Investigating the Evolvability of Financial Domain Models

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21240%2F17%3A00312713" target="_blank" >RIV/68407700:21240/17:00312713 - isvavai.cz</a>

Výsledek na webu

<a href="https://link.springer.com/chapter/10.1007/978-3-319-57955-9_9" target="_blank" >https://link.springer.com/chapter/10.1007/978-3-319-57955-9_9</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/978-3-319-57955-9_9" target="_blank" >10.1007/978-3-319-57955-9_9</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Investigating the Evolvability of Financial Domain Models

Popis výsledku v původním jazyce

Evolvability is a characteristic dealing with change in Information Systems (IS). As the requirements evolve in time, the complexity of the system may increase. In turn, the ability to change it decreases. Consequently, the cost of a change can become unbearable. A domain model is an important abstraction covering key aspects of IS. Similarly to the IS it represents, it can suffer with the same evolvability issues. The goal of this paper is to assess combinatorial effects (CE) in a financial industry domain model, more specifically a domain model of financial risk management. It reveals difficulties related to identifying combinatorial effects in domain models in general and presents some insights on the nature of combinatorial effects on this level.

Název v anglickém jazyce

Investigating the Evolvability of Financial Domain Models

Popis výsledku anglicky

Evolvability is a characteristic dealing with change in Information Systems (IS). As the requirements evolve in time, the complexity of the system may increase. In turn, the ability to change it decreases. Consequently, the cost of a change can become unbearable. A domain model is an important abstraction covering key aspects of IS. Similarly to the IS it represents, it can suffer with the same evolvability issues. The goal of this paper is to assess combinatorial effects (CE) in a financial industry domain model, more specifically a domain model of financial risk management. It reveals difficulties related to identifying combinatorial effects in domain models in general and presents some insights on the nature of combinatorial effects on this level.

Druh

D - Stať ve sborníku

CEP obor

—

OECD FORD obor

10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2017

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Advances in Enterprise Engineering XI

ISBN

978-3-319-57954-2

ISSN

1865-1348

e-ISSN

—

Počet stran výsledku

15

Strana od-do

111-125

Název nakladatele

Springer International Publishing

Místo vydání

Cham

Místo konání akce

Antwerp

Datum konání akce

8. 5. 2017

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

000419314200009