Title :
Data Challenges in High-Performance Risk Analytics
Author :
Varghese, Binni ; Rau-Chaplin, Andrew
Author_Institution :
Risk Analytics Lab., Dalhousie Univ., Halifax, NS, Canada
Abstract :
Risk Analytics is important to quantify, manage and analyse risks from the manufacturing to the financial setting. In this paper, the data challenges in the three stages of the high-performance risk analytics pipeline, namely risk modelling, portfolio risk management and dynamic financial analysis is presented.
Keywords :
data analysis; financial data processing; investment; risk management; data challenge; dynamic financial analysis; high-performance risk analytics; portfolio risk management; risk management; risk modelling; risk quantification; data management; high-performance computing; risk analytics; risk management; risk modelling;
Conference_Titel :
High Performance Computing, Networking, Storage and Analysis (SCC), 2012 SC Companion:
Conference_Location :
Salt Lake City, UT
Print_ISBN :
978-1-4673-6218-4
DOI :
10.1109/SC.Companion.2012.162
