{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,12]],"date-time":"2026-07-12T23:05:27Z","timestamp":1783897527984,"version":"3.55.0"},"publisher-location":"Cham","reference-count":19,"publisher":"Springer Nature Switzerland","isbn-type":[{"value":"9783032222206","type":"print"},{"value":"9783032222213","type":"electronic"}],"license":[{"start":{"date-parts":[[2026,1,1]],"date-time":"2026-01-01T00:00:00Z","timestamp":1767225600000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2026,1,1]],"date-time":"2026-01-01T00:00:00Z","timestamp":1767225600000},"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":[[2026]]},"DOI":"10.1007\/978-3-032-22221-3_35","type":"book-chapter","created":{"date-parts":[[2026,7,12]],"date-time":"2026-07-12T22:42:46Z","timestamp":1783896166000},"page":"313-321","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Sensitivity Analysis of\u00a0Volume Spread Analysis-Based Trading Algorithms Using Monte Carlo Simulation"],"prefix":"10.1007","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-5687-5277","authenticated-orcid":false,"given":"Petar","family":"Zhivkov","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-7134-5901","authenticated-orcid":false,"given":"Venelin","family":"Todorov","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"297","published-online":{"date-parts":[[2026,6,3]]},"reference":[{"issue":"3","key":"35_CR1","first-page":"245","volume":"19","author":"A Bender","year":"2017","unstructured":"Bender, A., Ng, R., Tiwari, A.: Monte Carlo simulation for assessing the impact of volatility on cryptocurrency arbitrage strategies. Comput. Finan. Rev. 19(3), 245\u2013262 (2017)","journal-title":"Comput. Finan. Rev."},{"key":"35_CR2","unstructured":"Chan, E.: Quantitative Trading: How to Build Your Own Algorithmic Trading Business. Wiley Trading (2009)"},{"key":"35_CR3","doi-asserted-by":"crossref","unstructured":"Cukier, R., Fortuin, C., Shuler, K., Petschek, A., Schaibly, J.: Study of the sensitivity of coupled reaction systems to uncertainties in rate coefficients. I. Theory J. Chem. Phys. 59, 3873\u20133878 (1973)","DOI":"10.1063\/1.1680571"},{"issue":"2","key":"35_CR4","first-page":"112","volume":"16","author":"M Guezouli","year":"2020","unstructured":"Guezouli, M., Said, A., Tantaoui, R.: Machine learning models for cryptocurrency price prediction: a sensitivity analysis approach. J. Finan. Eng. 16(2), 112\u2013128 (2020)","journal-title":"J. Finan. Eng."},{"key":"35_CR5","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1016\/0951-8320(96)00002-6","volume":"52","author":"T Homma","year":"1996","unstructured":"Homma, T., Saltelli, A.: Importance measures in global sensitivity analysis of nonlinear models. Reliab. Eng. Syst. Saf. 52, 1\u201317 (1996)","journal-title":"Reliab. Eng. Syst. Saf."},{"issue":"4","key":"35_CR6","first-page":"177","volume":"25","author":"P Jadhav","year":"2021","unstructured":"Jadhav, P., Rajagopalan, S.: Global sensitivity analysis for machine learning models in cryptocurrency markets. J. Comput. Finan. 25(4), 177\u2013194 (2021)","journal-title":"J. Comput. Finan."},{"issue":"2","key":"35_CR7","first-page":"79","volume":"32","author":"A Koutoupis","year":"2021","unstructured":"Koutoupis, A., Dimitropoulos, P., Moustakas, A.: Hybrid sensitivity analysis models for adaptive algorithmic trading in cryptocurrency markets. J. Finan. Res. Innov. 32(2), 79\u201392 (2021)","journal-title":"J. Finan. Res. Innov."},{"issue":"1","key":"35_CR8","first-page":"34","volume":"54","author":"M McGinty","year":"2022","unstructured":"McGinty, M., Miller, J., Walters, P.: Challenges in modeling cryptocurrency markets: non-stationarity and market fragmentation. J. Comput. Econ. 54(1), 34\u201350 (2022)","journal-title":"J. Comput. Econ."},{"issue":"2","key":"35_CR9","first-page":"62","volume":"28","author":"J Ruiz","year":"2019","unstructured":"Ruiz, J., Chen, D., Sanchez, E.: Dynamic sensitivity analysis in cryptocurrency trading: adapting to market shifts. Finan. Eng. Rev. 28(2), 62\u201379 (2019)","journal-title":"Finan. Eng. Rev."},{"key":"35_CR10","doi-asserted-by":"publisher","first-page":"280","DOI":"10.1016\/S0010-4655(02)00280-1","volume":"145","author":"A Saltelli","year":"2002","unstructured":"Saltelli, A.: Making best use of model valuations to compute sensitivity indices. Comput. Phys. Commun. 145, 280\u2013297 (2002)","journal-title":"Comput. Phys. Commun."