Abstract
This paper proposes a software development environment which facilitates the analysis of large financial datasets by end-users. This environment is based on an event-based data model that gives a coherent representation of market activities, particularly high-fequency market and news data. The model makes it possible to define software components and Web services to manipulate entities in the model. The paper also describes a prototype implementation which allows domain experts to compose components and services to build an application. This prototype uses the Triana scientific workflow system to define workflows of existing software components and Web Services. This approach is demonstrated on a realistic case study related to processing both news and financial market data.
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Rabhi, F.A., Rana, O.F., Guabtni, A., Benatallah, B. (2009). A User-Driven Environment for Financial Market Data Analysis. In: Kundisch, D., Veit, D.J., Weitzel, T., Weinhardt, C. (eds) Enterprise Applications and Services in the Finance Industry. FinanceCom 2008. Lecture Notes in Business Information Processing, vol 23. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-01197-9_5
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DOI: https://doi.org/10.1007/978-3-642-01197-9_5
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-01196-2
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