Related papers: Managing the Complexity of Processing Financial Da…

A deterministic trading strategy by a representative investor on a single market asset, which generates complex and realistic returns with its first four moments similar to the empirical values of European stock indices, is used to simulate…

More and more distributed software systems are being developed and deployed today. Like other software, distributed software systems also need very strong quality assurance support. Distributed software is often very large/complex, has…

Driven by the recent advances in smart, miniaturized, and mass produced sensors, networked systems, and high-speed data communication and computing, the ability to collect and process larger volumes of higher veracity real-time data from a…

Traditional data monetization approaches face challenges related to data protection and logistics. In response, digital data marketplaces have emerged as intermediaries simplifying data transactions. Despite the growing establishment and…

Analyzing big data in a highly dynamic environment becomes more and more critical because of the increasingly need for end-to-end processing of this data. Modern data flows are quite complex and there are not efficient, cost-based,…

System logs perform a critical function in software-intensive systems as logs record the state of the system and significant events in the system at important points in time. Unfortunately, log entries are typically created in an ad-hoc,…

High-speed computerized trading, often called "high-frequency trading" (HFT), has increased dramatically in financial markets over the last decade. In the US and Europe, it now accounts for nearly one-half of all trades. Although evidence…

One 'problem' with the 21st century world, particularly the economic and business worlds, is the phenomenal and increasing number of interconnections between economic agents (consumers, firms, banks, markets, national economies). This…

Data completeness is an essential aspect of data quality, and has in turn a huge impact on the effective management of companies. For example, statistics are computed and audits are conducted in companies by implicitly placing the strong…

An existing approach for dealing with massive data sets is to stream over the input in few passes and perform computations with sublinear resources. This method does not work for truly massive data where even making a single pass over the…

The unprecedented size of the human population, along with its associated economic activities, have an ever increasing impact on global environments. Across the world, countries are concerned about the growing resource consumption and the…

User feedback is becoming an increasingly important source of information for requirements engineering, user interface design, and software engineering in general. Nowadays, user feedback is largely available and easily accessible in social…

Macroeconomic indexes are of high importance for banks: many risk-control decisions utilize these indexes. A typical workflow of these indexes evaluation is costly and protracted, with a lag between the actual date and available index being…

The DEBS Grand Challenge (GC) is an annual programming competition open to practitioners from both academia and industry. The GC 2022 edition focuses on real-time complex event processing of high-volume tick data provided by Infront…

We present results on simulations of a stock market with heterogeneous, cumulative information setup. We find a non-monotonic behaviour of traders' returns as a function of their information level. Particularly, the average informed agents…

With the increasing complexity of financial markets and rapid growth in data volume, traditional risk monitoring methods no longer suffice for modern financial institutions. This paper designs and optimizes a risk monitoring system based on…

A fleet of connected vehicles easily produces many gigabytes of data per hour, making centralized (off-board) data processing impractical. In addition, there is the issue of distributing tasks to on-board units in vehicles and processing…

This paper presents a new financial market simulator that may be used as a tool in both industry and academia for research in market microstructure. It allows multiple automated traders and/or researchers to simultaneously connect to an…

Graphs may be used to represent many different problem domains -- a concrete example is that of detecting communities in social networks, which are represented as graphs. With big data and more sophisticated applications becoming widespread…

Agile software development is nowadays a widely adopted practise in both open-source and industrial software projects. Agile teams typically heavily rely on issue management tools to document new issues and keep track of outstanding ones,…