A mere six months ago Paul Lajbcygier and his research group used R@CMon Phase 2 “specialist kit” for processing and analysing higher frequency stock data, as part of their stock price impact models study. Since then, they’ve been running extraction queries continuously and recently published a paper highlighting their latest findings while acknowledging the NeCTAR Research Cloud infrastructure.
Lajbcygier, P., Sojka, J. (2015). The Viability of Alternative Indexation when including all Costs”, International Review of Financial Analysis
The group will continue to use the high-memory instance on R@CMon Phase 2 as they progress their research pipeline and the R@CMon team will continue to support them on their journey.
“I expect that over the coming months we will fully utilise the generous resources on the Monash node of the NeCTAR Research Cloud as we extend our research into this cutting edge and exciting data intensive topic.”
Associate Professor Paul Lajbcygier
Faculty of Business and Economics
Department of Accounting and Finance
Department of Banking and Finance