A Model for the Configurable Composition and Synchronization of Complex Trading Activities
Si, Yain-Whar, Edmond, David, ter Hofstede, Arthur H.M., & Dumas, Marlon (2003) A Model for the Configurable Composition and Synchronization of Complex Trading Activities. In 18th ACM Symposium on Applied Computing (SAC), 9-12 March 2003, Melbourne FL, USA.
With the increasing number of market places and potential trading partners across the e–commerce environment, it will become natural for multiple trading activities to be deployed as part of a single trading strategy. This paper describes a multi–process model for controlling interrelated trading activities. The model includes a powerful generic synchronization construct for building a variety of executable trading engines. The modular design of the construct enables the realization of complex trading schemes, including a number of well known strategies from the financial trading domain. A homogeneous interface is defined to allow seamless integration of control modules built using this construct with elementary trading tasks which directly interact with the trading partners using various negotiation protocols. The model also enables iterative negotiation capabilities, which are essential in any complex trading environment. In addition, the model is designed to be orthogonal to the reasoning model so that any reasoning mechanism can be plugged into it.
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|Item Type:||Conference Paper|
|Keywords:||automated trading, trading strategy, negotiation protocol|
|Divisions:||Past > QUT Faculties & Divisions > Faculty of Science and Technology|
|Copyright Owner:||Copyright 2003 ACM Press|
|Copyright Statement:||Reproduced in accordance with the copyright policy of the publisher.|
|Deposited On:||06 Jul 2005|
|Last Modified:||29 Feb 2012 12:57|
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