Semantics-Based Transaction Processing for Real-Time Databases: The Case of Automated Stock Trading
Published Online:1 Aug 1999https://doi.org/10.1287/ijoc.11.3.299
References
- Scheduling real-time transactions. ACM SIGMOD Record (1988) 17:71–81Crossref, Google Scholar
- Scheduling real-time transactions: Performance evaluation. ACM Trans. Database Systems (1992) 17:513–560Crossref, Google Scholar
- Applying update streams in a soft-real-time database system. Proc. 1995 ACM SIGMOD Internat. Conf. Management data (1995) 245–256MayCrossref, Google Scholar
- Concurrency control performance modeling: Alternatives and implications. ACM Trans. Database Systems (1987) 12:609–654Crossref, Google Scholar
- , Lucas H. L., Schwartz R. A. The effect of computer based trading on volatility and liquidity. the challenge of information technology for the securities markets (1989) (Dow Jones-Irwin, Homewood, IL) 200–204Google Scholar
- Concurrency Control and Recovery in Database Systems (1987) (Addison-Wesley, Reading, MA) Google Scholar
- Concurrency control in a system for distributed databases (SDD-1). ACM Trans. Database Systems (1980) 5:18–51Crossref, Google Scholar
- Advances in real-time database systems research. ACM SIGMOD Record (1996) 25:3–7Crossref, Google Scholar
- Timeliness via speculation for real-time databases. Proc. RTSS '94: The 14th IEEE Real-Time System Sympos. (1994) 36–45DecemberCrossref, Google Scholar
- Value-cognizant speculative concurrency control for real-time databases. Inform. Systems (1996) 21:75–101Crossref, Google Scholar
- Time critical database scheduling: A framework for integrating real-time scheduling and concurrency control. Proc. 5th Conf. Data Engrg. (1989) 470–480FebruaryCrossref, Google Scholar
- Speed! How fast can we trade? Futures (1997) 24:68–70Google Scholar
- The Microstructure of Securities Markets (1986) (Prentice-Hall, Englewood Cliffs, NJ) Google Scholar
- Multiclass transactions scheduling and overload management in firm deadline real-time database systems. Inform. Systems (1996) 21:29–54Crossref, Google Scholar
- Information technology and time-based competition in financial markets. To appear Management Sci. (1998) 44:595–609Link, Google Scholar
- Performance of object-based semantic real-time concurrency control. (1996) . Technical report tr95–245.ps, Department of Computer Science, University of Rhode IslandGoogle Scholar
- Electronic call market trading. J. Portfolio Management (1995) 21:10–18Crossref, Google Scholar
- The notions of consistency and predicate locks in a database system. Comm. ACM (1976) 19:624–633Crossref, Google Scholar
- Dynamic real-time optimistic concurrency control. Proc. IEEE Real-Time Systems Sympos. (1990) 94–103DecemberCrossref, Google Scholar
- On being optimistic about real-time constraints. Proc. 9th ACM SIGACT-SIGMOD-SIGART Sympos. Principles Database Systems (1990) 331–343AprilCrossref, Google Scholar
- Earliest deadline scheduling for real-time database systems. Proc. IEEE Real-Time Systems Sympos. (1991) 232–242DecemberCrossref, Google Scholar
- Real-time transaction scheduling: A cost-conscious approach. Proc. 1993 ACM SIGMOD Internat. Conf. Management Data (1993) 197–206Crossref, Google Scholar
- Experimental evaluation of real-time transaction processing. Proc. IEEE Real-Time Systems Sympos. (1989) December:144–153Crossref, Google Scholar
- Experimental evaluation of real-time optimistic concurrency control schemes. Proc. VLDB (1991) 35–46SeptemberGoogle Scholar
- Enhancing real-time DBMS performance with multiversion data and priority based disk scheduling. Proc. IEEE Real-Time Systems Sympos. (1991) 222–231DecemberCrossref, Google Scholar
- A Transaction Model for Active and Real-time Databases (1995) (University of Arizona). Ph.D. thesisGoogle Scholar
- Updating timestamp interval for dynamic adjustment of serialiation order in optimistic concurrency control-time interval (OCCTI) protocol. Inform. Processing Lett. (1997) 63:189–193Crossref, Google Scholar
- Transaction management mechanisms for active and real-time databases: A comprehensive protocol and a performance study. J. Software Systems (1998) 42:205–225Crossref, Google Scholar
- On optimistic methods for concurrency control. ACM Trans. Database Systems (1981) 6(2):213–226JuneCrossref, Google Scholar
- Simulation Modeling and Analysis (1991) (McGraw Hill, New York) Google Scholar
- Using dynamic adjustment of serialization order for real-time database systems. Proc. IEEE Real-Time Systems Sympos. (1993) December:66–75Crossref, Google Scholar
- Concurrency control in real-time databases by dynamic adjustment of serialization order. Proc. 11th Real-Time Systems Sympos. (1990) 104–112DecemberCrossref, Google Scholar
- Best-Effort Decision Making for Real-Time Scheduling (1986) (Computer Science Department, Carnegie-Mellon University). Ph.D. thesisGoogle Scholar
- The Challenge of Information Technology for the Securities Markets—Liquidity, Volatility and Global Trading (1989) (Dow Jones, Irwin, IL) Google Scholar
- Transaction scheduling in multiclass real-time database systems. Proc. IEEE Real-Time Systems Sympos. (1992) December:23–34Crossref, Google Scholar
- High contention in a stock trading database: A case study. ACM SIGMOD Record (1988) 17:260–268Crossref, Google Scholar
- Real-time databases. Internat. J. Distributed Parallel Databases (1993) 1:199–226Crossref, Google Scholar
- Design of Concurrency Controls for Transaction Processing Systems (1982) (Carnegie Mellon University). Ph.D. thesisGoogle Scholar
- Online stock trading systems: Study of an application. Proc. Spring COMPCON-87 (1987) 161–163Google Scholar
- A real-time locking protocol. IEEE Trans. Comput. (1991) 40:793–800Crossref, Google Scholar
- Concurrency control for distributed real-time databases. ACM SIGMOD Record (1988) 17:82–98Crossref, Google Scholar
- Priority inheritance protocols: An approach to real-time synchronization. IEEE Trans. Comput. (1990) 39:1175–1185Crossref, Google Scholar
- Hybrid protocols using dynamic adjustment of serialization order for real-time concurrency control. J. Real-time Systems (1992) 4:269–276Crossref, Google Scholar
- Principles of trading market structure. J. Financial Services Res. (1992) 6:75–107Crossref, Google Scholar
- Systems Modeling CorporationSIMAN V Reference GuideGoogle Scholar
- Trading floor technology: The need for speed. (1996) . Technical report 008:005W. The Tower Group1994Google Scholar
- Exploiting main memory DBMS features to improve real-time concurrency control protocols. ACM SIGMOD Record (1996) 25:23–28Crossref, Google Scholar
- Performance analysis of concurrency control using with deferred blocking. IEEE Trans. Software Engrg. (1993) 19:982–996Crossref, Google Scholar
- On real-time databases: Concurrency control and scheduling. Proc. IEEE (1994) 82:140–157Crossref, Google Scholar

