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ZÁMEČNÍKOVÁ, E. KRESLÍKOVÁ, J.
Original Title
Time Series Prediction Based on Event Driven Business Process Management
Type
journal article - other
Language
English
Original Abstract
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 "fat-tail" distribution region, when a set of stringent risk-management business rules kick in.
Keywords
Business Rules, Complex Event Processing, Event-Driven Architecture, Financial Markets, High Frequency Data, Prediction, Trading
Authors
ZÁMEČNÍKOVÁ, E.; KRESLÍKOVÁ, J.
RIV year
2014
Released
1. 5. 2014
ISBN
2250-3005
Periodical
International Journal of Computational Engineering Research (IJCER)
Year of study
4
Number
State
Republic of India
Pages from
1
Pages to
6
Pages count
URL
https://www.fit.vut.cz/research/publication/10599/
BibTex
@article{BUT111566, author="Eva {Zámečníková} and Jitka {Kreslíková}", title="Time Series Prediction Based on Event Driven Business Process Management", journal="International Journal of Computational Engineering Research (IJCER)", year="2014", volume="4", number="4", pages="1--6", issn="2250-3005", url="https://www.fit.vut.cz/research/publication/10599/" }