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Algorithmic Finance / IOS Press

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
5
Impact Factor
0
5 Years IF
0.6
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.2 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.1
1998 0 0.27 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.29 0 0 0 0 0 0 0 0 0 0 0.14
2000 0 0.34 0 0 0 0 0 0 0 0 0 0 0.15
2001 0 0.36 0 0 0 0 0 0 0 0 0 0 0.16
2002 0 0.4 0 0 0 0 0 0 0 0 0 0 0.21
2003 0 0.41 0 0 0 0 0 0 0 0 0 0 0.2
2004 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2005 0 0.47 0 0 0 0 0 0 0 0 0 0 0.22
2006 0 0.47 0 0 0 0 0 0 0 0 0 0 0.21
2007 0 0.42 0 0 0 0 0 0 0 0 0 0 0.19
2008 0 0.45 0 0 0 0 0 0 0 0 0 0 0.21
2009 0 0.44 0 0 0 0 0 0 0 0 0 0 0.21
2010 0 0.44 0 0 0 0 0 1 0 0 0 0 0.18
2011 0 0.46 0.4 0 5 5 18 2 3 0 0 0 2 0.4 0.21
2012 0.2 0.47 0.2 0.2 0 5 0 1 4 5 1 5 1 0 0 0.19
2013 0.2 0.53 0.19 0.2 16 21 41 4 8 5 1 5 1 0 3 0.19 0.22
2014 0.56 0.55 0.35 0.43 5 26 4 9 17 16 9 21 9 0 0 0.21
2015 0.19 0.55 0.19 0.19 0 26 0 5 22 21 4 26 5 0 0 0.21
2016 0.4 0.56 0.54 0.54 0 26 0 14 36 5 2 26 14 0 0 0.2
2017 0 0.58 0.35 0.38 0 26 0 9 45 0 21 8 0 0 0.21
2018 0 0.7 0.15 0.1 0 26 0 4 49 0 21 2 0 0 0.28
2019 0 0.88 0.46 0.6 0 26 0 12 61 0 5 3 0 0 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12011Forecasting prices from level-I quotes in the presence of hidden liquidity. (2011). Reed, Josh ; Stoikov, Sasha ; Avellaneda, Marco. In: Algorithmic Finance. RePEc:ris:iosalg:0004.

Full description at Econpapers || Download paper

11
22013Cluster formation and evolution in networks of financial market indices. (2013). Sandoval, Leonidas Junior . In: Algorithmic Finance. RePEc:ris:iosalg:0023.

Full description at Econpapers || Download paper

10
32013Nonlinear support vector machines can systematically identify stocks with high and low future returns. (2013). Elkan, Charles ; Huerta, Ramon ; Corbacho, Fernando . In: Algorithmic Finance. RePEc:ris:iosalg:0024.

Full description at Econpapers || Download paper

7
42013A big data approach to analyzing market volatility. (2013). Leinweber, David ; Bethel, Wes E. ; Rube, Oliver ; Gu, Ming ; Wu, Kesheng. In: Algorithmic Finance. RePEc:ris:iosalg:0016.

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7
52013The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data. (2013). Maystre, Nicolas ; Bicchetti, David. In: Algorithmic Finance. RePEc:ris:iosalg:0015.

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6
62013A multiscale model of high-frequency trading. (2013). Kirilenko, Andrei ; Meng, Xiangqian ; Sowers, Richard B.. In: Algorithmic Finance. RePEc:ris:iosalg:0025.

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4
72013Stock chatter: Using stock sentiment to predict price direction. (2013). Rechenthin, Michael ; Srinivasan, Padmini ; Street, Nick W.. In: Algorithmic Finance. RePEc:ris:iosalg:0012.

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4
82011Efficient greek estimation in generic swap-rate market models. (2011). Joshi, Mark ; Yang, Chao. In: Algorithmic Finance. RePEc:ris:iosalg:0003.

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3
92014Linear-time accurate lattice algorithms for tail conditional expectation. (2014). Chen, Bryant ; Kao, Ming-Yang ; Ho, Jan-Ming ; Hsu, William W. Y., . In: Algorithmic Finance. RePEc:ris:iosalg:0010.

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2
102011Binomial options pricing has no closed-form solution. (2011). Georgiadis, Evangelos . In: Algorithmic Finance. RePEc:ris:iosalg:0002.

Full description at Econpapers || Download paper

2
112014The extent of price misalignment in prediction markets. (2014). Rothschild, David ; Pennock, David M.. In: Algorithmic Finance. RePEc:ris:iosalg:0007.

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2
122011Markets are efficient if and only if P=NP. (2011). Maymin, Philip. In: Algorithmic Finance. RePEc:ris:iosalg:0001.

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2
132013Sparse, mean reverting portfolio selection using simulated annealing. (2013). Levendovszky, Janos ; Fogarasi, Norbert . In: Algorithmic Finance. RePEc:ris:iosalg:0013.

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2
142013Optimizing sparse mean reverting portfolios. (2013). Levendovszky, Janos ; Sipos, Robert I.. In: Algorithmic Finance. RePEc:ris:iosalg:0019.

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2
152013Modeling market impact and timing risk in volume time. (2013). Mazur, Slava . In: Algorithmic Finance. RePEc:ris:iosalg:0018.

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1
162014Stochastic flow diagrams. (2014). de Prado, Marcos Lopez ; Calkin, Neil J.. In: Algorithmic Finance. RePEc:ris:iosalg:0008.

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1
172013Discovering the ecosystem of an electronic financial market with a dynamic machine-learning method. (2013). Michailidis, George ; Mankad, Shawn. In: Algorithmic Finance. RePEc:ris:iosalg:0021.

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1
182011Behavioral biases and investor performance.. (2011). Feldman, Todd. In: Algorithmic Finance. RePEc:ris:iosalg:0005.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12011Forecasting prices from level-I quotes in the presence of hidden liquidity. (2011). Reed, Josh ; Stoikov, Sasha ; Avellaneda, Marco. In: Algorithmic Finance. RePEc:ris:iosalg:0004.

Full description at Econpapers || Download paper

5
22013Nonlinear support vector machines can systematically identify stocks with high and low future returns. (2013). Elkan, Charles ; Huerta, Ramon ; Corbacho, Fernando . In: Algorithmic Finance. RePEc:ris:iosalg:0024.

Full description at Econpapers || Download paper

4
32013Cluster formation and evolution in networks of financial market indices. (2013). Sandoval, Leonidas Junior . In: Algorithmic Finance. RePEc:ris:iosalg:0023.

Full description at Econpapers || Download paper

2
42011Binomial options pricing has no closed-form solution. (2011). Georgiadis, Evangelos . In: Algorithmic Finance. RePEc:ris:iosalg:0002.

Full description at Econpapers || Download paper

2
52014The extent of price misalignment in prediction markets. (2014). Rothschild, David ; Pennock, David M.. In: Algorithmic Finance. RePEc:ris:iosalg:0007.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations