Managing Temporal Financial Data in an Extensible Database.

Rakesh Chandra, Arie Segev: Managing Temporal Financial Data in an Extensible Database. VLDB 1993: 302-313
  author    = {Rakesh Chandra and
               Arie Segev},
  editor    = {Rakesh Agrawal and
               Se{\'a}n Baker and
               David A. Bell},
  title     = {Managing Temporal Financial Data in an Extensible Database},
  booktitle = {19th International Conference on Very Large Data Bases, August
               24-27, 1993, Dublin, Ireland, Proceedings},
  publisher = {Morgan Kaufmann},
  year      = {1993},
  isbn      = {1-55860-152-X},
  pages     = {302-313},
  ee        = {db/conf/vldb/ChandraS93.html},
  crossref  = {DBLP:conf/vldb/93},
  bibsource = {DBLP,}


Complex financial products and trading applications are difficult to model and implement in conventional commercial databases due to temporal, object, rule and other data support requirements. Extensible database systems provide a better solution because of the ability todefine complex data types, manipulate data of type procedure, define rules, operators and access methods to optimize these operators. The paper discusses the design issues in modeling financial trading systems in extensible DBMS. The complexity of financial products is analyzed and strategies for modeling these products are proposed. Operators relevant to financial trading are discussed alongwith access methods to optimize these operators. The paper describes an implementation of a financial trading system in POSTGRES.

Copyright © 1993 by the VLDB Endowment. Permission to copy without fee all or part of this material is granted provided that the copies are not made or distributed for direct commercial advantage, the VLDB copyright notice and the title of the publication and its date appear, and notice is given that copying is by the permission of the Very Large Data Base Endowment. To copy otherwise, or to republish, requires a fee and/or special permission from the Endowment.

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Printed Edition

Rakesh Agrawal, Seán Baker, David A. Bell (Eds.): 19th International Conference on Very Large Data Bases, August 24-27, 1993, Dublin, Ireland, Proceedings. Morgan Kaufmann 1993, ISBN 1-55860-152-X
Contents BibTeX


Robert K. Abbott, Hector Garcia-Molina: Scheduling Real-time Transactions. SIGMOD Record 17(1): 71-81(1988) BibTeX
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Umeshwar Dayal, Barbara T. Blaustein, Alejandro P. Buchmann, Upen S. Chakravarthy, Meichun Hsu, R. Ledin, Dennis R. McCarthy, Arnon Rosenthal, Sunil K. Sarin, Michael J. Carey, Miron Livny, Rajiv Jauhari: The HiPAC Project: Combining Active Databases and Timing Constraints. SIGMOD Record 17(1): 51-70(1988) BibTeX
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Narain H. Gehani, H. V. Jagadish, Oded Shmueli: Event Specification in an Active Object-Oriented Database. SIGMOD Conference 1992: 81-90 BibTeX
Laura M. Haas, Walter Chang, Guy M. Lohman, John McPherson, Paul F. Wilms, George Lapis, Bruce G. Lindsay, Hamid Pirahesh, Michael J. Carey, Eugene J. Shekita: Starburst Mid-Flight: As the Dust Clears. IEEE Trans. Knowl. Data Eng. 2(1): 143-160(1990) BibTeX
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Bruce G. Lindsay, John McPherson, Hamid Pirahesh: A Data Management Extension Architecture. SIGMOD Conference 1987: 220-226 BibTeX
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Ellen Rose, Arie Segev: TOOA: A Temporal Object-Oriented Algebra. ECOOP 1993: 297-325 BibTeX
Arie Segev, Arie Shoshani: Logical Modeling of Temporal Data. SIGMOD Conference 1987: 454-466 BibTeX
Arie Segev, Arie Shoshani: The Representation of a Temporal Data Model in the Relational Environment. SSDBM 1988: 39-61 BibTeX
Arie Segev, Rakesh Chandra: A Data Model for Time-Series Analysis. Advanced Database Systems 1993: 191-212 BibTeX
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Michael Stonebraker, Lawrence A. Rowe, Michael Hirohama: The Implementation of Postgres. IEEE Trans. Knowl. Data Eng. 2(1): 125-142(1990) BibTeX
Michael Stonebraker, Anant Jhingran, Jeffrey Goh, Spyros Potamianos: On Rules, Procedures, Caching and Views in Data Base Systems. SIGMOD Conference 1990: 281-290 BibTeX
Stanley Y. W. Su, Hsin-Hsing M. Chen: A Temporal Knowledge Representation Model OSAM*/T and Its Query Language OQL/T. VLDB 1991: 431-442 BibTeX
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Gene T. J. Wuu, Umeshwar Dayal: A Uniform Model for Temporal Object-Oriented Databases. ICDE 1992: 584-593 BibTeX

Referenced by

  1. Haixun Wang, Carlo Zaniolo: Using SQL to Build New Aggregates and Extenders for Object- Relational Systems. VLDB 2000: 166-175
  2. Jae Young Lee, Ramez Elmasri: An EER-Based Conceptual Model and Query Language for Time-Series Data. ER 1998: 21-34
  3. Paolo Terenziani: Integrating Calendar Dates and Qualitative Temporal Constraints in the Treatment of Periodic Events. IEEE Trans. Knowl. Data Eng. 9(5): 763-783(1997)
  4. Iakovos Motakis, Carlo Zaniolo: Temporal Aggregation in Active Database Rules. SIGMOD Conference 1997: 440-451
  5. Praveen Seshadri, Miron Livny, Raghu Ramakrishnan: The Design and Implementation of a Sequence Database System. VLDB 1996: 99-110
  6. Jae Young Lee, Ramez Elmasri, Jongho Won: Specification of Calendars and Time Series for Temporal Databases. ER 1996: 341-356
  7. Praveen Seshadri, Miron Livny, Raghu Ramakrishnan: SEQ: A Model for Sequence Databases. ICDE 1995: 232-239
  8. Werner Dreyer, Angelika Kotz Dittrich, Duri Schmidt: An Object-Oriented Data Model for a Time Series Management System. SSDBM 1994: 186-195
  9. Rakesh Chandra, Arie Segev, Michael Stonebraker: Implementing Calendars and Temporal Rules in Next Generation Databases. ICDE 1994: 264-273
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