{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,22]],"date-time":"2026-04-22T02:27:55Z","timestamp":1776824875611,"version":"3.51.2"},"publisher-location":"Cham","reference-count":14,"publisher":"Springer Nature Switzerland","isbn-type":[{"value":"9783031251573","type":"print"},{"value":"9783031251580","type":"electronic"}],"license":[{"start":{"date-parts":[[2023,1,1]],"date-time":"2023-01-01T00:00:00Z","timestamp":1672531200000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2023,1,1]],"date-time":"2023-01-01T00:00:00Z","timestamp":1672531200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2023]]},"DOI":"10.1007\/978-3-031-25158-0_31","type":"book-chapter","created":{"date-parts":[[2023,2,13]],"date-time":"2023-02-13T21:37:20Z","timestamp":1676324240000},"page":"399-407","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":2,"title":["Many-to-Many Pair Trading"],"prefix":"10.1007","author":[{"given":"Yingying","family":"Wang","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Xiaodong","family":"Li","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Pangjing","family":"Wu","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Haoran","family":"Xie","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2023,2,10]]},"reference":[{"issue":"17","key":"31_CR1","doi-asserted-by":"publisher","first-page":"6791","DOI":"10.3390\/su12176791","volume":"12","author":"S Baek","year":"2020","unstructured":"Baek, S., Glambosky, M., Oh, S.H., Lee, J.: Machine learning and algorithmic pairs trading in futures markets. Sustainability 12(17), 6791 (2020)","journal-title":"Sustainability"},{"key":"31_CR2","first-page":"251","volume":"55","author":"RF Engle","year":"1987","unstructured":"Engle, R.F., Granger, C.W.: Co-integration and error correction: representation, estimation, and testing. Econ. J. Econ. Soc. 55, 251\u2013276 (1987)","journal-title":"Econ. J. Econ. Soc."},{"issue":"12","key":"31_CR3","doi-asserted-by":"publisher","first-page":"5051","DOI":"10.1007\/s00500-016-2298-4","volume":"20","author":"S Fallahpour","year":"2016","unstructured":"Fallahpour, S., Hakimian, H., Taheri, K., Ramezanifar, E.: Pairs trading strategy optimization using the reinforcement learning method: a cointegration approach. Soft. Comput. 20(12), 5051\u20135066 (2016). https:\/\/doi.org\/10.1007\/s00500-016-2298-4","journal-title":"Soft. Comput."},{"issue":"3","key":"31_CR4","doi-asserted-by":"publisher","first-page":"797","DOI":"10.1093\/rfs\/hhj020","volume":"19","author":"E Gatev","year":"2006","unstructured":"Gatev, E., Goetzmann, W.N., Rouwenhorst, K.G.: Pairs trading: performance of a relative-value arbitrage rule. Rev. Financ. Stud. 19(3), 797\u2013827 (2006)","journal-title":"Rev. Financ. Stud."},{"key":"31_CR5","doi-asserted-by":"publisher","first-page":"113","DOI":"10.1016\/j.eswa.2019.05.046","volume":"135","author":"J Goldkamp","year":"2019","unstructured":"Goldkamp, J., Dehghanimohammadabadi, M.: Evolutionary multi-objective optimization for multivariate pairs trading. Expert Syst. Appl. 135, 113\u2013128 (2019)","journal-title":"Expert Syst. Appl."},{"key":"31_CR6","doi-asserted-by":"crossref","unstructured":"Gupta, K., Chatterjee, N.: Selecting stock pairs for pairs trading while incorporating lead\u2013lag relationship. Phys. A: Stat. Mech. Appl. 551, 124103 (2020)","DOI":"10.1016\/j.physa.2019.124103"},{"issue":"14","key":"31_CR7","doi-asserted-by":"publisher","first-page":"1301","DOI":"10.1080\/13504851.2013.802121","volume":"20","author":"N Huck","year":"2013","unstructured":"Huck, N.: The high sensitivity of pairs trading returns. Appl. Econ. Lett. 20(14), 1301\u20131304 (2013)","journal-title":"Appl. Econ. Lett."},{"issue":"2\u20133","key":"31_CR8","doi-asserted-by":"publisher","first-page":"231","DOI":"10.1016\/0165-1889(88)90041-3","volume":"12","author":"S Johansen","year":"1988","unstructured":"Johansen, S.: Statistical analysis of cointegration vectors. J. Econ. Dyn. Control 12(2\u20133), 231\u2013254 (1988)","journal-title":"J. Econ. Dyn. Control"},{"issue":"4","key":"31_CR9","doi-asserted-by":"publisher","first-page":"755","DOI":"10.1080\/0952813X.2016.1259265","volume":"29","author":"S Kim","year":"2017","unstructured":"Kim, S., Heo, J.: Time series regression-based pairs trading in the Korean equities market. J. Exp. Theoret. Artif. Intell. 29(4), 755\u2013768 (2017)","journal-title":"J. Exp. Theoret. Artif. Intell."},{"issue":"2","key":"31_CR10","doi-asserted-by":"publisher","first-page":"513","DOI":"10.1111\/joes.12153","volume":"31","author":"C Krauss","year":"2017","unstructured":"Krauss, C.: Statistical arbitrage pairs trading strategies: review and outlook. J. Econ. Surv. 31(2), 513\u2013545 (2017)","journal-title":"J. Econ. Surv."