A User-Driven SOA for Financial Market Data Analysis

被引:0
|
作者
Guabtni, Adnene [2 ]
Kundisch, Dennis [1 ]
Rabhi, Fethi A. [2 ]
机构
[1] Univ Paderborn, Fac Business Adm & Econ, Informat Management & E Finance, D-33098 Paderborn, Germany
[2] Univ New South Wales, Sch Comp Sci & Engn, Sydney, NSW 2052, Australia
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中图分类号
T [工业技术];
学科分类号
08 ;
摘要
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.
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页码:4 / 20
页数:17
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