Advanced Search
MyIDEAS: Login to save this article or follow this journal

A data model for processing financial market and news data

Contents:

Author Info

  • Fethi A. Rabhi
  • Adnene Guabtni
  • Lawrence Yao
Registered author(s):

    Abstract

    Due 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.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.inderscience.com/link.php?id=28978
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Inderscience Enterprises Ltd in its journal Int. J. of Electronic Finance.

    Volume (Year): 3 (2009)
    Issue (Month): 4 ()
    Pages: 387-403

    as in new window
    Handle: RePEc:ids:ijelfi:v:3:y:2009:i:4:p:387-403

    Contact details of provider:
    Web page: http://www.inderscience.com/browse/index.php?journalID=171

    Related research

    Keywords: 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.;

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. 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.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:ids:ijelfi:v:3:y:2009:i:4:p:387-403. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Graham Langley).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.