General Information
    • ISSN: 1793-8201 (Print), 2972-4511 (Online)
    • Abbreviated Title: Int. J. Comput. Theory Eng.
    • Frequency: Quarterly
    • DOI: 10.7763/IJCTE
    • Editor-in-Chief: Prof. Mehmet Sahinoglu
    • Associate Editor-in-Chief: Assoc. Prof. Alberto Arteta, Assoc. Prof. Engin Maşazade
    • Managing Editor: Ms. Mia Hu
    • Abstracting/Indexing: Scopus (Since 2022), INSPEC (IET), CNKI,  Google Scholar, EBSCO, etc.
    • Average Days from Submission to Acceptance: 192 days
    • E-mail: ijcte@iacsitp.com
    • Journal Metrics:

Editor-in-chief
Prof. Mehmet Sahinoglu
Computer Science Department, Troy University, USA
I'm happy to take on the position of editor in chief of IJCTE. We encourage authors to submit papers concerning any branch of computer theory and engineering.

IJCTE 2012 Vol.4(3): 410-414 ISSN: 1793-8201
DOI: 10.7763/IJCTE.2012.V4.494

Data Stream Management System and Capital Market Surveillance

Aniruddha Mukherjee, Prasun Bhattacharjee, Debnath Mukherjee, and Prateep Misra

Abstract—Importance of real-time data analysis has been felt since early ‘90s and thus processing of streaming data (from either sensor networks or telecom switches or web and other disparate systems) is the demand of the industries worldwide. Quicker detection of fraudulent activities in a financial system is the order of the day. Thus capital market surveillance, if can be performed by using the streaming input of various trading transactions, without being stored, that would be beneficial to the regulatory authorities and stock exchanges. In this paper, we describe how stream processing using a data stream management system (DSMS) can be used for the above task and how effective would be that in terms of performance and latency. We present results obtained from using a commercial event stream processing system (IBM Info Sphere Streams platform) for certain typical fraud detection scenarios.

Index Terms—Capital market surveillance, data stream management systems, high performance, low latency, stream processing.

The authors are with the Innovation Labs, Tata Consultancy Services Ltd Bengal Intelligent Park Ltd. Bldg # D, Salt Lake Electronic Complex, Kolkata, India (e-mail: aniruddha.mukherjee@tcs.com, prasun.bhattacharjee@tcs.com, debnath.mukherjee@tcs.com, prateep.misra@tcs.com).

[PDF]

Cite: Aniruddha Mukherjee, Prasun Bhattacharjee, Debnath Mukherjee, and Prateep Misra, "Data Stream Management System and Capital Market Surveillance," International Journal of Computer Theory and Engineering vol. 4, no. 3, pp.  410-414, 2012.


Copyright © 2008-2024. International Association of Computer Science and Information Technology. All rights reserved.