RESTful Digital Web Services for Market Price Forecasting with RAn Application on Equity Markets Using Garch Models

DOI

10.2991/cse.2013.4How to use a DOI?

Keywords

REST web service, price forecasting, equity markets, GARCH model

Abstract

Web services (WS) are originally and typically SOAP (Simple Object Access Protocol) based. SOAP based web services offer a powerful architecture and communication protocol that allows model based marketing decisions support (MMDS) to be integrated, served and get discovered over the Internet. Lately REST (REpresentational State Transfer) has emerged as an alternative Web service design model that is less typed and in many aspects less “sophisticated” and therefore literally “restful” for decision support builders. RESTful MMDS web services are easier to implement by marketing scientists and more straightforward and “naturally, intuitively” discoverable by managers. This paper presents the differences between the two approaches and introduces a RESTful digital web service for market price forecasting using the GARCH financial model.

Copyright

© 2013, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Mihai Calciu
AU  - Christiana Tudor
PY  - 2013/07
DA  - 2013/07
TI  - RESTful Digital Web Services for Market Price Forecasting with RAn Application on Equity Markets Using Garch Models
BT  - Proceedings of the 2nd International Conference on Advances in Computer Science and Engineering (CSE 2013)
PB  - Atlantis Press
SP  - 13
EP  - 15
SN  - 1951-6851
UR  - https://doi.org/10.2991/cse.2013.4
DO  - 10.2991/cse.2013.4
ID  - Calciu2013/07
ER  -