A domain-driven approach for detecting event patterns in e-markets: a case study in financial market surveillance

Authors:
Piyanath Mangkorntong;Fethi A. Rabhi
Affiliations:
School of Computer Science and Engineering, The University of New South Wales, Sydney, NSW, Australia;School of Information Systems, Technology and Management, The University of New South Wales, Sydney, NSW, Australia
Venue:
WISE'07 Proceedings of the 8th international conference on Web information systems engineering
Year:
2007

Citing 2
Cited 2

The emerging role of electronic marketplaces on the Internet

Communications of the ACM
The Power of Events: An Introduction to Complex Event Processing in Distributed Enterprise Systems

The Power of Events: An Introduction to Complex Event Processing in Distributed Enterprise Systems

A Domain-Driven Approach for Detecting Event Patterns in E-Markets

World Wide Web
A data model for processing financial market and news data

International Journal of Electronic Finance

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Abstract

An e-market can be thought of as a distributed event system where an event is generated every time the market's state changes in response to a number of human or computing agents. The paper describes a practical application of event processing in an e-market context through conventional Event Processing Systems (EPSs). A new EPS architecture that allows an integration of several existing EPSs under a unified domain-specific user interface and execution environment is proposed. We assess the performance of the system for a case study in financial market surveillance and its ability to provide a common interface for two existing EPSs - SMARTS and Coral8. A discussion on the experimental results and the issues arising from the proposed EPS architecture are also provided.