A high-performance processing system for monitoring stock market data stream.
Kevin LiDaniel FernandezDavid KlinglerYuhan GaoJacob RiveraKia TeymourianPublished in: DEBS (2022)
Keyphrases
- stock market
- data streams
- real time
- stock price
- short term
- financial time series
- financial data
- stock exchange
- distributed data streams
- trading rules
- long term
- stock index futures
- financial markets
- stream processing
- stock data
- stock trading
- chinese stock market
- data stream management systems
- stock market data
- financial news
- listed companies
- continuous queries
- stock returns
- garch model
- trading strategies
- efficient processing
- sliding window
- data mining
- data sets