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
来源：Journal of Computational Information Systems
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.