期刊名称：Journal of Theoretical and Applied Information Technology
印刷版ISSN：1992-8645
电子版ISSN：1817-3195
出版年度：2013
卷号：48
期号：2
页码：1309-1313
出版社：Journal of Theoretical and Applied
摘要：In recent years, dynamic data management systems and algorithmic trading systems have come to account for a majority of volume traded at the major US, European and Asia-Pacific financial markets. Complex event processing is a typical data processing technique which becomes the new spotlight of researches. Complex Event Processing over dynamic data management systems and algorithmic trading systems poses huge challenges with regard to efficient, scalable execution as well as expressive models and languages that account for the dynamics in long-running queries. In this paper we discuss the characteristics that a data event processing service should have in order to support in the best way the complex event pattern detection functionality, and present an assessment of a number of technologies that can be used to dynamic data. Especially we propose a corresponding event model and develop an algorithm that can efficiently detect complex event over event stream.
关键词：Dynamic Data Management System; Algorithmic Trading; Complex Event Processing; Volume Weighted Average Price; Complex Event Detection
