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"Big Data" and its Origins

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  • Francis X. Diebold

Abstract

Against the background of explosive growth in data volume, velocity, and variety, I investigate the origins of the term "Big Data". Its origins are a bit murky and hence intriguing, involving both academics and industry, statistics and computer science, ultimately winding back to lunch-table conversations at Silicon Graphics Inc. (SGI) in the mid 1990s. The Big Data phenomenon continues unabated, and the ongoing development of statistical machine learning tools continues to help us confront it.

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  • Francis X. Diebold, 2020. ""Big Data" and its Origins," Papers 2008.05835, arXiv.org, revised Jan 2021.
    • Handle: RePEc:arx:papers:2008.05835
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    References listed on IDEAS

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    1. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2013. "Financial Risk Measurement for Financial Risk Management," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1127-1220, Elsevier.
    2. Reichlin, Lucrezia, 2002. "Factor Models in Large Cross-Sections of Time Series," CEPR Discussion Papers 3285, C.E.P.R. Discussion Papers.
    3. G.M. Constantinides & M. Harris & R. M. Stulz (ed.), 2013. "Handbook of the Economics of Finance," Handbook of the Economics of Finance, Elsevier, volume 2, number 2-b.
    4. G.M. Constantinides & M. Harris & R. M. Stulz (ed.), 2013. "Handbook of the Economics of Finance," Handbook of the Economics of Finance, Elsevier, volume 2, number 2-a.
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    Cited by:

    1. Francis X. Diebold & Kamil Yilmaz, 2022. "On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness," Papers 2211.04184, arXiv.org, revised Jan 2023.

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