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A data model for processing financial market and news data

  • Fethi A. Rabhi
  • Adnene Guabtni
  • Lawrence Yao
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    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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    Article provided by Inderscience Enterprises Ltd in its journal Int. J. of Electronic Finance.

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

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    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

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