Thesis Topic Details

Topic ID:
2933
Title:
Efficient processes for storing and querying a stock market order book
Supervisor:
Aleksandar Ignjatovic
Research Area:
Algorithms
Associated Staff
Assessor:
Robert Lang
Topic Details
Status:
Active
Type:
R & D
Programs:
CS CE BIOM BINF SE
Group Suitable:
No
Industrial:
Yes
Pre-requisites:
lecturer approval
Description:
Research in this area will involve finding possible solutions to quickly obtain specific information from a stock market order book. This includes obtaining the state of the order book (i.e. outstanding orders and their details), at a particular point in time. Other problems include quickly matching those orders to specific trades. A range of ideas and solutions should be explored, to find out if such processes can be performed faster than a naive (e.g. brute-force) method.
Comments:
This is industrial topic available to students employed by CMSS only
Past Student Reports
 
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