Application of ontologies to contracts for difference key information documents

• Autor(a) principal: Franco, Renato Valentim Figueira
• Data de Publicação: 2023
• Tipo de documento: Dissertação
• Idioma: eng
• Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
• Texto Completo: http://hdl.handle.net/10071/30394
• topic: Ontologia -- Ontology; Financial markets; CFD; PRIIPs; Key information documents; Mercado de capitais; Documentos de informação fundamental

In a rapidly evolving landscape of the financial sector, the need for a comprehensive and standardized data representation has become increasingly pertinent. This dissertation aims to produce an ontology designed to address the particularities associated with the complex financial instruments such as Contract for Differences (CFD), thereby providing a framework for knowledge representation in the financial domain. Leveraging the capabilities of the Web Ontology Language, the ontology formally represents the attributes, connections and semantics associated with the key information documents of CFDs, including risk factors, market dynamics, legal frameworks and investor-related information. Through the implementation of SPARQL queries and reasonings systems built-in the Protégé editor, the ontology’s practical applicability in facilitating trend identification and regulatory compliance is demonstrated. The dissertation explores the ontology’s structure, namely the knowledge representation phase, the specification phase, the implementation phase and evaluation phase. The scope of this study is restricted to the analysis of capital markets ontologies in order to capture its structure, semantics and knowledge sharing between people and systems.