Time Series Prediction Based on Event Driven Business Process Management

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26230%2F14%3APU111971" target="_blank" >RIV/00216305:26230/14:PU111971 - isvavai.cz</a>

Result on the web

<a href="http://www.fit.vutbr.cz/research/pubs/all.php?id=10599" target="_blank" >http://www.fit.vutbr.cz/research/pubs/all.php?id=10599</a>

DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Time Series Prediction Based on Event Driven Business Process Management

Original language description

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.

Czech name

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Czech description

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Type

J_ost - Miscellaneous article in a specialist periodical

CEP classification

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OECD FORD branch

10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Project

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Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2014

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

International Journal of Computational Engineering Research (IJCER)

ISSN

2250-3005

e-ISSN

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Volume of the periodical

4

Issue of the periodical within the volume

4

Country of publishing house

IN - INDIA

Number of pages

6

Pages from-to

1-6

UT code for WoS article

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EID of the result in the Scopus database

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