Concepedia

A Big Data Approach to Analyzing Market Volatility

Kesheng Wu, Wes Bethel, Ming Gu, David Leinweber, Oliver Ruebel

SSRN Electronic Journal · 2013 · 16 citations · 32 references

Open access

Concepts

ComputingComputer ScienceHigh-performance ComputingBig Data AnalyticsData StructuresParallel ComputingData ParallelismVolatility AnalysisData-intensive ComputingHigh-performance Computing SystemsLarge-scale Data ExplorationLarge-scale Data ProcessingSynchronization Of TradesTrading Securities

References

32

Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts

Torben G. Andersen, Tim Bollerslev · International Economic Review · 1998 · 3.5K citations

Business, Economics, Finance +17

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Anat R. Admati, Paul Pfleiderer · Review of Financial Studies · 1988 · 3.3K citations

Business, Economics, Finance +8

Using MPI: Portable parallel programming with the message-passing interface

Computers & Mathematics with Applications · 1995 · 2.9K citations

Computing, Computer Engineering, Computer Science +14

The Distribution of Realized Exchange Rate Volatility

Torben G. Andersen, Tim Bollerslev, Francis X. Diebold et al. · Journal of the American Statistical Association · 2001 · 2.2K citations

Business, Economics, Finance +17

Introduction to parallel computing

Choice Reviews Online · 2004 · 1.9K citations

Computing, Computer Science, High-performance Computing +10