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zeekay
76dda045ba
- pq-hybrid-kem: Z-Wing IND-CCA2-AKE security analysis - zero-copy-throughput: vs gRPC/HTTP-2/QUIC/JSON - transport-vs-jwt: strict-dominance corollary - rns-identity-binding: KEM-bound naming - streaming-tail-latency: HOL-blocking elimination - fix-trading-channel: institutional-grade FIX over ZAP - agent-communication: ZAP-MCP/A2A non-repudiation - composability: 2-category formalization, initial-object theorem
136 lines
4.5 KiB
BibTeX
136 lines
4.5 KiB
BibTeX
@misc{fix44,
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author = {{FIX Protocol Limited}},
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title = {{FIX Protocol Specification, Version 4.4}},
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howpublished = {\url{https://www.fixtrading.org/standards/fix-4-4/}},
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year = {2003},
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note = {Accessed 2026-05-05}
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}
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@misc{fix50sp2,
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author = {{FIX Protocol Limited}},
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title = {{FIX 5.0 Service Pack 2 with Errata 20110818}},
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howpublished = {\url{https://www.fixtrading.org/standards/fix-5-0-sp-2/}},
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year = {2011},
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note = {Accessed 2026-05-05}
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}
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@misc{fixfast,
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author = {{FIX Protocol Limited}},
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title = {{FIX Adapted for STreaming (FAST) Protocol Specification, Version 1.2}},
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howpublished = {\url{https://www.fixtrading.org/standards/fast/}},
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year = {2009},
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note = {Accessed 2026-05-05}
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}
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@misc{fixsbe,
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author = {{FIX Protocol Limited}},
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title = {{Simple Binary Encoding (SBE), Version 2.0}},
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howpublished = {\url{https://www.fixtrading.org/standards/sbe/}},
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year = {2020},
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note = {Accessed 2026-05-05}
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}
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@techreport{rfc8446,
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author = {Rescorla, E.},
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title = {{The Transport Layer Security (TLS) Protocol Version 1.3}},
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number = {RFC 8446},
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institution = {Internet Engineering Task Force},
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type = {RFC},
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year = {2018},
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url = {https://www.rfc-editor.org/rfc/rfc8446}
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}
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@techreport{rfc9293,
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author = {Eddy, W., editor},
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title = {{Transmission Control Protocol (TCP)}},
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number = {RFC 9293},
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institution = {Internet Engineering Task Force},
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type = {RFC},
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year = {2022},
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url = {https://www.rfc-editor.org/rfc/rfc9293}
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}
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@misc{rts25,
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author = {{European Securities and Markets Authority}},
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title = {{Commission Delegated Regulation (EU) 2017/574 (RTS 25): Level of accuracy of business clocks}},
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howpublished = {Official Journal of the European Union, L 87/148},
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year = {2017}
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}
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@misc{finra-oats,
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author = {{Financial Industry Regulatory Authority}},
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title = {{Order Audit Trail System (OATS) Reporting Technical Specifications}},
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howpublished = {\url{https://www.finra.org/filing-reporting/order-audit-trail-system-oats}},
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year = {2019},
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note = {Retired 2021; superseded by CAT but referenced for historical channel-design context}
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}
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@misc{finra-cat,
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author = {{Consolidated Audit Trail, LLC}},
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title = {{CAT Reporting Technical Specifications for Industry Members}},
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howpublished = {\url{https://www.catnmsplan.com/specifications}},
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year = {2024}
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}
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@article{hasbrouck2013,
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author = {Hasbrouck, Joel and Saar, Gideon},
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title = {Low-latency trading},
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journal = {Journal of Financial Markets},
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volume = {16},
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number = {4},
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pages = {646--679},
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year = {2013}
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}
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@book{kissell2013,
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author = {Kissell, Robert},
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title = {The Science of Algorithmic Trading and Portfolio Management},
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publisher = {Academic Press},
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year = {2013}
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}
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@article{latencylottery,
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author = {Wah, Elaine and Wellman, Michael P.},
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title = {Latency arbitrage in fragmented markets: A strategic agent-based analysis},
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journal = {Algorithmic Finance},
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volume = {5},
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number = {3-4},
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pages = {69--93},
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year = {2016}
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}
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@misc{xwing,
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author = {Barbosa, M. and Connolly, D. and Diaz, J. and Kampanakis, P. and Krasnov, V. and Westerbaan, B.},
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title = {{X-Wing: The Hybrid KEM You've Been Looking For}},
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howpublished = {IETF Draft \texttt{draft-connolly-cfrg-xwing-kem}},
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year = {2024}
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}
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@misc{kyber,
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author = {{NIST}},
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title = {{Module-Lattice-Based Key-Encapsulation Mechanism Standard (FIPS 203 / ML-KEM)}},
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howpublished = {NIST FIPS 203},
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year = {2024}
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}
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@misc{nistpqc,
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author = {{National Institute of Standards and Technology}},
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title = {{Post-Quantum Cryptography Standardization}},
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howpublished = {\url{https://csrc.nist.gov/projects/post-quantum-cryptography}},
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year = {2024}
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}
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@misc{nistsp80056c,
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author = {Barker, E. and Chen, L. and Davis, R.},
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title = {{Recommendation for Key-Derivation Methods in Key-Establishment Schemes}},
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howpublished = {NIST Special Publication 800-56C Rev.~2},
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year = {2020}
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}
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@inproceedings{ptp2008,
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author = {{IEEE}},
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title = {{IEEE Standard for a Precision Clock Synchronization Protocol for Networked Measurement and Control Systems (IEEE 1588-2008)}},
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booktitle = {IEEE Std 1588-2008},
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year = {2008}
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}
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