A User-Driven SOA for Financial Market Data Analysis

Authors

  • Adnene Guabtni University of New South Wales
  • Dennis Kundisch University of Paderborn
  • Fethi A. Rabhi University of New South Wales

DOI:

https://doi.org/10.18417/emisa.5.2.1

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.

Downloads

Published

2015-12-07

Issue

Vol. 5 No. 2 (2010)

Section

Research Articles

License

Authors who publish with this journal agree to the following terms: Authors retain copyright and grant the journal 'Enterprise Modelling and Information Systems Architectures - International Journal of Conceptual Modeling' and the Gesellschaft für Informatik e.V. (GI) the permission of first publication, and the non-exclusive, irrevocable and non-time limited publication permission for the submitted work including the permissions to store, copy, distribute and reproduce their work in printed and electronic form for the duration of the legal copyright. This includes the right of translation. Authors grant the journal 'Enterprise Modelling and Information Systems Architectures - International Journal of Conceptual Modeling' and the Gesellschaft für Informatik e.V. (GI) the permission to license their work under a Creative Commons BY-SA 4.0 license that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal. Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book) given an acknowledgement of its initial publication in this journal.

Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access). The submitting corresponding author on behalf of all co-authors asserts that she/he is entitled to the granting of the above mentioned permissions for the submitted work.