{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,6,18]],"date-time":"2025-06-18T04:28:58Z","timestamp":1750220938733,"version":"3.41.0"},"publisher-location":"New York, NY, USA","reference-count":16,"publisher":"ACM","license":[{"start":{"date-parts":[[2019,3,14]],"date-time":"2019-03-14T00:00:00Z","timestamp":1552521600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":[],"published-print":{"date-parts":[[2019,3,14]]},"DOI":"10.1145\/3314545.3314546","type":"proceedings-article","created":{"date-parts":[[2019,4,17]],"date-time":"2019-04-17T16:30:09Z","timestamp":1555518609000},"page":"1-5","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":0,"title":["Modeling of the Return and Risks of Investments Using Different Trading Strategies"],"prefix":"10.1145","author":[{"given":"Xiaoyu","family":"Sun","sequence":"first","affiliation":[{"name":"University of Leeds, Leeds, UK"}]},{"given":"Maocheng","family":"Yuan","sequence":"additional","affiliation":[{"name":"Beijing Normal University - Hong Kong Baptist University United International College, Zhuhai, Guangdong, China"}]},{"given":"Jinhua","family":"Feng","sequence":"additional","affiliation":[{"name":"Imperial College London, South Kensington Campus, London, UK"}]}],"member":"320","published-online":{"date-parts":[[2019,3,14]]},"reference":[{"key":"e_1_3_2_1_1_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.asoc.2015.07.008"},{"key":"e_1_3_2_1_2_1","doi-asserted-by":"crossref","unstructured":"Fama Eugene F. and Kenneth R. French. \"The cross-section of expected stock returns.\" the Journal of Finance 47 no. 2 (1992): 427--465.  Fama Eugene F. and Kenneth R. French. \"The cross-section of expected stock returns.\" the Journal of Finance 47 no. 2 (1992): 427--465.","DOI":"10.1111\/j.1540-6261.1992.tb04398.x"},{"key":"e_1_3_2_1_3_1","doi-asserted-by":"publisher","DOI":"10.1016\/S1042-444X(03)00036-7"},{"key":"e_1_3_2_1_4_1","doi-asserted-by":"publisher","DOI":"10.1111\/0022-1082.00206"},{"key":"e_1_3_2_1_5_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jfineco.2012.05.011"},{"key":"e_1_3_2_1_6_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1992.tb04681.x"},{"key":"e_1_3_2_1_7_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1993.tb04702.x"},{"key":"e_1_3_2_1_8_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1994.tb04772.x"},{"key":"e_1_3_2_1_9_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0022-1996(98)00061-0"},{"key":"e_1_3_2_1_10_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2005.08.001"},{"key":"e_1_3_2_1_11_1","doi-asserted-by":"publisher","DOI":"10.1111\/0022-1082.00265"},{"key":"e_1_3_2_1_12_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.neucom.2008.11.030"},{"key":"e_1_3_2_1_13_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0305-0548(03)00063-7"},{"key":"e_1_3_2_1_14_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2010.02.114"},{"key":"e_1_3_2_1_15_1","doi-asserted-by":"publisher","DOI":"10.1007\/s00500-011-0714-3"},{"issue":"4","key":"e_1_3_2_1_16_1","first-page":"110","article-title":"Exchange-traded funds not for everyone","volume":"14","author":"Wilfred","year":"2001","unstructured":"Dellva, Wilfred L. \" Exchange-traded funds not for everyone .\" Journal of Financial Planning 14 , no. 4 ( 2001 ): 110 . Dellva, Wilfred L. \"Exchange-traded funds not for everyone.\" Journal of Financial Planning 14, no. 4 (2001): 110.","journal-title":"Journal of Financial Planning"}],"event":{"name":"ICCDA 2019: 2019 The 3rd International Conference on Compute and Data Analysis","acronym":"ICCDA 2019","location":"Kahului HI USA"},"container-title":["Proceedings of the 2019 3rd International Conference on Compute and Data Analysis"],"original-title":[],"link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3314545.3314546","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3314545.3314546","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,17]],"date-time":"2025-06-17T23:53:30Z","timestamp":1750204410000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3314545.3314546"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,3,14]]},"references-count":16,"alternative-id":["10.1145\/3314545.3314546","10.1145\/3314545"],"URL":"https:\/\/doi.org\/10.1145\/3314545.3314546","relation":{},"subject":[],"published":{"date-parts":[[2019,3,14]]},"assertion":[{"value":"2019-03-14","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}