{"title":"金融服务行业的低延迟需求","authors":"M. Kohari","doi":"10.1109/WHPCF.2008.4745396","DOIUrl":null,"url":null,"abstract":"Summary form only given. The trading volatility being experienced in the current markets has continued to increase over the past few years. Predictive response to real-time market conditions is necessary in order for financial services clients to survive and thrive in the most dynamic market conditions. We will discuss the infrastructure requirements and the necessary application awareness to best take advantage of a dynamic market environment.","PeriodicalId":241950,"journal":{"name":"High Performance Computational Finance","volume":"27 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2008-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Low latency requirements for financial services industry\",\"authors\":\"M. Kohari\",\"doi\":\"10.1109/WHPCF.2008.4745396\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Summary form only given. The trading volatility being experienced in the current markets has continued to increase over the past few years. Predictive response to real-time market conditions is necessary in order for financial services clients to survive and thrive in the most dynamic market conditions. We will discuss the infrastructure requirements and the necessary application awareness to best take advantage of a dynamic market environment.\",\"PeriodicalId\":241950,\"journal\":{\"name\":\"High Performance Computational Finance\",\"volume\":\"27 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2008-11-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"High Performance Computational Finance\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/WHPCF.2008.4745396\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"High Performance Computational Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/WHPCF.2008.4745396","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Low latency requirements for financial services industry
Summary form only given. The trading volatility being experienced in the current markets has continued to increase over the past few years. Predictive response to real-time market conditions is necessary in order for financial services clients to survive and thrive in the most dynamic market conditions. We will discuss the infrastructure requirements and the necessary application awareness to best take advantage of a dynamic market environment.
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