search query: @instructor Niemelä, Ilkka / total: 15
results-list
reference: 3 / 15
« previous | next »
Author:Vehkamäki, Sampsa
Title:Arvopaperikaupan selvitysongelman graafiteoreettinen tarkastelu ongelman osittamiseksi pienemmiksi osaongelmiksi
A graph theoretical study approach for the clearing and settlement problem of securities for partitioning the problem into a set of smaller sub problems
Publication type:Master's thesis
Publication year:2009
Pages:8 + 90 s.      Language:   fin
Department/School:Informaatio- ja luonnontieteiden tiedekunta
Degree programme:Tietotekniikan tutkinto-ohjelma
Main subject:Tietojenkäsittelyteoria   (T-119)
Supervisor:Niemelä, Ilkka
Instructor:Niemelä, Ilkka
OEVS:
Electronic archive copy is available via Aalto Thesis Database.
Instructions
close

Reading digital theses in the closed network of the Aalto University Harald Herlin Learning Centre

In the closed network of Learning Centre you can read digital and digitized theses not available in the open network.

The Learning Centre contact details and opening hours: https://learningcentre.aalto.fi/en/harald-herlin-learning-centre/

You can read theses on the Learning Centre customer computers, which are available on all floors.

Logging on to the customer computers

  • Aalto University staff members log on to the customer computer using the Aalto username and password.
  • Other customers log on using a shared username and password.

Opening a thesis

  • On the desktop of the customer computers, you will find an icon titled:

    Aalto Thesis Database

  • Click on the icon to search for and open the thesis you are looking for from Aaltodoc database. You can find the thesis file by clicking the link on the OEV or OEVS field.

Reading the thesis

  • You can either print the thesis or read it on the customer computer screen.
  • You cannot save the thesis file on a flash drive or email it.
  • You cannot copy text or images from the file.
  • You cannot edit the file.

Printing the thesis

  • You can print the thesis for your personal study or research use.
  • Aalto University students and staff members may print black-and-white prints on the PrintingPoint devices when using the computer with personal Aalto username and password. Color printing is possible using the printer u90203-psc3, which is located near the customer service. Color printing is subject to a charge to Aalto University students and staff members.
  • Other customers can use the printer u90203-psc3. All printing is subject to a charge to non-University members.
Location:P1 Ark Aalto     | Archive
Keywords:graph theory
strongly connected components
clearing and settlement
selvitysjärjestelmät
verkkoteoria
graafi
vahvasti kytketyt komponentit
arvopaperikaupanselvitys
Abstract (eng): Clearing and settlement systems are methods and regulations that are used for sorting out the monetary transactions originated from trading of equity, services and property within a closed predefined set of parties.
The target of the system is to ensure the smoothness of the occurring monetary transactions and trade by minimizing the possible risks and preventing any arising problems from spreading uncontrollable throughout different market places.

During the study the clearing and settlement problem of securities trading in Finland is modeled based on the means of graph theory.
The dependencies between the graphs developed within the model are studied which shows us that the underlying clearing and settlement problem can be partitioned into a set of smaller sub problems, which can be solved either concurrently or sequentially.
The study also shows that the end result of solving the problem in a set of smaller sub problems depends on the order how the sub problems are solved.

By the use of the created graph theoretical model, two methods are created for partitioning the clearing and settlement problem into a set of smaller sub problems.
The study shows that by partitioning the problem the calculation time used to solve the whole problem, at least in theory, can be reduced in some cases without weakening the end result of the solution.
The functionality of the methods is only studied in theory, no simulation or actual experiments are done.
Abstract (fin): Selvitysjärjestelmiksi kutsutaan menettelytapoja ja sääntöjä, joilla suljettujen ennalta määriteltyjen toimijoiden välistä rahaliikennettä ja niihin mahdollisesti liittyviä omaisuuserien, palvelusten tai tavaroiden välistä liikennettä selvitetään.
Niiden tehtävänä on varmistaa maksuliikenteen ja kaupankäynnin sujuvuus minimoiden näihin liittyvää riskiä ja ehkäisten mahdollisien ongelmien leviämistä hallitsemattomasti markkinapaikan rajojen yli.

Tutkimuksessa muodostetaan suomalaisesta arvopaperikaupan selvitysongelmasta malli graafiteorian käsittein ja tarkastellaan mallissa esiintyviä osaverkkoja ja niiden välisiä riippuvuuksia.
Mallin tarkastelu osoittaa, että kokonaisongelma voidaan jakaa pienemmiksi osaongelmiksi, jotka voidaan ratkaista peräkkäin tai rinnakkain.
Tutkimus osoittaa, että muodostettavien osaongelmien ratkaisujärjestyksellä on väliä kokonaisongelman ratkaisun kannalta.

Mallin avulla kehitetään kaksi menetelmää selvitysongelman osittamiseksi.
Tutkimus osoittaa, että osittamisen avulla voidaan ainakin joissain tapauksissa teoreettisesti parantaa koko ongelman ratkaisemiseen tarvittavaa laskenta-aikaa heikentämättä kokonaisongelman ratkaisuna saatua tulosta.
Menetelmien toimivuutta tarkastellaan ainoastaan teoreettisesti, ei simulaatioiden tai aineistokokeiden avulla.
ED:2010-01-11
INSSI record number: 38711
+ add basket
« previous | next »
INSSI