research-article

Incremental view-based analysis of stock market data streams

Authors:

Andreas Behrend,

Christian Dorau,

Rainer Manthey,

Gereon SchüellerAuthors Info & Claims

IDEAS '08: Proceedings of the 2008 international symposium on Database engineering & applications

Pages 269 - 275

https://doi.org/10.1145/1451940.1451978

Published: 10 September 2008 Publication History

Abstract

In this paper we show the usefulness and feasibility of applying conventional SQL queries for analyzing a wide spectrum of data streams. As application area we have chosen the analysis of stock market data, mainly because this kind of application exhibits sufficiently many of those characteristics for which relational query technology can be considered a valuable instrument in a stream context. The resulting TInTo system is a tool for computing so-called technical indicators, numerical values calculated from a certain kind of stock market data, characterizing the development of stock prices over a given time period. Update propagation is used for the incremental recomputation of indicator views defined over a stream of continuously changing price data.

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Cited By

Bédard AHallé S(2023)Formal verification for event stream processingInformation and Computation10.1016/j.ic.2023.105058293:COnline publication date: 1-Aug-2023
https://dl.acm.org/doi/10.1016/j.ic.2023.105058
Behrend AGriefahn UVoigt HSchmiegelt P(2015)Optimizing continuous queries using update propagation with varying granularitiesProceedings of the 27th International Conference on Scientific and Statistical Database Management10.1145/2791347.2791368(1-12)Online publication date: 29-Jun-2015
https://dl.acm.org/doi/10.1145/2791347.2791368
Schüller GBehrend AManthey R(2010)AIMSProceedings of the ACM SIGSPATIAL International Workshop on GeoStreaming10.1145/1878500.1878508(31-38)Online publication date: 2-Nov-2010
https://dl.acm.org/doi/10.1145/1878500.1878508
Show More Cited By

Index Terms

Incremental view-based analysis of stock market data streams
1. Information systems
  1. Data management systems
    1. Database management system engines
      1. Database query processing
2. Theory of computation
  1. Theory and algorithms for application domains
    1. Database theory
      1. Database query processing and optimization (theory)

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cover image ACM Conferences

IDEAS '08: Proceedings of the 2008 international symposium on Database engineering & applications

September 2008

289 pages

ISBN:9781605581880

DOI:10.1145/1451940

General Chair:
Bipin C. Desai
Concordia University

Copyright © 2008 ACM.

Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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New York, NY, United States

Publication History

Published: 10 September 2008

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IDEAS '08: Proceedings of the 12th international symposium on database engineering & applications

September 10 - 12, 2008

Coimbra, Portugal

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Overall Acceptance Rate 74 of 210 submissions, 35%

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Cited By

Bédard AHallé S(2023)Formal verification for event stream processingInformation and Computation10.1016/j.ic.2023.105058293:COnline publication date: 1-Aug-2023
https://dl.acm.org/doi/10.1016/j.ic.2023.105058
Behrend AGriefahn UVoigt HSchmiegelt P(2015)Optimizing continuous queries using update propagation with varying granularitiesProceedings of the 27th International Conference on Scientific and Statistical Database Management10.1145/2791347.2791368(1-12)Online publication date: 29-Jun-2015
https://dl.acm.org/doi/10.1145/2791347.2791368
Schüller GBehrend AManthey R(2010)AIMSProceedings of the ACM SIGSPATIAL International Workshop on GeoStreaming10.1145/1878500.1878508(31-38)Online publication date: 2-Nov-2010
https://dl.acm.org/doi/10.1145/1878500.1878508
Sim KLow CKuo F(2010)Detecting faults in technical indicator computations for financial market analysisThe 2nd International Conference on Information Science and Engineering10.1109/ICISE.2010.5689221(2749-2754)Online publication date: Dec-2010
https://doi.org/10.1109/ICISE.2010.5689221
Behrend ADesai BSacca DGreco S(2009)A magic approach to optimizing incremental relational expressionsProceedings of the 2009 International Database Engineering & Applications Symposium10.1145/1620432.1620435(12-22)Online publication date: 16-Sep-2009
https://dl.acm.org/doi/10.1145/1620432.1620435
Behrend AManthey RSchüller GWieneke M(2009)Detecting Moving Objects in Noisy Radar Data Using a Relational DatabaseProceedings of the 13th East European Conference on Advances in Databases and Information Systems10.1007/978-3-642-03973-7_21(286-300)Online publication date: 21-Aug-2009
https://dl.acm.org/doi/10.1007/978-3-642-03973-7_21
Behrend ADorau CManthey R(2009)SQL Triggers Reacting on Time EventsProceedings of the 13th East European Conference on Advances in Databases and Information Systems10.1007/978-3-642-03973-7_14(179-193)Online publication date: 21-Aug-2009
https://dl.acm.org/doi/10.1007/978-3-642-03973-7_14

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