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arXiv 0802.2932cs.SEcs.CY
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金融市场中的电子表格分析管理新方法

A New Approach to Spreadsheet Analytics Management in Financial Markets

Brian Sentence

摘要:

金融市场中的电子表格经常被用作数据库、计算器和报告应用程序的组合。本文介绍了一种替代方法,其中电子表格设计和数据库技术已经汇集在一起,以减轻管理和监管的关注电子表格的使用的操作风险。特别是,该文件侧重于快速创建和集中部署的统计分析软件系统中,现在正在使用的主要投资银行,并提出了一种新的技术,在电子表格中的大量的日内市场数据的操纵。

英文摘要:

Spreadsheets in financial markets are frequently used as database, calculator and reporting application combined. This paper describes an alternative approach in which spreadsheet design and database technology have been brought together in order to alleviate management and regulatory concerns over the operational risks of spreadsheet usage. In particular, the paper focuses on the rapid creation and centralised deployment of statistical analytics within a software system now in use by major investment banks, and presents a novel technique for the manipulation in spreadsheets of high volumes of intraday market data.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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