期刊文献+

An MAS Framework for Speculative Trading Research in Stock Index Futures Market

An MAS Framework for Speculative Trading Research in Stock Index Futures Market
下载PDF
导出
摘要 In this paper, we develop a futures trading simulation system to determine how speculative behavior affects the futures mar ket. A eonfigurable client is designed to simulate traders, and users can define trade strategies using different programming languages. A lightweight server is designed to handle large scale and highly eoncmTent access requests from clients. HBase is chosen as the database to grantee sealability of the system. As HBase only supports single row transaction, a transaction support mechanism is developed to improve data consistency for HBase. The HBase transaction support mecha nism supports multirow and multitaMe by using two phase commit protocol. The experiments indicate that our system shows high efficiency in the face of the large scale and high concurrency access request, and the read/write performance loss of HBase introduced by the transaction support mecha nisms is also acceptable. In this paper, we develop a futures trading simulation system to determine how speculative behavior affects the futures mar ket. A eonfigurable client is designed to simulate traders, and users can define trade strategies using different programming languages. A lightweight server is designed to handle large scale and highly eoncmTent access requests from clients. HBase is chosen as the database to grantee sealability of the system. As HBase only supports single row transaction, a transaction support mechanism is developed to improve data consistency for HBase. The HBase transaction support mecha nism supports multirow and multitaMe by using two phase commit protocol. The experiments indicate that our system shows high efficiency in the face of the large scale and high concurrency access request, and the read/write performance loss of HBase introduced by the transaction support mecha nisms is also acceptable.
机构地区 School of Software
出处 《ZTE Communications》 2014年第4期54-60,共7页 中兴通讯技术(英文版)
关键词 NOSQL transaction management isolation level multi-agentsystem NOSQL transaction management isolation level multi-agentsystem
  • 相关文献

参考文献14

  • 1H. Dawid and G. Fagiolo, "Agent-based models for economic policy design: In- troduction to the special issue," Journal of Economic Behavior & Organization, vol. 67, no. 2, pp. 351-354, 2008. doi: 10.1016/j,jebo.2007.06.009.
  • 2L. Wei, W. Zhang, X. Xiong, and Y. Zhao, "A multi-agent system for policy de- sign of tick size in stock index futures markets," Systems Research and Behavior- al Scienee, vol. 31, no. 4, pp. 512-526, 2014. doi: 10.1002/sres.2292.
  • 3M. M. Bray, "Futures trading, rational expectations, and the efficient markets hy- pothesis," Journal of the Econometric Society, vol. 49. no. 3, pp.575-596, May 1981.
  • 4N. Minar, R. Burkhart, C. Langton, and M. Askenazi, "The Swarm simulation system: a toolkit for building multi-agent simulatitms," Santa Fe Institute, Santa Fe, USA, Paper 96-06-0421996, Jun. 1996.
  • 5M. J. North, T. R. Howe, N. T. Collier, and J. R. Vos, "The repast simphony rim- time system," in Prne. Agent 2005 Conf. Generative Social Processes. Modela, and Mechanisms, Argonne, USA, 2005.
  • 6S. Tisue and U. Wilensky, "Netlogo: a simple envirnnment for modeling complex- ity," presented at Int. Conf. Complex Systems, Boston, USA, 2004.
  • 7L. Yu, E. Masabo, L. Tan, and M. He, "Multi-agent automated intelligent shop- ping system (MAISS)," in 9th Int. Conf. Youag Computer Scientists, Hunan, Chi- na, 2008, pp. 665-670. doi: 10.1109/1CYCS.2008.35.
  • 8S. Mundie,N. Girl, A. Ray, and S. Bodhe, "JADE based multi agent system for mobile eomputing for cellular networkses in Proc. Int. ConS Advances in Comput- ing, Communication and Control, 2009, pp. 467-473.
  • 9A. Shemshadi, J. Soroor, and M. J. Tarokh, "Implementing a muhiagent system for the real-time coordination of a typical supply chain based on the JADE tech- nology," System of Systems Engineering, vol. 2, pp. 1-6, 2008.
  • 10B. G. Tudorica and C. Bucur, "A comparison between several NoSQL databas- es with comments and notes," in lOth Roedunet Int. Conf, Iasi, Romania, Jun. 2011, pp. 1-5. doi: 10.1109/RoEduNet.2011.5993686.

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部