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Physical Sciences and Mathematics Commons™
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Full-Text Articles in Physical Sciences and Mathematics
Time Series Data Mining: A Retail Application Using Sas Enterprise Miner, Daniel Hebert
Time Series Data Mining: A Retail Application Using Sas Enterprise Miner, Daniel Hebert
Honors Projects in Mathematics
Modern technologies have allowed for the amassment of data at a rate never encountered before. Organizations are now able to routinely collect and process massive volumes of data. A plethora of regularly collected information can be ordered using an appropriate time interval. The data would thus be developed into a time series. With such data, analytical techniques can be employed to collect information pertaining to historical trends and seasonality. Time series data mining methodology allows users to identify commonalities between sets of time-ordered data. This technique is supported by a variety of algorithms, notably dynamic time warping (DTW). This mathematical …
How One Trade Could Change The World: High Frequency Trading And The Flash Crash Of 2010, Sarah Perlman
How One Trade Could Change The World: High Frequency Trading And The Flash Crash Of 2010, Sarah Perlman
Honors Projects in Finance
Financial markets are controlled directly by a small population of people, but have direct effects on almost every aspect of the global community. Financial markets are now flooded with computerized algorithms that have drastically changed the face of trading. As with any advances in technology, there are always unforeseen events that create new challenges, and adjustments that need to be made. In our increasingly global and technological world, one wrong click of the mouse in New York could affect the stock markets in London, Tokyo, and Brazil. On May 6th, 2010, such a situation occurred and caused the Dow Jones …