{"id":"https://openalex.org/W2070005306","doi":"https://doi.org/10.3905/jot.2012.7.2.009","title":"Federal Market Information Technology in the Post Flash Crash Era: Roles for Supercomputing","display_name":"Federal Market Information Technology in the Post Flash Crash Era: Roles for Supercomputing","publication_year":2011,"publication_date":"2011-01-01","ids":{"openalex":"https://openalex.org/W2070005306","doi":"https://doi.org/10.3905/jot.2012.7.2.009","mag":"2070005306"},"language":"en","primary_location":{"id":"doi:10.3905/jot.2012.7.2.009","doi":"https://doi.org/10.3905/jot.2012.7.2.009","is_oa":false,"landing_page_url":"https://doi.org/10.3905/jot.2012.7.2.009","pdf_url":null,"source":{"id":"https://openalex.org/S961788667","display_name":"The Journal of Trading","issn_l":"1559-3967","issn":["1559-3967","2168-8427"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-c","anvur-scientific","cwts-core","poland-20"],"host_organization":"https://openalex.org/P4310320662","host_organization_name":"Euromoney Institutional Investor","host_organization_lineage":["https://openalex.org/P4310320662"],"host_organization_lineage_names":["Euromoney Institutional Investor"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Journal of Trading","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.1939522","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5055279742","display_name":"E. Wes Bethel","orcid":"https://orcid.org/0000-0003-0790-7716","observed_orcids":["https://orcid.org/0000-0003-0790-7716"]},"institutions":[{"id":"https://openalex.org/I148283060","display_name":"Lawrence Berkeley National Laboratory","ror":"https://ror.org/02jbv0t02","country_code":"US","type":"facility","lineage":["https://openalex.org/I1330989302","https://openalex.org/I148283060","https://openalex.org/I39565521"]},{"id":"https://openalex.org/I95457486","display_name":"University of California, Berkeley","ror":"https://ror.org/01an7q238","country_code":"US","type":"education","lineage":["https://openalex.org/I95457486"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Wes Bethel","raw_affiliation_strings":["University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab), 1 Cyclotron Road, Berkeley, CA 94720, United States","is a staff scientist at Lawrence Berkeley National Laboratory in Berkeley, CA. ewbethel@lbl.gov"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab), 1 Cyclotron Road, Berkeley, CA 94720, United States","institution_ids":["https://openalex.org/I148283060","https://openalex.org/I95457486"]},{"raw_affiliation_string":"is a staff scientist at Lawrence Berkeley National Laboratory in Berkeley, CA. ewbethel@lbl.gov","institution_ids":["https://openalex.org/I148283060"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5019652318","display_name":"David Leinweber","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I148283060","display_name":"Lawrence Berkeley National Laboratory","ror":"https://ror.org/02jbv0t02","country_code":"US","type":"facility","lineage":["https://openalex.org/I1330989302","https://openalex.org/I148283060","https://openalex.org/I39565521"]},{"id":"https://openalex.org/I95457486","display_name":"University of California, Berkeley","ror":"https://ror.org/01an7q238","country_code":"US","type":"education","lineage":["https://openalex.org/I95457486"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"David Leinweber","raw_affiliation_strings":["University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab), 1 Cyclotron Road, Berkeley, CA 94720, United States","is the head of the Center for Innovative Financial Technology at Lawrence Berkeley National Laboratory in Berkeley, CA. dleinweber@lbl.gov"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab), 1 Cyclotron Road, Berkeley, CA 94720, United States","institution_ids":["https://openalex.org/I148283060","https://openalex.org/I95457486"]},{"raw_affiliation_string":"is the head of the Center for Innovative Financial Technology at Lawrence Berkeley National Laboratory in Berkeley, CA. dleinweber@lbl.gov","institution_ids":["https://openalex.org/I148283060"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5012378616","display_name":"Oliver R\u00fcbel","orcid":"https://orcid.org/0000-0001-9902-1984","observed_orcids":["https://orcid.org/0000-0001-9902-1984"]},"institutions":[{"id":"https://openalex.org/I148283060","display_name":"Lawrence Berkeley National Laboratory","ror":"https://ror.org/02jbv0t02","country_code":"US","type":"facility","lineage":["https://openalex.org/I1330989302","https://openalex.org/I148283060","https://openalex.org/I39565521"]},{"id":"https://openalex.org/I95457486","display_name":"University of California, Berkeley","ror":"https://ror.org/01an7q238","country_code":"US","type":"education","lineage":["https://openalex.org/I95457486"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Oliver Ruebel","raw_affiliation_strings":["University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab), 1 Cyclotron Road, Berkeley, CA 94720, United States","is a computer systems engineer at Lawrence Berkeley National Laboratory in Berkeley, CA. oruebel@lbl.gov"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab), 1 Cyclotron Road, Berkeley, CA 94720, United