Federal market information technology in the post flash crash era: roles for supercomputing

E. Wes Bethel, David Leinweber, Oliver Rübel, Kesheng Wu. Federal market information technology in the post flash crash era: roles for supercomputing. In Mikhail Smelyanskiy, Matthew Dixon, David Daly, Maria Eleftheriou, José E. Moreira, Kyung Dong Ryu, editors, WHPCF'11, Proceedings of the Fourth Workshop on High Performance Computational Finance, co-located with SC11, Seattle, WA, USA, November 13, 2011. pages 23-30, ACM, 2011. [doi]

Abstract

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