Publications-Theses

題名 網格運算在證券業之應用研究
The Application Study of Grid Computing on Security Industry
作者 劉繕源
Liu,Shan- Yuan
貢獻者 周宣光
Chou,Shrane-Koung
劉繕源
Liu,Shan- Yuan
關鍵詞 網格計算
虛擬組織
證券業
Grid Computing
Security Industry
Virtual Organization
日期 2006
上傳時間 8-Dec-2010 14:58:07 (UTC+8)
摘要 證券市場商品種類、參與者及交易方式既多且複雜,在實際交易中,常形成系統尖峰負載,但硬體設備往往無法適時進行調配。本研究利用網格計算技術,提供一個在商業環境中可行及可用性的驗證。

驗證程序,首先建構網格計算環境,再者進行驗證項目測試,最後結論與建議。步驟先採IBM公司所提供中介軟體(Middleware)- IBM Grid ToolBox V3-進行測試,惟系統因軟、硬體版本問題無法安裝成功;再採用另一中介軟體-IBM WebSphere Extend(WebSphere XD)-多次調整軟、硬體版本後,建構完成測試環境。為測試不同廠牌之硬體是否可以在相同之網格環境中正常運作,分別採用IBM及HP各四部刀鋒伺服器為硬體架構。本研究測試驗證項目共計兩項,第一項測試網格技算解決硬體調配問題;第二項測試網格計算解決交易尖峰負載量問題。經測試驗證,第一項部份,分別以手動及自動之動態調整測試,WXD系統確實可依服務負載來動態調整可用Node來服務,亦即,網格技術可用來解決硬體調配問題。第二項部份,經模擬進行需長時間計算之批次工作(Batch Job),觀察是否由多部主機同時分工運算完成整個計算工作,WXD系統確實可在系統部份Node失效後,其他Node仍可保持其服務之水準,與一般網路Load Balance設計,盲目的將服務負載導向存在之伺服器,在部份硬體失效後,可能會導致整體系統當掉之情形,驗證網格技術是較符合企業實務運作之要求。
There are a lot of complicated type of merchandize, investors and trading methods on security market. It is often the prime cause of transaction peak load and hardware resource allocation problem. This research utilizes grid computing technology to offer a feasible and usable verification in business environment.

