A data model for processing financial market and news data
AbstractDue to immense amounts of data being generated from financial markets in many different formats, professionals and academics face interoperability problems when analysing such data. This paper proposes a data model that gives a coherent view of the information available from financial market data repositories. The novel features of this data model include: modelling the behaviour of an electronic market as an extensible event-based class hierarchy, and using ontologies to represent financial data as a set of inter-related and meaningful events. Using this data model, we develop interoperable web services that process the data at a high level of abstraction using a Service-Oriented Architecture.
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Bibliographic InfoArticle provided by Inderscience Enterprises Ltd in its journal Int. J. of Electronic Finance.
Volume (Year): 3 (2009)
Issue (Month): 4 ()
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Web page: http://www.inderscience.com/browse/index.php?journalID=171
e-finance; e-markets; event-driven; web services; financial markets; data modelling; Thomson Reuters; electronic finance; electronic markets; data repositories; ontologies; interoperability; service-oriented architecture; SOA.;
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- Börner, René & Goeken, Matthias & Rabhi, Fethi, 2012. "SOA development and service identification: A case study on method use, context and success factors," Frankfurt School - Working Paper Series 189, Frankfurt School of Finance and Management.
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