{"id":"https://openalex.org/W4285607765","doi":"https://doi.org/10.1145/3524860.3539646","title":"Analysis of market data with Noir","display_name":"Analysis of market data with Noir","publication_year":2022,"publication_date":"2022-06-27","ids":{"openalex":"https://openalex.org/W4285607765","doi":"https://doi.org/10.1145/3524860.3539646"},"language":"en","primary_location":{"is_oa":true,"landing_page_url":"https://doi.org/10.1145/3524860.3539646","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3524860.3539646","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true},"type":"article","type_crossref":"proceedings-article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://dl.acm.org/doi/pdf/10.1145/3524860.3539646","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5039559874","display_name":"Luca De Martini","orcid":"https://orcid.org/0009-0002-5871-8261"},"institutions":[{"id":"https://openalex.org/I93860229","display_name":"Politecnico di Milano","ror":"https://ror.org/01nffqt88","country_code":"IT","type":"education","lineage":["https://openalex.org/I93860229"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Luca De Martini","raw_affiliation_strings":["Politecnico di Milano, Italy"],"affiliations":[{"raw_affiliation_string":"Politecnico di Milano, Italy","institution_ids":["https://openalex.org/I93860229"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5080699613","display_name":"Alessandro Margara","orcid":"https://orcid.org/0000-0002-0023-8639"},"institutions":[{"id":"https://openalex.org/I93860229","display_name":"Politecnico di Milano","ror":"https://ror.org/01nffqt88","country_code":"IT","type":"education","lineage":["https://openalex.org/I93860229"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Alessandro Margara","raw_affiliation_strings":["Politecnico di Milano, Italy"],"affiliations":[{"raw_affiliation_string":"Politecnico di Milano, Italy","institution_ids":["https://openalex.org/I93860229"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5005564459","display_name":"Gianpaolo Cugola","orcid":"https://orcid.org/0000-0002-0921-7383"},"institutions":[{"id":"https://openalex.org/I93860229","display_name":"Politecnico di Milano","ror":"https://ror.org/01nffqt88","country_code":"IT","type":"education","lineage":["https://openalex.org/I93860229"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Gianpaolo Cugola","raw_affiliation_strings":["Politecnico di Milano, Italy"],"affiliations":[{"raw_affiliation_string":"Politecnico di Milano, Italy","institution_ids":["https://openalex.org/I93860229"]}]}],"institution_assertions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.364,"has_fulltext":true,"fulltext_origin":"pdf","cited_by_count":2,"citation_normalized_percentile":{"value":0.570539,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":70,"max":76},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T10317","display_name":"Advanced Database Systems and Queries","score":0.9974,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10317","display_name":"Advanced Database Systems and Queries","score":0.9974,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9962,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11986","display_name":"Scientific Computing and Data Management","score":0.996,"subfield":{"id":"https://openalex.org/subfields/1802","display_name":"Information Systems and Management"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.79993653},{"id":"https://openalex.org/C193702766","wikidata":"https://www.wikidata.org/wiki/Q1414548","display_name":"Concurrency","level":2,"score":0.7379788},{"id":"https://openalex.org/C105339364","wikidata":"https://www.wikidata.org/wiki/Q2297740","display_name":"Software deployment","level":2,"score":0.62493324},{"id":"https://openalex.org/C2778562939","wikidata":"https://www.wikidata.org/wiki/Q1298791","display_name":"Synchronization (alternating current)","level":3,"score":0.58735496},{"id":"https://openalex.org/C82876162","wikidata":"https://www.wikidata.org/wiki/Q17096504","display_name":"Latency (audio)","level":2,"score":0.56407243},{"id":"https://openalex.org/C2780451532","wikidata":"https://www.wikidata.org/wiki/Q759676","display_name":"Task (project