Real-time price anomaly detection for market data quality monitoring
Market Data Detective
Beschreibung
SIX Financial Information AG is a financial data vendor. Billions of price messages are processed and delivered to clients by SIX every day. In order to improve market data quality, project “Market Data Detective” aims at developing and evaluating the effectiveness of new, mostly automated and innovative data plausibility checks. Such an automated, rule-based approach to data plausibility checks is expected to improve quality and transparency of market data while, at the same time, reducing costs.
Eckdaten
Projektleitung
Projektteam
Projektpartner
SIX Group AG / SIX Financial Information
Projektstatus
abgeschlossen, 10/2016 - 12/2017
Institut/Zentrum
Institut für Datenanalyse und Prozessdesign (IDP); Institut für Informatik (InIT)
Drittmittelgeber
Dritte
Projektvolumen
80'000 CHF