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Active and Real Time Databases in Automated Stock Trading

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Automated Stock trading is becoming prevalent in all major financial exchanges worldwide allowing trading decisions to be made away from the exchange floors . In this globally distributed and decentralized trading environment, prices and price differences in different markets are very short-lived. Consequently, financial trading transactions are associated with time constraints and hence require real-time database support. Moreover such transactions have semantic dependencies and often overload databases systems. Our research is investigating mechanisms for transaction processing that explicitly consider the semantics of transactions for efficient processing. We propose mechanisms to integrate transaction semantics with overload management to manage active and real time databases.

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