States","institution_ids":["https://openalex.org/I148283060","https://openalex.org/I95457486"]},{"raw_affiliation_string":"is a computer systems engineer at Lawrence Berkeley National Laboratory in Berkeley, CA. oruebel@lbl.gov","institution_ids":["https://openalex.org/I148283060"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5043129695","display_name":"Kesheng John Wu","orcid":"https://orcid.org/0000-0002-6907-3393","observed_orcids":["https://orcid.org/0000-0002-6907-3393"]},"institutions":[{"id":"https://openalex.org/I148283060","display_name":"Lawrence Berkeley National Laboratory","ror":"https://ror.org/02jbv0t02","country_code":"US","type":"facility","lineage":["https://openalex.org/I1330989302","https://openalex.org/I148283060","https://openalex.org/I39565521"]},{"id":"https://openalex.org/I95457486","display_name":"University of California, Berkeley","ror":"https://ror.org/01an7q238","country_code":"US","type":"education","lineage":["https://openalex.org/I95457486"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Kesheng Wu","raw_affiliation_strings":["University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab), 1 Cyclotron Road, Berkeley, CA 94720, United States","is a staff computer scientist at Lawrence Berkeley National Laboratory in Berkeley, CA. kwu@lbl.gov"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab), 1 Cyclotron Road, Berkeley, CA 94720, United States","institution_ids":["https://openalex.org/I148283060","https://openalex.org/I95457486"]},{"raw_affiliation_string":"is a staff computer scientist at Lawrence Berkeley National Laboratory in Berkeley, CA. kwu@lbl.gov","institution_ids":["https://openalex.org/I148283060"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5019652318"],"corresponding_institution_ids":["https://openalex.org/I148283060","https://openalex.org/I95457486"],"apc_list":null,"apc_paid":null,"fwci":9.2362,"has_fulltext":false,"cited_by_count":37,"citation_normalized_percentile":{"value":0.97511404,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":87,"max":99},"biblio":{"volume":"7","issue":"2","first_page":"9","last_page":"25"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9740999937057495,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9740999937057495,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.00930000003427267,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.00419999985024333,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/flash-crash","display_name":"flash crashes","score":0.6759999990463257},{"id":"https://openalex.org/keywords/market-anomalies","display_name":"market anomalies","score":0.8029999732971191},{"id":"https://openalex.org/keywords/high-performance-computing","display_name":"high-performance computing","score":0.8119999766349792},{"id":"https://openalex.org/keywords/high-frequency-data","display_name":"high-frequency data","score":0.7960000038146973},{"id":"https://openalex.org/keywords/market-regulation","display_name":"market regulation","score":0.6840000152587891},{"id":"https://openalex.org/keywords/circuit-breakers","display_name":"circuit breakers","score":0.9210000038146973},{"id":"https://openalex.org/keywords/early-warning-systems","display_name":"early warning systems","score":0.8330000042915344},{"id":"https://openalex.org/keywords/herfindahl-hirschman-index","display_name":"Herfindahl-Hirschman index","score":0.8330000042915344},{"id":"https://openalex.org/keywords/market-fragmentation","display_name":"market fragmentation","score":0.9890000224113464},{"id":"https://openalex.org/keywords/market-stability","display_name":"market stability","score":0.6140000224113464}],"concepts":[{"id":"https://openalex.org/C83283714","wikidata":"https://www.wikidata.org/wiki/Q121117","display_name":"Supercomputer","level":2,"score":0.6485589742660522},{"id":"https://openalex.org/C24683644","wikidata":"https://www.wikidata.org/wiki/Q138372","display_name":"High-frequency trading","level":3,"score":0.5581896305084229},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5542051792144775},{"id":"https://openalex.org/C18762648","wikidata":"https://www.wikidata.org/wiki/Q42213","display_name":"Work (physics)","level":2,"score":0.4438718557357788},{"id":"https://openalex.org/C183469790","wikidata":"https://www.wikidata.org/wiki/Q333501","display_name":"Crash","level":2,"score":0.4429685175418854},{"id":"https://openalex.org/C79158427","wikidata":"https://www.wikidata.org/wiki/Q485396","display_name":"Analytics","level":2,"score":0.44161611795425415},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4301779866218567},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.3940504193305969},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3683724105358124},{"id":"https://openalex.org/C2522767166","wikidata":"https://www.wikidata.org/wiki/Q2374463","display_name":"Data science","level":1,"score":0.2788591682910919},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.24318775534629822},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.10282596945762634},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":6,"locations":[{"id":"doi:10.3905/jot.2012.7.2.009","doi":"https://doi.org/10.3905/jot.2012.7.2.009","is_oa":false,"landing_page_url":"https://doi.org/10.3905/jot.2012.7.2.009","pdf_url":null,"source":{"id":"https://openalex.org/S961788667","display_name":"The