Quantifying temporal and logical consistencies for index arbitrage transaction scheduling
Abstract
Value and value functions are important concepts in real-time systems. Many researchers categorize real-time systems into hard, firm, and soft real-time systems according to what value the system will achieve when transactions miss their deadlines. However, little work has been done on deriving value or value functions from real-life applications. This work is an attempt to quantify the two consistencies used in real-time transactions scheduling (temporal consistency) and traditional database transaction scheduling (logical consistency). We use index arbitrage transactions scheduling as a real-life application example to show the possibility of quantifying the two consistencies. We also use the Capital Asset Pricing Model (CAPM) to unify the two consistencies. Finally, we demonstrate that our model is able to extend to multiple transactions scheduling. ^
Subject Area
Economics, Commerce-Business|Operations Research|Computer Science
Recommended Citation
Kam Fui Lau,
"Quantifying temporal and logical consistencies for index arbitrage transaction scheduling"
(1999).
Dissertations and Master's Theses (Campus Access).
Paper AAI9960028.
http://digitalcommons.uri.edu/dissertations/AAI9960028