A data model for processing financial market and news data

Fethi A. Rabhi, Adnene Guabtni and Lawrence Yao

International Journal of Electronic Finance, 2009, vol. 3, issue 4, 387-403

Abstract: 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.

Keywords: e-finance; e-markets; event-driven; web services; financial markets; data modelling; Thomson Reuters; electronic finance; electronic markets; data repositories; ontologies; interoperability; service-oriented architecture; SOA. (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:ids:ijelfi:v:3:y:2009:i:4:p:387-403

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