The verification procedure, at first, build and construct the grid computing environment; moreover, the project is tested and conclusion and suggestion is made, finally. The step adopts IBM middleware, IBM Grid ToolBox V3, first. The system is unable to install successfully because of the edition question of the software and hardware. And then adopt another IBM middleware, IBM WebSphere Extend (WebSphere XD). After adjusting the software and hardware edition many times, we build and construct the testing environment. In order to test the different factories hardware that can normal operate in the same grid computing environment, this study adopts four server of IBM and HP respectively. There are two test items in this research. The first test wants to solve the allocation problem of hardware. The second test wants to solve the problem of transaction peak load. The first part, test with manual and automatic dynamic adjustment separately. We find WXD system can adjust idle Node dynamically in accordance with serve load. The second part, the test uses batch job which need to calculate for a long time and observe whether the whole calculation can finish by dividing the work operation for many host computers at the same time. We also prove that WXD system can really keep the level of its service while some Node systems lose efficiency. In a word, according to the traditional Load Balance design, system will lead its peak load to other server after some hardwares lose its efficiency, but it may cause the whole system to shot down. From this study, we prove that grid computing technology is comparatively conforms to the requirement of enterprise`s practice operation.
參考文獻 中文部份:
林誠謙、李世昌、鄧炳坤(2003)。下一代網際網路新紀元-全球網格(World Wide Grid)。自然科學簡訊,15卷,4期,123~124頁。
曾國輝(2000),證券交易流程再造之研究,國立政治大學資訊管理研究所,未出版碩士論文
張西亞、黃國展、李先知、周朝宜、蔡佳璋、鄭守成、陳敏、朱賢良、沈澄宇、蘇正耀,“ 個人電腦叢集之科學計算應用 ”,物理雙月刊,中華民國物理學會,21(3),1999/6.
索默斐爾(Sommerville, Ian)(2004)。軟體工程(Software engineering)(鍾俊仁,姜子龍,吳正宇譯)。台北市:碁峰資訊。(原作2001年出版)
鄧雁芬(1999),股票交易,有多種選擇方案,錢雜誌。
鍾樹人(譯)(2003,5)。格網︰打破個人電腦運算的界線,譯自:福斯特(Ian Foster),科學人雜誌,2003,5月。
劉玉珍、李志宏、周賓凰(2005)。證券市場理論與實務(3版)。台北:證期會。
謝劍平、林傑宸(2005)。證券市場與交易實務。台北:智勝文化。
蕭智遠(2004)。利用網格服務支援分散式產品搜尋之研究,國立雲林科技大學資訊管理研究所,未出版碩士論文
英文部份:
Abbas, A.(2004). Grid Computing: A Practical Guide to Technology and Application. Massachusetts: Charles River Media, Inc..
Bal, H.E., Steiner, J.G. and Tanenbaum, A.S.(1989). Programming Language for Distributed Computing System. ACM Computing Survey, 21(3). 261-322.
Catlett, C.(1992). In Search of Gigabit Applications. IEEE Communications Magazine(April), 42-51.
Catlett, C. and Smarr, L.(1992). Metacomputing. Communications of the ACM, 35(6).44--52.
Curbera, F., & DuPer, M. (2002). Unraveling the Web Services web: An introduction to SOAP, WSDL and UDDI. IEEE Internet Computing, 86-93.
Foster, I.(2002). The Grid: A New Infrastructure for 21st Century Science. Physics Today, 55(2). 42-47.
Foster, I. and Kesselman, C.(1999). The Grid: Blueprint for a new Computing Infrastructure. California: Morgan Kaufmann Publishers.
Foster, I. and Kesselman, C. (eds.).(1999). The Grid: Blueprint for a New Computing Infrastructure. Morgan Kaufmann.
Foster , I., Kesselman , C., Tuecke, S.(2001).The Anatomy of the Grid: Enabling Scalable Virtual Organizations. International J. Supercomputer Applications, 15(3), 200~222.
Foster, I., & Kesselman, C. (2002). The physiology of the Grid: An open Grid services architecture for distributed systems integration. Retrieved May 2004, from http://www. globus, org/research/papers/ogsa.pdf
Foster, I., Kesselman, C. and Tuecke, S. (2001). The Anatomy of the Grid: Enabling Scalable Virtual Organizations. International Journal of High Performance Computing Applications, 15(3). 200-222.
Joseph, J., Fellenstein, C.(2003). Grid Computing, IBM.
Mitchel, M.(2002). Grid Computing. Technology Review 3.
Minoli, D.(2004). A Networking Approach to Grid Computing, John Wiley.
Mullender, S(ed.)(1989). Distributed System. Addison-Wesley.
Stevens, R., Woodward, P., DeFanti, T. and Catlett, C.(1997). From the I-WAY to the National Technology Grid. Communications of the ACM, 40 (11). 50-61.
Tsai , Jia-Jang,Chang , Hsi-Ya,Huang , Kuo-Chan,Lee , Shien-Jy, Chou , Chaur-Yi, Tcheng , Shou-cheng, Chen , Min, Shen , Cherng-Yeu(2000), Building PC Clusters and Performance Evaluation , National Science Council Monthly, 28(3), 163~169.
網路部份:
GlobusWorld: http://www.globusworld.org
Globus Tookit: http://www.globus.org
Condor. (2004). Retrieved May 15, 2004, from http://www.cs. wisc. edu/condor
Foster, I., Kesselman, C., Nick, J. M. & Tuecke, S.(2002). The Physiology of the Grid. Retrieved Nov. 30, 2006, from http://www.globus.org/research/papers/ogsa.pdf
台灣證券交易所(2005),證券經紀商投資人開戶統計表,證券經紀商投資人開戶統計表年報,上網日期:95年12月25日
網址:http://www.tse.com.tw/ch/statistics/statistics_list.php?tm=07&stm=030
行政院國科會國家高速電腦中心 (國高中心)、台灣IBM公司(2002)。TIGER計劃 (台灣學術研究格網整合計畫),上網日期:2007年1月9日
網址:https://www.st-pioneer.org.tw/news/910731-1-1.htm
描述 碩士
國立政治大學
經營管理碩士學程(EMBA)
92932610
95
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0092932610
資料類型 thesis
dc.contributor.advisor 周宣光zh_TW
dc.contributor.advisor Chou,Shrane-Koungen_US
dc.contributor.author (Authors) 劉繕源zh_TW
dc.contributor.author (Authors) Liu,Shan- Yuanen_US
dc.creator (作者) 劉繕源zh_TW
dc.creator (作者) Liu,Shan- Yuanen_US
dc.date (日期) 2006en_US
dc.date.accessioned 8-Dec-2010 14:58:07 (UTC+8)-
dc.date.available 8-Dec-2010 14:58:07 (UTC+8)-
dc.date.issued (上傳時間) 8-Dec-2010 14:58:07 (UTC+8)-
dc.identifier (Other Identifiers) G0092932610en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/49603-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 經營管理碩士學程(EMBA)zh_TW
dc.description (描述) 92932610zh_TW
dc.description (描述) 95zh_TW
dc.description.abstract (摘要) 證券市場商品種類、參與者及交易方式既多且複雜,在實際交易中,常形成系統尖峰負載,但硬體設備往往無法適時進行調配。本研究利用網格計算技術,提供一個在商業環境中可行及可用性的驗證。

