Open AccessA Big Data Approach to Analyzing Market Volatility
Author(s) -
Kesheng Wu,
E. Wes Bethel,
M. F. Gu,
David Leinweber,
Oliver Ruebel
Publication year - 2013
Language(s) - English
Resource type - Reports
DOI - 10.2172/1171128
Subject(s) - futures contract , computer science , big data , volatility (finance) , market liquidity , algorithmic trading , ibm , realized variance , volume (thermodynamics) , high frequency trading , finance , data mining , economics , materials science , physics , quantum mechanics , nanotechnology
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