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Issue No.12 - December (2010 vol.43)
pp: 45-52
Mohamed Ali , Microsoft
Jonathan Goldstein , Microsoft
Beysim Sezgin , Microsoft
Balan Sethu Raman , Microsoft
ABSTRACT
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.
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, December 2010, doi:10.1109/MC.2010.346
REFERENCES
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.
2. B. Chandramouli, J. Goldstein, and D. Maier, "High-Performance Dynamic Pattern Matching over Disordered Streams," Proc. Conf. Very Large Databases (VLDB 10), ACM Press, 2010, pp. 220-231.
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.
4. D.J. Abadi et al., "The Design of the Borealis Stream Processing Engine," Proc. 2nd Biennial Conf. Innovative Data Systems Research (CIDR 05), ACM Press, 2005, pp. 277-289.
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.
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