驗證程序,首先建構網格計算環境,再者進行驗證項目測試,最後結論與建議。步驟先採IBM公司所提供中介軟體(Middleware)- IBM Grid ToolBox V3-進行測試,惟系統因軟、硬體版本問題無法安裝成功;再採用另一中介軟體-IBM WebSphere Extend(WebSphere XD)-多次調整軟、硬體版本後,建構完成測試環境。為測試不同廠牌之硬體是否可以在相同之網格環境中正常運作,分別採用IBM及HP各四部刀鋒伺服器為硬體架構。本研究測試驗證項目共計兩項,第一項測試網格技算解決硬體調配問題;第二項測試網格計算解決交易尖峰負載量問題。經測試驗證,第一項部份,分別以手動及自動之動態調整測試,WXD系統確實可依服務負載來動態調整可用Node來服務,亦即,網格技術可用來解決硬體調配問題。第二項部份,經模擬進行需長時間計算之批次工作(Batch Job),觀察是否由多部主機同時分工運算完成整個計算工作,WXD系統確實可在系統部份Node失效後,其他Node仍可保持其服務之水準,與一般網路Load Balance設計,盲目的將服務負載導向存在之伺服器,在部份硬體失效後,可能會導致整體系統當掉之情形,驗證網格技術是較符合企業實務運作之要求。
zh_TW
dc.description.abstract (摘要) There are a lot of complicated type of merchandize, investors and trading methods on security market. It is often the prime cause of transaction peak load and hardware resource allocation problem. This research utilizes grid computing technology to offer a feasible and usable verification in business environment.

The verification procedure, at first, build and construct the grid computing environment; moreover, the project is tested and conclusion and suggestion is made, finally. The step adopts IBM middleware, IBM Grid ToolBox V3, first. The system is unable to install successfully because of the edition question of the software and hardware. And then adopt another IBM middleware, IBM WebSphere Extend (WebSphere XD). After adjusting the software and hardware edition many times, we build and construct the testing environment. In order to test the different factories hardware that can normal operate in the same grid computing environment, this study adopts four server of IBM and HP respectively. There are two test items in this research. The first test wants to solve the allocation problem of hardware. The second test wants to solve the problem of transaction peak load. The first part, test with manual and automatic dynamic adjustment separately. We find WXD system can adjust idle Node dynamically in accordance with serve load. The second part, the test uses batch job which need to calculate for a long time and observe whether the whole calculation can finish by dividing the work operation for many host computers at the same time. We also prove that WXD system can really keep the level of its service while some Node systems lose efficiency. In a word, according to the traditional Load Balance design, system will lead its peak load to other server after some hardwares lose its efficiency, but it may cause the whole system to shot down. From this study, we prove that grid computing technology is comparatively conforms to the requirement of enterprise`s practice operation.
en_US
dc.description.tableofcontents 第一章 緒論  1
第一節 研究背景 1
第二節 研究動機 1
第三節 研究目的  2
第四節 研究流程 3

