RESTful Digital Web Services for Market Price Forecasting with RAn Application on Equity Markets Using Garch Models
- Mihai Calciu, Christiana Tudor
- Corresponding Author
- Mihai Calciu
Available Online July 2013.
- https://doi.org/10.2991/cse.2013.4How to use a DOI?
- REST web service, price forecasting, equity markets, GARCH model
- 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.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
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 - 2nd International Conference on Advances in Computer Science and Engineering (CSE 2013) PB - Atlantis Press SN - 1951-6851 UR - https://doi.org/10.2991/cse.2013.4 DO - https://doi.org/10.2991/cse.2013.4 ID - Calciu2013/07 ER -