{"id":"https://openalex.org/W3124894714","doi":"https://doi.org/10.1145/2088256.2088267","title":"Federal market information technology in the post flash crash era","display_name":"Federal market information technology in the post flash crash era","publication_year":2011,"publication_date":"2011-11-13","ids":{"openalex":"https://openalex.org/W3124894714","doi":"https://doi.org/10.1145/2088256.2088267","mag":"3124894714"},"language":"en","primary_location":{"id":"doi:10.1145/2088256.2088267","doi":"https://doi.org/10.1145/2088256.2088267","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2088256.2088267","pdf_url":null,"source":{"id":"https://openalex.org/S4306418527","display_name":"High Performance Computational Finance","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the fourth workshop on High performance computational finance","raw_type":"proceedings-article"},"volume":null,"type":"conference-paper","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5113461040","display_name":"E. Wes Bethel","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"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"E. Wes Bethel","raw_affiliation_strings":["Lawrence Berkeley National Laboratory, Berkeley, CA, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Lawrence Berkeley National Laboratory, Berkeley, CA, USA","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"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"David Leinweber","raw_affiliation_strings":["Lawrence Berkeley National Laboratory, Berkeley, CA, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Lawrence Berkeley National Laboratory, Berkeley, CA, USA","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"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Oliver R\u00fcbel","raw_affiliation_strings":["Lawrence Berkeley National Laboratory, Berkeley, CA, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Lawrence Berkeley National Laboratory, Berkeley, CA, USA","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"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Kesheng Wu","raw_affiliation_strings":["Lawrence Berkeley National Laboratory, Berkeley, CA, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Lawrence Berkeley National Laboratory, Berkeley, CA, USA","institution_ids":["https://openalex.org/I148283060"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I148283060"],"apc_list":null,"apc_paid":null,"fwci":28.8506,"has_fulltext":false,"cited_by_count":15,"citation_normalized_percentile":{"value":0.99689991,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"23","last_page":"30"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.7509999871253967,"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":0.7509999871253967,"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":0.09560000151395798,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.03550000116229057,"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":0.7799999713897705},{"id":"https://openalex.org/keywords/market-anomalies","display_name":"market anomalies","score":0.9229999780654907},{"id":"https://openalex.org/keywords/high-frequency-trading","display_name":"high-frequency trading","score":0.8050000071525574},{"id":"https://openalex.org/keywords/high-performance-computing","display_name":"high-performance computing","score":0.8230000138282776},{"id":"https://openalex.org/keywords/market-regulation","display_name":"market regulation","score":0.8259999752044678},{"id":"https://openalex.org/keywords/market-safety","display_name":"market safety","score":0.656000018119812},{"id":"https://openalex.org/keywords/market-stability","display_name":"market stability","score":0.8379999995231628},{"id":"https://openalex.org/keywords/market-security","display_name":"market security","score":0.843999981880188},{"id":"https://openalex.org/keywords/national-laboratories","display_name":"national laboratories","score":0.5109999775886536}],"concepts":[{"id":"https://openalex.org/C183469790","wikidata":"https://www.wikidata.org/wiki/Q333501","display_name":"Crash","level":2,"score":0.8570272326469421},{"id":"https://openalex.org/C83283714","wikidata":"https://www.wikidata.org/wiki/Q121117","display_name":"Supercomputer","level":2,"score":0.7068726420402527},{"id":"https://openalex.org/C18762648","wikidata":"https://www.wikidata.org/wiki/Q42213","display_name":"Work (physics)","level":2,"score":0.6661303639411926},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6189707517623901},{"id":"https://openalex.org/C2777526259","wikidata":"https://www.wikidata.org/wiki/Q221836","display_name":"Flash (photography)","level":2,"score":0.5272775292396545},{"id":"https://openalex.org/C2781162219","wikidata":"https://www.wikidata.org/wiki/Q26250693","display_name":"Replicate","level":2,"score":0.5190518498420715},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.4147902727127075},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.35979944467544556},{"id":"https://openalex.org/C110354214","wikidata":"https://www.wikidata.org/wiki/Q6314146","display_name":"Engineering management","level":1,"score":0.347052663564682},{"id":"https://openalex.org/C2522767166","wikidata":"https://www.wikidata.org/wiki/Q2374463","display_name":"Data science","level":1,"score":0.33324381709098816},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.16566362977027893},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.16270792484283447},{"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/C142362112","wikidata":"https://www.wikidata.org/wiki/Q735","display_name":"Art","level":0,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C153349607","wikidata":"https://www.wikidata.org/wiki/Q36649","display_name":"Visual arts","level":1,"score":0.0},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/2088256.2088267","doi":"https://doi.org/10.1145/2088256.2088267","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2088256.2088267","pdf_url":null,"source":{"id":"https://openalex.org/S4306418527","display_name":"High Performance Computational Finance","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the fourth workshop on High performance computational finance","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":24,"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/W2017867388","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/W2140980002","https://openalex.org/W2141367839","https://openalex.org/W2312297414","https://openalex.org/W2478805924","https://openalex.org/W4285719527","https://openalex.org/W4400327440","https://openalex.org/W6609021380"],"related_works":["https://openalex.org/W7037904864","https://openalex.org/W2024528466","https://openalex.org/W2909934437","https://openalex.org/W2952661546","https://openalex.org/W2342557357","https://openalex.org/W6983306154","https://openalex.org/W4393383830","https://openalex.org/W2765900242","https://openalex.org/W7112822198","https://openalex.org/W1873960414"],"abstract_inverted_index":{"This":[0],"paper":[1],"describes":[2],"collaborative":[3],"work":[4,33],"between":[5],"active":[6],"traders,":[7],"regulators,":[8],"economists,":[9],"and":[10,15,22,38,54],"supercomputing":[11,36],"researchers":[12],"to":[13,43],"replicate":[14],"extend":[16],"investigations":[17],"of":[18,50],"the":[19,48],"Flash":[20],"Crash":[21],"other":[23],"market":[24,44,51],"anomalies":[25],"in":[26,46],"a":[27],"National":[28],"Laboratory":[29],"HPC":[30],"environment.":[31],"Our":[32],"suggests":[34],"that":[35],"tools":[37],"methods":[39],"will":[40],"be":[41],"valuable":[42],"regulators":[45],"achieving":[47],"goal":[49],"safety,":[52],"stability,":[53],"security.":[55]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":5}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2021-02-01T00:00:00"}