DocumentCode
1916819
Title
Data Challenges in High-Performance Risk Analytics
Author
Varghese, Binni ; Rau-Chaplin, Andrew
Author_Institution
Risk Analytics Lab., Dalhousie Univ., Halifax, NS, Canada
fYear
2012
fDate
10-16 Nov. 2012
Firstpage
1312
Lastpage
1313
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/SC.Companion.2012.162
Filename
6495944
Link To Document