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A data model for processing financial market and news data

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Author Info

  • Fethi A. Rabhi
  • Adnene Guabtni
  • Lawrence Yao
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    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.

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    Bibliographic Info

    Article provided by Inderscience Enterprises Ltd in its journal International Journal of Electronic Finance.

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

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    Handle: RePEc:ids:ijelfi:v:3:y:2009:i:4:p:387-403

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    Web page: http://inderscience.metapress.com/link.asp?target=journal&id=120008

    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;

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    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.

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