Financial Market Risk

  • Art Sedighi
  • Milton Smith


In the first 5 min (9:30–9:35 AM EST) after the market opened on Friday, June 24, 2016, the trading volume of the Dow Jones Industrial Average reached 5.71 million shares; by the closing minute (4:00 PM), the volume was over 63 million shares (Table 2.1). Over the course of the day, a total of 5.2 million trades were processed by the New York Stock Exchange (NYSE), and over five million of these were small trades of 1–2000 shares.


Financial market Risk Algo-trading Algorithmic trading Value-at-risk VaR MCS Monte-Carlo simulation Job Tasks Earlier due date Shortest processing time Starvation Temporarily starve Fair-share scheduling Burst Class A Class B Class C Class D Use cases Priority Load Time slice PC Shortest job first Scheduling algorithms Fair-share Modeling FUD Dynamicity Fairness Utilization FLOP Time-in-system Utility dSim 


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© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Art Sedighi
    • 1
  • Milton Smith
    • 1
  1. 1.Industrial, Manufacturing & Systems EngineeringTexas Tech UniversityLubbockUSA

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