/W2949073274","https://openalex.org/W2985527074","https://openalex.org/W3010025900"],"related_works":["https://openalex.org/W3028898974","https://openalex.org/W2384844478","https://openalex.org/W1755636270","https://openalex.org/W3192883662","https://openalex.org/W4386907889","https://openalex.org/W2912162584","https://openalex.org/W4388894064","https://openalex.org/W4313491999","https://openalex.org/W3195402399","https://openalex.org/W2523594540"],"abstract_inverted_index":{"Algorithmic":[0],"trading":[1,117,155,166,173],"has":[2,47,211],"dominated":[3],"the":[4,22,62,76,83,92,102,154,187,190,217],"area":[5],"of":[6,34,53,85,134,193,214,219],"quantitative":[7,77,114,209],"finance":[8,210],"for":[9,158],"already":[10],"over":[11],"a":[12,42,67,72,90,135,165,212],"decade.":[13],"The":[14,51,172],"decisions":[15,60],"are":[16,38],"made":[17],"without":[18],"human":[19],"intervention":[20],"using":[21],"data":[23,104,112,127],"provided":[24],"by":[25],"brokerage":[26],"firms":[27],"and":[28,44,65,147,150,170,178,195],"exchanges.":[29],"An":[30],"emerging":[31],"intermediate":[32,93],"layer":[33,55],"financial":[35,126],"players":[36],"that":[37,184,201],"placed":[39],"in":[40,105],"between":[41],"broker":[43],"algorithmic":[45,63],"traders":[46,64],"recently":[48],"been":[49],"introduced.":[50],"role":[52],"this":[54,206],"is":[56,168,180],"to":[57,71,82,153,163,183],"aggregate":[58],"market":[59,69,103,111],"from":[61,116,216],"send":[66],"final":[68],"order":[70],"broker.":[73],"In":[74,88],"return,":[75],"analysts":[78,115],"receive":[79],"incentives":[80],"proportional":[81],"correctness":[84],"their":[86,119],"predictions.":[87],"such":[89],"setup,":[91],"player":[94],"-":[95,98,145,149],"an":[96,132,161],"aggregator":[97],"does":[99],"not":[100],"provide":[101],"plaintext":[106],"but":[107],"encrypts":[108],"it.":[109],"Encrypting":[110],"prevents":[113],"on":[118,186,205],"own,":[120],"as":[121,123],"well":[122],"keeps":[124],"valuable":[125],"private.":[128],"This":[129],"paper":[130],"proposes":[131],"implementation":[133],"popular":[136],"trend-following":[137],"indicator":[138,156,174],"with":[139,176,189],"two":[140],"different":[141],"homomorphic":[142,202,220],"encryption":[143,203],"libraries":[144],"SEAL":[146,177],"HEAAN":[148,179],"compares":[151],"it":[152],"implemented":[157,175,185],"plaintext.":[159],"Then,":[160],"attempt":[162],"implement":[164],"strategy":[167],"presented":[169],"analysed.":[171],"almost":[181],"identical":[182],"plaintext,":[188],"percentage":[191],"error":[192],"0.14916%":[194],"0.00020%":[196],"respectively.":[197],"Despite":[198],"many":[199],"limitations":[200],"imposes":[204],"algorithm's":[207],"implementation,":[208],"potential":[213],"benefiting":[215],"methods":[218],"encryption.":[221]},"counts_by_year":[{"year":2022,"cited_by_count":1}],"updated_date":"2026-05-05T08:41:31.759640","created_date":"2025-10-10T00:00:00"}
