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Data Stream Management Systems for Computational Finance
December 2010 (vol. 43 no. 12)
pp. 45-52
ASCII Text
x 
 
Badrish Chandramouli, Mohamed Ali, Jonathan Goldstein, Beysim Sezgin, Balan Sethu Raman, "Data Stream Management Systems for Computational Finance," Computer, vol. 43, no. 12, pp. 45-52, December, 2010.
 
 
BibTex
x
 
@article{ 10.1109/MC.2010.346,
author = {Badrish Chandramouli and Mohamed Ali and Jonathan Goldstein and Beysim Sezgin and Balan Sethu Raman},
title = {Data Stream Management Systems for Computational Finance},
journal ={Computer},
volume = {43},
number = {12},
issn = {0018-9162},
year = {2010},
pages = {45-52},
doi = {http://doi.ieeecomputersociety.org/10.1109/MC.2010.346},
publisher = {IEEE Computer Society},
address = {Los Alamitos, CA, USA},
}
 
 
RefWorks Procite/RefMan/Endnote
x 
 
TY - MGZN
JO - Computer
TI - Data Stream Management Systems for Computational Finance
IS - 12
SN - 0018-9162
SP45
EP52
EPD - 45-52
A1 - Badrish Chandramouli,
A1 - Mohamed Ali,
A1 - Jonathan Goldstein,
A1 - Beysim Sezgin,
A1 - Balan Sethu Raman,
PY - 2010
KW - Computational finance
KW - Data stream management systems
KW - Query processing
VL - 43
JA - Computer
ER -
 
Mohamed Ali, Microsoft
Jonathan Goldstein, Microsoft
Beysim Sezgin, Microsoft
Balan Sethu Raman, Microsoft
Because financial applications rely on a continual stream of time-sensitive data, any data management system must be able to process complex queries on the fly. Although many organizations turn to custom solutions, data stream management systems can offer the same low-latency processing with the flexibility to handle a range of applications.

1. B. Chandramouli et al., "Data Stream Management Systems for Computational Finance," tech. report, MSR-TR-2010-130, Microsoft Research, Sept. 2010; http://research.microsoft.com/pubs/138844 streams-finance.pdf.
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3. A. Arasu, S. Babu, and J. Widom, "CQL: A Language for Continuous Queries over Streams and Relations," Proc. 9th Int'l Workshop Database Programming Languages, ACM Press, 2003, pp. 1-11.
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5. R.S. Barga et al., "Consistent Streaming Through Time: A Vision for Event Stream Processing," Proc. 3rd Biennial Conf. Innovative Data Systems Research (CIDR 07), ACM Press, 2007, pp. 363-374.
6. B. Gedik et al., "SPADE: The System S Declarative Stream Processing Engine," Proc. ACM SIGMOD Int'l Conf. Management of Data (SIGMOD 08), ACM Press, 2008, pp. 1123-1134.
7. I. Botan et al, "SECRET: A Model for Analysis of the Execution Semantics of Stream Processing Systems," Proc. Conf. Very Large Databases (VLDB 10), ACM Press, 2010, pp. 232-243.
8. N. Jain et al, "Towards a Streaming SQL Standard," Proc. Conf. Very Large Databases (VLDB 08), ACM Press, 2008, pp. 1379-1390.

Index Terms:
Computational finance, Data stream management systems, Query processing
Citation:
Badrish Chandramouli, Mohamed Ali, Jonathan Goldstein, Beysim Sezgin, Balan Sethu Raman, "Data Stream Management Systems for Computational Finance," Computer, vol. 43, no. 12, pp. 45-52, Dec. 2010, doi:10.1109/MC.2010.346
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