Related papers: A Cloud-Native Globally Distributed Financial Exch…
Fault-tolerance is critically important in highly-distributed modern cloud applications. Solutions such as Temporal, Azure Durable Functions, and Beldi hide fault-tolerance complexity from developers by persisting execution state and…
This paper describes the design, implementation, and successful use of the Bristol Stock Exchange (BSE), a novel minimal simulation of a centralised financial market, based on a Limit Order Book (LOB) such as is common in major stock…
This paper presents novel results generated from a new simulation model of a contemporary financial market, that cast serious doubt on the previously widely accepted view of the relative performance of various well-known public-domain…
Financial exchanges are migrating to the cloud, but the best-effort nature of the public cloud is at odds with the stringent latency requirements of exchanges. We present Jasper, a system for meeting the networking requirements of financial…
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…
In this paper, we consider the problem of hosting financial exchanges in the cloud. Financial exchanges require predictable, equal latency to all market participants to ensure fairness for various tasks, such as high speed trading. However,…
The need for data trading promotes the emergence of data market. However, in conventional data markets, both data buyers and data sellers have to use a centralized trading platform which might be dishonest. A dishonest centralized trading…
Model-based Systems Engineering (MBSE) has been widely utilized to formalize system artifacts and facilitate their development throughout the entire lifecycle. During complex system development, MBSE models need to be frequently exchanged…
In decentralized systems, nodes often need to coordinate to access shared resources in a fair manner. One approach to perform such arbitration is to rely on auction mechanisms. Although there is an extensive literature that studies…
To enable roaming of users, the cellular ecosystem integrates many entities and procedures, including specific infrastructure to connect Mobile Network Operators (MNOs), business partnerships or the use of third-party Data Clearing Houses…
Dealing with a growing amount of data is a crucial challenge for the future of information and communication technologies. More and more devices are expected to transfer data through the Internet, therefore new solutions have to be designed…
As financial services (FS) companies have experienced drastic technology driven changes, the availability of new data streams provides the opportunity for more comprehensive customer understanding. We propose Dynamic Customer Embeddings…
We introduce ABIDES, an Agent-Based Interactive Discrete Event Simulation environment. ABIDES is designed from the ground up to support AI agent research in market applications. While simulations are certainly available within trading firms…
I describe the rationale for, and design of, an agent-based simulation model of a contemporary online sports-betting exchange: such exchanges, closely related to the exchange mechanisms at the heart of major financial markets, have…
The increasing prevalence of cloud-native technologies, particularly containers, has led to the widespread adoption of containerized deployments in data centers. The advancement of deep neural network models has increased the demand for…
Inspired by Bitcoin, many different kinds of cryptocurrencies based on blockchain technology have turned up on the market. Due to the special structure of the blockchain, it has been deemed impossible to directly trade between traditional…
In this paper we describe LUNES-Blockchain, an agent-based simulator of blockchains that relies on Parallel and Distributed Simulation (PADS) techniques to obtain high scalability. The software is organized as a multi-level simulator that…
Cloud Computing researches involve a tremendous amount of entities such as users, applications, and virtual machines. Due to the limited access and often variable availability of such resources, researchers have their prototypes tested…
Trading data through blockchain platforms is hard to achieve \textit{fair exchange}. Reasons come from two folds: Firstly, guaranteeing fairness between sellers and consumers is a challenging task as the deception of any participating…
Transactive energy systems (TES) are emerging as a transformative solution for the problems that distribution system operators face due to an increase in the use of distributed energy resources and rapid growth in scalability of managing…