management)","level":2,"score":0.56204104},{"id":"https://openalex.org/C2779960059","wikidata":"https://www.wikidata.org/wiki/Q7113681","display_name":"Overhead (engineering)","level":2,"score":0.54565126},{"id":"https://openalex.org/C120314980","wikidata":"https://www.wikidata.org/wiki/Q180634","display_name":"Distributed computing","level":1,"score":0.5166145},{"id":"https://openalex.org/C79403827","wikidata":"https://www.wikidata.org/wiki/Q3988","display_name":"Real-time computing","level":1,"score":0.34414634},{"id":"https://openalex.org/C115903868","wikidata":"https://www.wikidata.org/wiki/Q80993","display_name":"Software engineering","level":1,"score":0.2847271},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.21222073},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.112095624},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.094446},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.089973},{"id":"https://openalex.org/C127162648","wikidata":"https://www.wikidata.org/wiki/Q16858953","display_name":"Channel (broadcasting)","level":2,"score":0.0},{"id":"https://openalex.org/C201995342","wikidata":"https://www.wikidata.org/wiki/Q682496","display_name":"Systems engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"is_oa":true,"landing_page_url":"https://doi.org/10.1145/3524860.3539646","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3524860.3539646","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true}],"best_oa_location":{"is_oa":true,"landing_page_url":"https://doi.org/10.1145/3524860.3539646","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3524860.3539646","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true},"sustainable_development_goals":[{"score":0.5,"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17"}],"grants":[],"datasets":[],"versions":[],"referenced_works_count":12,"referenced_works":["https://openalex.org/W1123101191","https://openalex.org/W1976821017","https://openalex.org/W2173213060","https://openalex.org/W2247317079","https://openalex.org/W2542459869","https://openalex.org/W2566979091","https://openalex.org/W2729674042","https://openalex.org/W2749874879","https://openalex.org/W4206243355","https://openalex.org/W4226041184","https://openalex.org/W4283708463","https://openalex.org/W4393635391"],"related_works":["https://openalex.org/W96612179","https://openalex.org/W632915154","https://openalex.org/W4378874356","https://openalex.org/W4256492088","https://openalex.org/W4229499248","https://openalex.org/W2987774938","https://openalex.org/W2770234245","https://openalex.org/W2566006169","https://openalex.org/W2369811061","https://openalex.org/W2055733372"],"abstract_inverted_index":{"The":[0],"2022":[1],"DEBS":[2],"Grand":[3],"Challenge":[4],"targets":[5],"the":[6,72,75,80,87,98],"analysis":[7],"of":[8,74,82,115,125],"real-world":[9],"market":[10],"data":[11,39],"to":[12,31,49,62,69,89],"define":[13],"a":[14,29,37,83,123],"trading":[15],"strategy":[16],"that":[17,47,110],"triggers":[18],"buy/sell":[19],"advice":[20],"based":[21,34],"on":[22,35,71],"specific":[23],"temporal":[24],"patterns.":[25],"This":[26],"paper":[27],"presents":[28],"solution":[30,84],"this":[32],"problem":[33],"Noir,":[36],"distributed":[38],"processing":[40,76],"framework":[41],"developed":[42],"at":[43,97],"Politecnico":[44],"di":[45],"Milano":[46],"aims":[48],"provide":[50],"high-level":[51],"programming":[52],"abstractions":[53],"with":[54,122],"minimal":[55],"overhead.":[56],"Noir":[57,111],"abstracts":[58],"all":[59],"concerns":[60],"related":[61],"deployment,":[63],"concurrency,":[64],"and":[65,85,92,119],"synchronization,":[66],"allowing":[67],"developers":[68],"concentrate":[70],"logic":[73],"task.":[77],"It":[78],"simplifies":[79],"definition":[81],"minimizes":[86],"time":[88,100],"develop":[90],"it":[91,94,101],"make":[93],"operational,":[95],"while":[96],"same":[99],"does":[102],"not":[103],"sacrifice":[104],"absolute":[105],"performance.":[106],"Our":[107],"experiments":[108],"show":[109],"can":[112],"analyze":[113],"millions":[114],"events":[116],"per":[117],"second":[118],"deliver":[120],"answers":[121],"latency":[124],"few":[126],"milliseconds.":[127]},"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W4285607765","counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1}],"updated_date":"2025-01-19T18:50:55.432576","created_date":"2022-07-16"}