Detail publikace

Time Series Prediction Based on Event Driven Business Process Management

ZÁMEČNÍKOVÁ, E. KRESLÍKOVÁ, J.

Originální název

Time Series Prediction Based on Event Driven Business Process Management

Typ

článek v časopise - ostatní, Jost

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova

Business Rules, Complex Event Processing, Event-Driven Architecture, Financial Markets, High Frequency Data, Prediction, Trading

Autoři

ZÁMEČNÍKOVÁ, E.; KRESLÍKOVÁ, J.

Rok RIV

2014

Vydáno

1. 5. 2014

ISSN

2250-3005

Periodikum

International Journal of Computational Engineering Research (IJCER)

Ročník

4

Číslo

4

Stát

Indická republika

Strany od

1

Strany do

6

Strany počet

6

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/"
}

Dokumenty

zamecnikova-ijcer.pdf