Big data analysis for financial risk management
نویسندگان
چکیده
منابع مشابه
Using Data for Systemic Financial Risk Management
The recent financial collapse has laid bare the inadequacies of the information infrastructure supporting the US financial system. Technical challenges around large-scale data systems interact with significant economic forces involving innovation, transparency, confidentiality, complexity, and organizational change, to create a very difficult problem. The post-crisis reform legislation has crea...
متن کاملFinancial Risk Measurement for Financial Risk Management∗
Current practice largely follows restrictive approaches to market risk measurement, such as historical simulation or RiskMetrics. In contrast, we propose flexible methods that exploit recent developments in financial econometrics and are likely to produce more accurate risk assessments, treating both portfoliolevel and asset-level analysis. Asset-level analysis is particularly challenging becau...
متن کاملFinancial Big Data Analysis by Sparse Representation Classifiers
Financial big data analysis has recently become a popular research field. Kernel machines (such as support vector machines, SVM) have demonstrated good performance in many areas of pattern recognition. However, the representation of traditional kernel machines is not sparse. A sparse model representation in machine learning is expected to improve the generalization performance and computational...
متن کاملReal-Time Data Management for Big Data
Users have come to expect reactivity from mobile and web applications, i.e. they assume that changes made by other users become visible immediately. However, developers are challenged with building reactive applications on top of traditional pulloriented databases, because they are ill-equipped to push new information to the client. Systems for data stream management and processing, on the othe...
متن کاملBig Data Management and Analysis for Business Informatics - A Survey
Modern communication networks have fueled the creation of massive volumes of data that may be valued as relevant information for business activities. In this paper, we review technologies for enabling and empowering business activities, leveraging the content of this big data. We distinguish between dataand user-related technologies, and study the parallel brought by the overlap of these catego...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Big Data
سال: 2016
ISSN: 2196-1115
DOI: 10.1186/s40537-016-0053-4