Agent trade servers in financial exchange systems
| dc.creator | Lyback, David | |
| dc.creator | Boman, Magnus | |
| dc.date | 2002-03-19 | |
| dc.date.accessioned | 2026-07-07T03:18:13Z | |
| dc.date.available | 2026-07-07T03:18:13Z | |
| dc.description | New services based on the best-effort paradigm could complement the current deterministic services of an electronic financial exchange. Four crucial aspects of such systems would benefit from a hybrid stance: proper use of processing resources, bandwidth management, fault tolerance, and exception handling. We argue that a more refined view on Quality-of-Service control for exchange systems, in which the principal ambition of upholding a fair and orderly marketplace is left uncompromised, would benefit all interested parties. | |
| dc.description | 11 pages, 1 figure | |
| dc.identifier | https://arxiv.org/abs/cs/0203023 | |
| dc.identifier | http://arxiv.org/abs/cs/0203023 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/31028 | |
| dc.subject | Computational Engineering, Finance, and Science | |
| dc.subject | I.2.11; J.4; K.4.4 | |
| dc.title | Agent trade servers in financial exchange systems | |
| dc.type | text |