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.
Citation countsare sourced monthly fromand citation databases.
These databases contain citations from different subsets of available publications and different time periods and thus the citation count from each is usually different. Some works are not in either database and no count is displayed. Scopus includes citations from articles published in 1996 onwards, and Web of Science generally from 1980 onwards.
Citations counts from theindexing service can be viewed at the linked Google Scholar™ search.
Full-text downloadsdisplays the total number of times this work’s files (e.g., a PDF) have been downloaded from QUT ePrints as well as the number of downloads in the previous 365 days. The count includes downloads for all files if a work has more than one.
|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 22:57|
Repository Staff Only: item control page