第二章 文獻探討 4
第一節 證券交易制度  4
壹、證券市場與交易方式 4
貳、證券交易制度改革 9
第二節 分散式計算 13
壹、傳統分散式計算架構 13
貳、網格計算  15
第三節 網格計算應用 26

第三章 金控公司架構下証券公司營運狀況-以某證券公司為例 29
第一節 個案公司簡介 29
壹、個案公司業務推展簡介  29
貳、經營理念 30
參、個案公司大事紀要 31
第二節 個案公司業務服務流程 33
壹、股票、期貨下單之客戶、證券商與交易所系統關係 33
貳、證券期貨業務交易主機軟硬體環境 35
第三節 個案公司交易業務處理量與資訊系統運作狀況 36
壹、證券期貨交易業務處理情形 37
貳、個案公司在業務服務流程中資訊系統運作狀況 38
第四節 個案公司運算資源面臨之問題 39
壹、不可完全預測之交易尖峰處理量 39
貳、資訊管理作業失誤發生之運算能力損耗 40
參、系統主機資源調度之限制 40

第四章 網格計算(Grid Computing)實證與分析 42
第一節 建構網格計算(Grid Computing)考量 42
第二節 建置網格計算(Grid Computing)過程 42
壹、IBM Grid ToolBox V3 系統架設與測試 43
貳、IBM WebSphere Extend(WebSphere XD)系統架設與測試 48
第三節 網格計算(Grid Computing)功能測試與分析 56
壹、網格技術解決硬體配置問題 58
貳、網格計算解決交易尖峰資訊流量問題  59
參、測試結論與分析 62

第五章 結論與建議  65
第一節 結論  65
第二節 研究建議 66
第三節 後續研究建議 66

參考文獻  68
附錄一   71
附錄二   74
附錄三   75
附錄四   88
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dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0092932610en_US
dc.subject (關鍵詞) 網格計算zh_TW
dc.subject (關鍵詞) 虛擬組織zh_TW
dc.subject (關鍵詞) 證券業zh_TW
dc.subject (關鍵詞) Grid Computingen_US
dc.subject (關鍵詞) Security Industryen_US
dc.subject (關鍵詞) Virtual Organizationen_US
dc.title (題名) 網格運算在證券業之應用研究zh_TW
dc.title (題名) The Application Study of Grid Computing on Security Industryen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) 中文部份:zh_TW
dc.relation.reference (參考文獻) 林誠謙、李世昌、鄧炳坤(2003)。下一代網際網路新紀元-全球網格(World Wide Grid)。自然科學簡訊,15卷,4期,123~124頁。zh_TW
dc.relation.reference (參考文獻) 曾國輝(2000),證券交易流程再造之研究,國立政治大學資訊管理研究所,未出版碩士論文zh_TW
dc.relation.reference (參考文獻) 張西亞、黃國展、李先知、周朝宜、蔡佳璋、鄭守成、陳敏、朱賢良、沈澄宇、蘇正耀,“ 個人電腦叢集之科學計算應用 ”,物理雙月刊,中華民國物理學會,21(3),1999/6.zh_TW
dc.relation.reference (參考文獻) 索默斐爾(Sommerville, Ian)(2004)。軟體工程(Software engineering)(鍾俊仁,姜子龍,吳正宇譯)。台北市:碁峰資訊。(原作2001年出版)zh_TW
dc.relation.reference (參考文獻) 鄧雁芬(1999),股票交易,有多種選擇方案,錢雜誌。zh_TW
dc.relation.reference (參考文獻) 鍾樹人(譯)(2003,5)。格網︰打破個人電腦運算的界線,譯自:福斯特(Ian Foster),科學人雜誌,2003,5月。zh_TW
dc.relation.reference (參考文獻) 劉玉珍、李志宏、周賓凰(2005)。證券市場理論與實務(3版)。台北:證期會。zh_TW
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