},{"key":"31_CR11","unstructured":"Lau, C., Xie, W., Wu, Y.: Multi-dimensional pairs trading using copulas. In: European Financial Management Association 2016 Annual Meetings June (2016)"},{"key":"31_CR12","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1007\/s10614-021-10159-w","volume":"60","author":"Z Li","year":"2021","unstructured":"Li, Z., Tourin, A.: A finite difference scheme for pairs trading with transaction costs. Comput. Econ. 60, 1\u201332 (2021). https:\/\/doi.org\/10.1007\/s10614-021-10159-w","journal-title":"Comput. Econ."},{"key":"31_CR13","doi-asserted-by":"crossref","unstructured":"Mudchanatongsuk, S., Primbs, J.A., Wong, W.: Optimal pairs trading: a stochastic control approach. In: 2008 American Control Conference, pp. 1035\u20131039. IEEE (2008)","DOI":"10.1109\/ACC.2008.4586628"},{"issue":"10","key":"31_CR14","doi-asserted-by":"publisher","first-page":"1541","DOI":"10.1080\/14697688.2016.1164337","volume":"16","author":"H Rad","year":"2016","unstructured":"Rad, H., Low, R.K.Y., Faff, R.: The profitability of pairs trading strategies: distance, cointegration and copula methods. Quant. Finan. 16(10), 1541\u20131558 (2016)","journal-title":"Quant. Finan."}],"container-title":["Lecture Notes in Computer Science","Web and Big Data"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-031-25158-0_31","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,7,20]],"date-time":"2023-07-20T19:10:52Z","timestamp":1689880252000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/978-3-031-25158-0_31"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023]]},"ISBN":["9783031251573","9783031251580"],"references-count":14,"URL":"https:\/\/doi.org\/10.1007\/978-3-031-25158-0_31","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"value":"0302-9743","type":"print"},{"value":"1611-3349","type":"electronic"}],"subject":[],"published":{"date-parts":[[2023]]},"assertion":[{"value":"10 February 2023","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}},{"value":"APWeb-WAIM","order":1,"name":"conference_acronym","label":"Conference Acronym","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Asia-Pacific Web (APWeb) and Web-Age Information Management (WAIM) Joint International Conference on Web and Big Data","order":2,"name":"conference_name","label":"Conference Name","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Nanjing","order":3,"name":"conference_city","label":"Conference City","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"China","order":4,"name":"conference_country","label":"Conference Country","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2022","order":5,"name":"conference_year","label":"Conference Year","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"11 August 2022","order":7,"name":"conference_start_date","label":"Conference Start Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"13 August 2022","order":8,"name":"conference_end_date","label":"Conference End Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"6","order":9,"name":"conference_number","label":"Conference Number","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"apwebwaim2022","order":10,"name":"conference_id","label":"Conference ID","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"https:\/\/apweb-waim2022.com\/proceedings","order":11,"name":"conference_url","label":"Conference URL","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Double-blind","order":1,"name":"type","label":"Type","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"CMT","order":2,"name":"conference_management_system","label":"Conference Management System","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"297","order":3,"name":"number_of_submissions_sent_for_review","label":"Number of Submissions Sent for Review","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"75","order":4,"name":"number_of_full_papers_accepted","label":"Number of Full Papers Accepted","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"45","order":5,"name":"number_of_short_papers_accepted","label":"Number of Short Papers Accepted","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"25% - The value is computed by the equation \"Number of Full Papers Accepted \/ Number of Submissions Sent for Review * 100\" and then rounded to a whole number.","order":6,"name":"acceptance_rate_of_full_papers","label":"Acceptance Rate of Full Papers","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"3","order":7,"name":"average_number_of_reviews_per_paper","label":"Average Number of Reviews per Paper","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"5","order":8,"name":"average_number_of_papers_per_reviewer","label":"Average Number of Papers per Reviewer","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"Yes","order":9,"name":"external_reviewers_involved","label":"External Reviewers Involved","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"5 Demo papers + 23 workshop papers","order":10,"name":"additional_info_on_review_process","label":"Additional Info on Review Process","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}}]}}