A big data approach to analyzing market volatility.
Kesheng WuE. Wes BethelMing GuDavid LeinweberOliver RübelPublished in: Algorithmic Finance (2013)
Keyphrases
- big data
- stock price
- chinese stock market
- stock market
- financial markets
- financial crisis
- cloud computing
- big data analytics
- data management
- stock returns
- vast amounts of data
- high volume
- data analysis
- massive data
- data intensive
- unstructured data
- social media
- data visualization
- data science
- garch model
- data processing
- business intelligence
- historical data
- stock exchange
- exchange rate
- information systems
- information processing
- competitive environment
- massive datasets
- predictive modeling
- data warehousing
- decision support
- knowledge discovery
- data intensive computing