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Investigating the Evolvability of Financial Domain Models

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Advances in Enterprise Engineering XI (EEWC 2017)

Part of the book series: Lecture Notes in Business Information Processing ((LNBIP,volume 284))

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Abstract

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.

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Acknowledgement

We warmly thank Belfius and COPS GmbH which enabled us to settle down the discussed financial domain model. This research has been supported by SGS grant No. OHK3-006/17.

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Correspondence to Marjolein Deryck , Ondrej Dvořák , Peter De Bruyn or Jan Verelst .

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Deryck, M., Dvořák, O., De Bruyn, P., Verelst, J. (2017). Investigating the Evolvability of Financial Domain Models. In: Aveiro, D., Pergl, R., Guizzardi, G., Almeida, J., Magalhães, R., Lekkerkerk, H. (eds) Advances in Enterprise Engineering XI. EEWC 2017. Lecture Notes in Business Information Processing, vol 284. Springer, Cham. https://doi.org/10.1007/978-3-319-57955-9_9

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