Journal of Trading","issn_l":"1559-3967","issn":["1559-3967","2168-8427"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-c","anvur-scientific","cwts-core","poland-20"],"host_organization":"https://openalex.org/P4310320662","host_organization_name":"Euromoney Institutional Investor","host_organization_lineage":["https://openalex.org/P4310320662"],"host_organization_lineage_names":["Euromoney Institutional Investor"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Journal of Trading","raw_type":"journal-article"},{"id":"doi:10.2139/ssrn.1939522","doi":"https://doi.org/10.2139/ssrn.1939522","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1939522","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},{"id":"pmh:oai:osti.gov:1055697","doi":null,"is_oa":true,"landing_page_url":"https://www.osti.gov/biblio/1055697","pdf_url":"https://www.osti.gov/servlets/purl/1055697","source":{"id":"https://openalex.org/S4306402487","display_name":"OSTI OAI (U.S. Department of Energy Office of Scientific and Technical Information)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I139351228","host_organization_name":"Office of Scientific and Technical Information","host_organization_lineage":["https://openalex.org/I139351228"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null},{"id":"pmh:info:ark/67531/metadc841869","doi":null,"is_oa":false,"landing_page_url":"https://digital.library.unt.edu/ark:/67531/metadc841869/","pdf_url":null,"source":{"id":"https://openalex.org/S4306400792","display_name":"University of North Texas Digital Library (University of North Texas)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I123534392","host_organization_name":"University of North Texas","host_organization_lineage":["https://openalex.org/I123534392"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Workshop on High Performance Computational Finance at SC11, Seattle, WA, USA, November 13, 2011","raw_type":"Article"},{"id":"pmh:oai:escholarship.org/ark:/13030/qt9443n4vg","doi":null,"is_oa":false,"landing_page_url":"https://escholarship.org/uc/item/9443n4vg","pdf_url":null,"source":{"id":"https://openalex.org/S4306400115","display_name":"eScholarship (California Digital Library)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I2801248553","host_organization_name":"California Digital Library","host_organization_lineage":["https://openalex.org/I2801248553"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"},{"id":"pmh:qt9443n4vg","doi":null,"is_oa":false,"landing_page_url":"http://www.escholarship.org/uc/item/9443n4vg","pdf_url":null,"source":{"id":"https://openalex.org/S4306400115","display_name":"eScholarship (California Digital Library)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I2801248553","host_organization_name":"California Digital Library","host_organization_lineage":["https://openalex.org/I2801248553"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Bethel, E. Wes. (2011). Federal Market Information Technology in the Post Flash Crash Era: Roles for Supercomputing. Workshop on High Performance Computational Finance at SC11, Seattle, WA, USA, November 13, 2011. Lawrence Berkeley National Laboratory: Lawrence Berkeley National Laboratory. Retrieved from: http://www.escholarship.org/uc/item/9443n4vg","raw_type":"article"}],"best_oa_location":{"id":"doi:10.2139/ssrn.1939522","doi":"https://doi.org/10.2139/ssrn.1939522","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1939522","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2070005306.pdf","grobid_xml":"https://content.openalex.org/works/W2070005306.grobid-xml"},"referenced_works_count":28,"referenced_works":["https://openalex.org/W86114772","https://openalex.org/W229826274","https://openalex.org/W1486615185","https://openalex.org/W1548849615","https://openalex.org/W1968307854","https://openalex.org/W1971579804","https://openalex.org/W1973340530","https://openalex.org/W1981992805","https://openalex.org/W1986909779","https://openalex.org/W2003421875","https://openalex.org/W2027066212","https://openalex.org/W2028710687","https://openalex.org/W2047995884","https://openalex.org/W2082923161","https://openalex.org/W2100746131","https://openalex.org/W2120573711","https://openalex.org/W2129387003","https://openalex.org/W2140434339","https://openalex.org/W2140980002","https://openalex.org/W2141367839","https://openalex.org/W2312297414","https://openalex.org/W2328856409","https://openalex.org/W2478805924","https://openalex.org/W2605733128","https://openalex.org/W4229598235","https://openalex.org/W4243714284","https://openalex.org/W4285719527","https://openalex.org/W6736074856"],"related_works":["https://openalex.org/W7037904864","https://openalex.org/W3124894714","https://openalex.org/W2158275535","https://openalex.org/W1563159271","https://openalex.org/W6964968347","https://openalex.org/W2952661546","https://openalex.org/W2767364390","https://openalex.org/W4391824920","https://openalex.org/W1963994673","https://openalex.org/W7018654151"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":5},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":10},{"year":2012,"cited_by_count":5}],"updated_date":"2026-11-08T12:12:28.789561","created_date":"2016-06-24T00:00:00"}