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  • In this paper I would like to focus on time series prediction for building trading systems based on unification of the seemingly antagonistic concepts of Complex Events Processing (CEP) and discrete, legacy business logic. In the realm of the high frequency market-making trading systems, the incoming stream of data from multiple asset sources and venues shall be processed primarily by a real-time CEP engine till the point when the statistical characteristics of the continuous results cross into the %22fat-tail%22 distribution region, when a set of stringent risk-management business rules kick in.
  • In this paper I would like to focus on time series prediction for building trading systems based on unification of the seemingly antagonistic concepts of Complex Events Processing (CEP) and discrete, legacy business logic. In the realm of the high frequency market-making trading systems, the incoming stream of data from multiple asset sources and venues shall be processed primarily by a real-time CEP engine till the point when the statistical characteristics of the continuous results cross into the %22fat-tail%22 distribution region, when a set of stringent risk-management business rules kick in. (en)
Title
  • Time Series Prediction Based on Event Driven Business Process Management
  • Time Series Prediction Based on Event Driven Business Process Management (en)
skos:prefLabel
  • Time Series Prediction Based on Event Driven Business Process Management
  • Time Series Prediction Based on Event Driven Business Process Management (en)
skos:notation
  • RIV/00216305:26230/14:PU111971!RIV15-MSM-26230___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • S
http://linked.open...iv/cisloPeriodika
  • 4
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 50564
http://linked.open...ai/riv/idVysledku
  • RIV/00216305:26230/14:PU111971
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Business Rules, Complex Event Processing, Event-Driven Architecture, Financial Markets, High Frequency Data, Prediction, Trading (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • IN - Indická republika
http://linked.open...ontrolniKodProRIV
  • [521E26A1E595]
http://linked.open...i/riv/nazevZdroje
  • International Journal of Computational Engineering Research (IJCER)
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 4
http://linked.open...iv/tvurceVysledku
  • Kreslíková, Jitka
  • Zámečníková, Eva
issn
  • 2250-3005
number of pages
http://localhost/t...ganizacniJednotka
  • 26230
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