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Universal Journal of Finance and Economics
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Universal Journal of Finance and Economics
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Volume 1, Number 1, 2021
Article
Table 1
Digital Signal Processing Challenges in Financial Messaging Systems: Case Studies in High-Volume SWIFT Flows
Table 1.
Measuredlatency for the main components in the processing and scoring stages
Stage
Latency (s)
0
Ingest + normalization
0.35
1
IIR prefilter (streaming)
0.1
2
Windowed STFT (128, 75% overlap)
0.8
3
Matched filter & scoring
0.25
4
Gabor bank features
0.6
5
Aggregation & alert
0.2
6
End-to-end (high-refresh path)
2.3