Paper Info
Title
A User-Driven Soa For Financial Market Data Analysis
Abstract
This paper is concerned with an environment, referred to as Ad-hoc DAta Grid Environment (ADAGE), which facilitates the analysis of large financial datasets by expert end-users. The paper focuses on the design of a Service-Oriented Architecture (SOA) that makes it possible to define re-usable and interoperable software components as web services to manipulate entities of an underlying event-based data model. Such a model allows for a coherent representation of market activities as events, e.g., high-frequency market data like trade prices and quotes, and a subsequent analysis. The paper also describes an implementation of a user-driven composition tool based on the SOA which allows domain experts to conveniently compose services to execute individualised processes. The approach is illustrated on a case study about analysing the price setting behaviour of issuers in the market for structured products.
Year
Venue
Keywords
2010
ENTERPRISE MODELLING AND INFORMATION SYSTEMS ARCHITECTURES-AN INTERNATIONAL JOURNAL
data analysis,financial market
Field
DocType
Volume
Data science,Data mining,Conceptual model,Data grid,Enterprise modelling,Component-based software engineering,Market data,Financial market,Web service,Data model,Business
Journal
5
Issue
ISSN
Citations 
2
1866-3621
3
PageRank 
References 
Authors
0.48
14
3
Name
Order
Citations
PageRank
Adnene Guabtni11188.61
Dennis Kundisch218942.82
Fethi Rabhi342750.68