标题：Petri nets-based modeling for dynamic stock trading systems
作者：Zheng, Hong ;Du, Yuyue
作者机构：[Zheng, Hong ] Department of Computer Science and Engineering, East China University of Science and Technology, Shanghai 200237, China;[Du, Yuyue ] La 更多[Zheng, Hong ] Department of Computer Science and Engineering, East China University of Science and Technology, Shanghai 200237, China;[Du, Yuyue ] Laboratory of Computer Science, Institute of Software, Chinese Academy of Sciences, Beijing 100080, China;[Du, Yuyue ] College of Information Science and Engineering, Shandong University of Science and Technology, Qingdao 266510, China 收起
通讯作者：Zheng, H
来源：Journal of Computational Information Systems
出版年：2005
卷：1
期：3
页码：543-548
摘要：Temporal Petri nets can not only enhance the modeling and analyzing power of Petri nets, but compensate the shortcoming that Petri nets do not represent timing constraint. By means of temporal Petri nets, an online dynamic stock trading system based on shared-variable distributed shared memory is adopted, and the requirements specification of the dynamic stock trading system is formally modeled and elegantly described by formulas containing the temporal operators.
