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Digital Signal Processing Challenges in Financial Messaging Systems: Case Studies in High-Volume SWIFT Flows

Universal Journal of Finance and Economics | Vol 1, Issue 1

Table 1. Measuredlatency for the main components in the processing and scoring stages

 StageLatency (s)
0Ingest + normalization0.35
1IIR prefilter (streaming)0.1
2Windowed STFT (128, 75% overlap)0.8
3Matched filter & scoring0.25
4Gabor bank features0.6
5Aggregation & alert0.2
6End-to-end (high-refresh path)2.3