{"id":"https://openalex.org/W172576164","doi":"https://doi.org/10.1007/978-3-642-25856-5_24","title":"Support Vector Regression with A Priori Knowledge Used in Order Execution Strategies Based on VWAP","display_name":"Support Vector Regression with A Priori Knowledge Used in Order Execution Strategies Based on VWAP","publication_year":2011,"publication_date":"2011-01-01","ids":{"openalex":"https://openalex.org/W172576164","doi":"https://doi.org/10.1007/978-3-642-25856-5_24","mag":"172576164"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-25856-5_24","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319965","https://openalex.org/P4310319900"],"host_organization_lineage_names":["Springer Nature","Springer Science+Business Media"],"type":"book series"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},"type":"book-chapter","type_crossref":"book-chapter","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/A5036747819","display_name":"Marcin Orchel","orcid":"https://orcid.org/0000-0002-1081-7626"},"institutions":[{"id":"https://openalex.org/I686019","display_name":"AGH University of Krakow","ror":"https://ror.org/00bas1c41","country_code":"PL","type":"education","lineage":["https://openalex.org/I686019"]}],"countries":["PL"],"is_corresponding":true,"raw_author_name":"Marcin Orchel","raw_affiliation_strings":["AGH Univ. of Science and Technology, Krakow, Poland"],"affiliations":[{"raw_affiliation_string":"AGH Univ. of Science and Technology, Krakow, Poland","institution_ids":["https://openalex.org/I686019"]}]}],"institution_assertions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5036747819"],"corresponding_institution_ids":["https://openalex.org/I686019"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392,"provenance":"doaj"},"apc_paid":null,"fwci":0.75,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.757576,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":76,"max":78},"biblio":{"volume":null,"issue":null,"first_page":"318","last_page":"331"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9999,"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":0.9999,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9989,"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"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9953,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.49692705},{"id":"https://openalex.org/keywords/volume-weighted-average-price","display_name":"Volume-weighted average price","score":0.4911835},{"id":"https://openalex.org/keywords/order-book","display_name":"Order book","score":0.44008854}],"concepts":[{"id":"https://openalex.org/C75553542","wikidata":"https://www.wikidata.org/wiki/Q178161","display_name":"A priori and a posteriori","level":2,"score":0.7197639},{"id":"https://openalex.org/C12267149","wikidata":"https://www.wikidata.org/wiki/Q282453","display_name":"Support vector machine","level":2,"score":0.6586798},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6378652},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.49692705},{"id":"https://openalex.org/C115392374","wikidata":"https://www.wikidata.org/wiki/Q7940823","display_name":"Volume-weighted average price","level":5,"score":0.4911835},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.47493201},{"id":"https://openalex.org/C2779309563","wikidata":"https://www.wikidata.org/wiki/Q649206","display_name":"Order book","level":3,"score":0.44008854},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.4185811},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.41455626},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.4111035},{"id":"https://openalex.org/C83546350","wikidata":"https://www.wikidata.org/wiki/Q1139051","display_name":"Regression","level":2,"score":0.41027972},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3830822},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3585897},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.14660028},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.14211023},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.11876905},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.10834494},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.107243955},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.08425337},{"id":"https://openalex.org/C47143671","wikidata":"https://www.wikidata.org/wiki/Q1450203","display_name":"Cost price","level":4,"score":0.0796693},{"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/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","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}],"mesh":[],"locations_count":1,"locations":[{"is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-25856-5_24","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319965","https://openalex.org/P4310319900"],"host_organization_lineage_names":["Springer Nature","Springer Science+Business Media"],"type":"book series"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false}],"best_oa_location":null,"sustainable_development_goals":[],"grants":[],"datasets":[],"versions":[],"referenced_works_count":13,"referenced_works":["https://openalex.org/W1486909886","https://openalex.org/W1487100330","https://openalex.org/W1568313501","https://openalex.org/W1970241040","https://openalex.org/W1979812494","https://openalex.org/W1999482575","https://openalex.org/W2116649408","https://openalex.org/W2148603752","https://openalex.org/W2153635508","https://openalex.org/W2276275203","https://openalex.org/W272063641","https://openalex.org/W2756029","https://openalex.org/W3121958425"],"related_works":["https://openalex.org/W4292148089","https://openalex.org/W3122290627","https://openalex.org/W2906576799","https://openalex.org/W2390299251","https://openalex.org/W2178917025","https://openalex.org/W2163358390","https://openalex.org/W1843323148","https://openalex.org/W172576164","https://openalex.org/W1628375833","https://openalex.org/W1187720359"],"abstract_inverted_index":null,"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W172576164","counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2025-01-22T05:47:25.952397","created_date":"2016-06-24"}