{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,29]],"date-time":"2024-10-29T13:16:55Z","timestamp":1730207815928,"version":"3.28.0"},"reference-count":12,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2021,3,24]]},"DOI":"10.1109\/ciss50987.2021.9400284","type":"proceedings-article","created":{"date-parts":[[2021,4,21]],"date-time":"2021-04-21T23:11:36Z","timestamp":1619046696000},"page":"1-6","source":"Crossref","is-referenced-by-count":0,"title":["Optimal VWAP Strategies under Regime Switching"],"prefix":"10.1109","author":[{"given":"Moustapha","family":"Pemy","sequence":"first","affiliation":[]}],"member":"263","reference":[{"key":"ref4","first-page":"59","article-title":"Adaptive arrival price","volume":"2007","author":"almgren","year":"2007","journal-title":"Journal of Trading"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.3905\/jot.2006.654300"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.4310\/CIS.2007.v7.n1.a5"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.3905\/jpm.2007.674792"},{"key":"ref11","first-page":"629","article-title":"Liquidation of a large block under regime switching","volume":"18","author":"pemy","year":"2008","journal-title":"Mathematical finance An International Journal of Mathematics Statistics and Financial Economics"},{"key":"ref5","volume":"2","author":"bellman","year":"1971","journal-title":"Introduction to the Mathematical Theory of Control Processes"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012999356325"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1016\/j.automatica.2012.04.011"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1090\/conm\/351\/06402"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1080\/135048602100056"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmaa.2005.08.034"},{"key":"ref1","article-title":"Value under liquidation","volume":"12","author":"almgren","year":"1999","journal-title":"Risk"}],"event":{"name":"2021 55th Annual Conference on Information Sciences and Systems (CISS)","start":{"date-parts":[[2021,3,24]]},"location":"Baltimore, MD, USA","end":{"date-parts":[[2021,3,26]]}},"container-title":["2021 55th Annual Conference on Information Sciences and Systems (CISS)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/9400188\/9400208\/09400284.pdf?arnumber=9400284","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,1,27]],"date-time":"2022-01-27T16:12:44Z","timestamp":1643299964000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/9400284\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2021,3,24]]},"references-count":12,"URL":"https:\/\/doi.org\/10.1109\/ciss50987.2021.9400284","relation":{},"subject":[],"published":{"date-parts":[[2021,3,24]]}}}