A User-Driven SOA for Financial Market Data Analysis
| dc.contributor.author | Guabtni, Adnene | |
| dc.contributor.author | Kundisch, Dennis | |
| dc.contributor.author | Rabhi, Fethi A. | |
| dc.date.accessioned | 2017-08-28T22:56:22Z | |
| dc.date.available | 2017-08-28T22:56:22Z | |
| dc.date.issued | 2010 | |
| dc.description.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. | en |
| dc.identifier.doi | 10.18417/emisa.5.2.1 | |
| dc.identifier.pissn | 1866-3621 | |
| dc.language.iso | en | |
| dc.publisher | Gesellschaft für Informatik e.V. | |
| dc.relation.ispartof | Enterprise Modelling and Information Systems Architectures - An International Journal: Vol. 5, Nr. 2 | |
| dc.title | A User-Driven SOA for Financial Market Data Analysis | en |
| dc.type | Text/Journal Article | |
| gi.citation.endPage | 20 | |
| gi.citation.publisherPlace | Berlin | |
| gi.citation.startPage | 4 | |
| gi.conference.sessiontitle | Special Issue on Component and Service Engineering |
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