{"id":"https://openalex.org/W2075743335","doi":"https://doi.org/10.4018/jitn.2012100104","title":"Empirical Case Study of Binary Options Trading","display_name":"Empirical Case Study of Binary Options Trading","publication_year":2012,"publication_date":"2012-10-01","ids":{"openalex":"https://openalex.org/W2075743335","doi":"https://doi.org/10.4018/jitn.2012100104","mag":"2075743335"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.4018/jitn.2012100104","pdf_url":null,"source":{"id":"https://openalex.org/S32289611","display_name":"International Journal of Interdisciplinary Telecommunications and Networking","issn_l":"1941-8663","issn":["1941-8663","1941-8671"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320424","host_organization_name":"IGI Global","host_organization_lineage":["https://openalex.org/P4310320424"],"host_organization_lineage_names":["IGI Global"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},"type":"article","type_crossref":"journal-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/A5010157748","display_name":"Gaetano Giunta","orcid":"https://orcid.org/0000-0002-1514-2576"},"institutions":[{"id":"https://openalex.org/I119003972","display_name":"Roma Tre University","ror":"https://ror.org/05vf0dg29","country_code":"IT","type":"education","lineage":["https://openalex.org/I119003972"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Gaetano Giunta","raw_affiliation_strings":["Signal Processing for Telecommunications and Economics SP4TE Lab, University of ROMA TRE, Rome, Italy#TAB#"],"affiliations":[{"raw_affiliation_string":"Signal Processing for Telecommunications and Economics SP4TE Lab, University of ROMA TRE, Rome, Italy#TAB#","institution_ids":["https://openalex.org/I119003972"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5066071482","display_name":"Francesco Benedetto","orcid":"https://orcid.org/0000-0002-9203-1642"},"institutions":[{"id":"https://openalex.org/I119003972","display_name":"Roma Tre University","ror":"https://ror.org/05vf0dg29","country_code":"IT","type":"education","lineage":["https://openalex.org/I119003972"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Francesco Benedetto","raw_affiliation_strings":["Signal Processing for Telecommunications and Economics SP4TE Lab, University of ROMA TRE, Rome, Italy#TAB#"],"affiliations":[{"raw_affiliation_string":"Signal Processing for Telecommunications and Economics SP4TE Lab, University of ROMA TRE, Rome, Italy#TAB#","institution_ids":["https://openalex.org/I119003972"]}]}],"institution_assertions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.859,"has_fulltext":true,"fulltext_origin":"ngrams","cited_by_count":7,"citation_normalized_percentile":{"value":0.868782,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":82,"max":83},"biblio":{"volume":"4","issue":"4","first_page":"54","last_page":"63"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Econophysics: Complexity in Financial Markets","score":0.987,"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"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Econophysics: Complexity in Financial Markets","score":0.987,"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":"Asset Pricing and Market Efficiency","score":0.9647,"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/T10067","display_name":"Theory and Applications of Option Pricing Models","score":0.9543,"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/option-pricing","display_name":"Option Pricing","score":0.572099},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.55793774},{"id":"https://openalex.org/keywords/behavioral-finance","display_name":"Behavioral Finance","score":0.549139},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.53801316},{"id":"https://openalex.org/keywords/empirical-research","display_name":"Empirical research","score":0.51994383},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial Economics","score":0.509009},{"id":"https://openalex.org/keywords/market-correlations","display_name":"Market Correlations","score":0.502406},{"id":"https://openalex.org/keywords/volatility-modeling","display_name":"Volatility Modeling","score":0.501535},{"id":"https://openalex.org/keywords/stock-trading","display_name":"Stock trading","score":0.44682258}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8501154},{"id":"https://openalex.org/C48372109","wikidata":"https://www.wikidata.org/wiki/Q3913","display_name":"Binary number","level":2,"score":0.5982551},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.55793774},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.53801316},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.52386993},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.52354336},{"id":"https://openalex.org/C120936955","wikidata":"https://www.wikidata.org/wiki/Q2155640","display_name":"Empirical research","level":2,"score":0.51994383},{"id":"https://openalex.org/C2989233474","wikidata":"https://www.wikidata.org/wiki/Q7831917","display_name":"Stock trading","level":4,"score":0.44682258},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3592748},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.35863537},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.23811272},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.22401053},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.21001264},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.13041267},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.09620702},{"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/C94375191","wikidata":"https://www.wikidata.org/wiki/Q11205","display_name":"Arithmetic","level":1,"score":0.0},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"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/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"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/10.4018/jitn.2012100104","pdf_url":null,"source":{"id":"https://openalex.org/S32289611","display_name":"International Journal of Interdisciplinary Telecommunications and Networking","issn_l":"1941-8663","issn":["1941-8663","1941-8671"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320424","host_organization_name":"IGI Global","host_organization_lineage":["https://openalex.org/P4310320424"],"host_organization_lineage_names":["IGI Global"],"type":"journal"},"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":19,"referenced_works":["https://openalex.org/W1981428712","https://openalex.org/W1994053385","https://openalex.org/W2033800281","https://openalex.org/W2039486813","https://openalex.org/W2074287883","https://openalex.org/W2086803847","https://openalex.org/W2113687136","https://openalex.org/W2116990549","https://openalex.org/W2140115139","https://openalex.org/W2148580247","https://openalex.org/W2159399270","https://openalex.org/W2162443378","https://openalex.org/W2184469729","https://openalex.org/W2185856969","https://openalex.org/W2296599285","https://openalex.org/W2542754350","https://openalex.org/W4249058433","https://openalex.org/W4285719527","https://openalex.org/W606326970"],"related_works":["https://openalex.org/W78115955","https://openalex.org/W4313491999","https://openalex.org/W4311922785","https://openalex.org/W4286702726","https://openalex.org/W3176836227","https://openalex.org/W3175255688","https://openalex.org/W2886042381","https://openalex.org/W2155646692","https://openalex.org/W2144176215","https://openalex.org/W1497538559"],"abstract_inverted_index":{"This":[0],"paper":[1],"presents":[2],"an":[3],"interdisciplinary":[4],"application":[5],"of":[6,23,27,38,54,61,80,91],"information":[7],"&":[8],"communication":[9],"methodology":[10],"to":[11,87],"financial":[12],"economics.":[13],"The":[14,32],"empirical":[15],"case":[16],"study":[17],"reported":[18,96],"in":[19,77],"this":[20],"contribution":[21],"consists":[22],"a":[24,39,72],"preliminary":[25],"example":[26],"binary":[28],"options":[29],"stock":[30,56],"trading.":[31],"authors":[33],"have":[34,50],"investigated":[35],"the":[36,59,67,78,88],"performance":[37],"simple":[40],"algorithm":[41,69],"which":[42],"includes":[43],"one":[44],"buy/sell":[45],"order":[46],"per":[47],"week.":[48],"They":[49],"analyzed":[51],"real":[52],"sets":[53],"historical":[55],"quotes,":[57],"evidencing":[58],"asymmetry":[60],"achievable":[62],"economic":[63],"returns.":[64],"In":[65],"fact,":[66],"devised":[68],"has":[70],"denoted":[71],"(simulated)":[73],"overall":[74],"trading":[75],"gain":[76],"87%":[79],"cases.":[81],"A":[82],"discussion,":[83],"correlating":[84],"such":[85],"trend":[86],"typical":[89],"behavior":[90],"occasional":[92],"traders,":[93],"is":[94],"finally":[95]},"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W2075743335","counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1}],"updated_date":"2024-11-26T22:44:44.164718","created_date":"2016-06-24"}
