Data Challenges in High-Performance Risk Analytics

被引：0
|
作者：
Varghese, Blesson [1 ]
Rau-Chaplin, Andrew [1 ]
机构：
[1] Dalhousie Univ, Fac Comp Sci, Risk Analyt Lab, Halifax, NS, Canada
来源：
2012 SC COMPANION: HIGH PERFORMANCE COMPUTING, NETWORKING, STORAGE AND ANALYSIS (SCC) | 2012年
关键词：
high-performance computing; risk analytics; risk modelling; risk management; data management;
D O I：
10.1109/SC.Companion.2012.162
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
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.
引用
收藏
页码：1312 / 1313
页数：2
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