},{"key":"35_CR11","unstructured":"Saltelli, A., Chan, K., Scott, M.: Sensitivity Analysis. John Wiley & Sons Publishers, Probability and Statistics Series (2000)"},{"issue":"1","key":"35_CR12","first-page":"39","volume":"41","author":"A Saltelli","year":"1999","unstructured":"Saltelli, A., Tarantola, S., Chan, K.: A quantitative model-independent method for global sensitivity analysis of model output. Source, Technometrics Archive 41(1), 39\u201356 (1999)","journal-title":"Source, Technometrics Archive"},{"key":"35_CR13","unstructured":"Saltelli, A., Tarantola, S., Campolongo, F., Ratto, M.: Sensitivity Analysis in Practice: A Guide to Assessing Scientific Models, Halsted Press, New York (2004)"},{"key":"35_CR14","unstructured":"Saltelli, A., Chan, K., Scott, E.M. (eds.) Sensitivity Analysis: Gauging the Worth of Scientific Models. Wiley (2000)"},{"key":"35_CR15","first-page":"407","volume":"1","author":"IM Sobol\u2019","year":"1993","unstructured":"Sobol\u2019, I.M.: Sensitivity estimates for nonlinear mathematical models. Math. Model. Comput. Exp. 1, 407\u2013414 (1993)","journal-title":"Math. Model. Comput. Exp."},{"issue":"2","key":"35_CR16","doi-asserted-by":"publisher","first-page":"143","DOI":"10.2307\/1269769","volume":"29","author":"M Stein","year":"1987","unstructured":"Stein, M.: Large sample properties of simulations using Latin Hypercube Sampling. Technometrics 29(2), 143\u2013151 (1987). https:\/\/doi.org\/10.2307\/1269769","journal-title":"Technometrics"},{"key":"35_CR17","doi-asserted-by":"publisher","unstructured":"Virtanen, P., et al.: SciPy 1.0: fundamental algorithms for scientific computing in Python. Nat. Methods 17(3), 261\u2013272 (2020). https:\/\/doi.org\/10.1038\/s41592-019-0686-2","DOI":"10.1038\/s41592-019-0686-2"},{"issue":"3","key":"35_CR18","first-page":"98","volume":"14","author":"W Zhang","year":"2020","unstructured":"Zhang, W., Li, Z., Liu, Q.: Advanced sensitivity analysis for cryptocurrency trading models with machine learning approaches. J. Finan. Technol. 14(3), 98\u2013115 (2020)","journal-title":"J. Finan. Technol."},{"issue":"1","key":"35_CR19","first-page":"121","volume":"42","author":"A Zohar","year":"2018","unstructured":"Zohar, A., Shelef, S., Naor, S.: Cryptocurrency volatility and algorithmic trading: a study of bitcoin markets. J. Finan. Markets 42(1), 121\u2013136 (2018)","journal-title":"J. Finan. Markets"}],"container-title":["Lecture Notes in Computer Science","Large-Scale Scientific Computations"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-032-22221-3_35","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2026,7,12]],"date-time":"2026-07-12T22:42:48Z","timestamp":1783896168000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/978-3-032-22221-3_35"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2026]]},"ISBN":["9783032222206","9783032222213"],"references-count":19,"URL":"https:\/\/doi.org\/10.1007\/978-3-032-22221-3_35","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"value":"0302-9743","type":"print"},{"value":"1611-3349","type":"electronic"}],"subject":[],"published":{"date-parts":[[2026]]},"assertion":[{"value":"3 June 2026","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}},{"value":"LSSC","order":1,"name":"conference_acronym","label":"Conference Acronym","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"International Conference on Large-Scale Scientific Computing","order":2,"name":"conference_name","label":"Conference Name","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Sozopol","order":3,"name":"conference_city","label":"Conference City","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Bulgaria","order":4,"name":"conference_country","label":"Conference Country","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2025","order":5,"name":"conference_year","label":"Conference Year","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"16 June 2025","order":7,"name":"conference_start_date","label":"Conference Start Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"20 June 2025","order":8,"name":"conference_end_date","label":"Conference End Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"15","order":9,"name":"conference_number","label":"Conference Number","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"lssc2025","order":10,"name":"conference_id","label":"Conference ID","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"https:\/\/parallel.bas.bg\/Conferences\/SciCom25\/","order":11,"name":"conference_url","label":"Conference URL","group":{"name":"ConferenceInfo","label":"Conference Information"}}]}}