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https://doi.org/10.21256/zhaw-4052| Publikationstyp: | Konferenz: Paper |
| Art der Begutachtung: | Peer review (Publikation) |
| Titel: | Large-scale data-driven financial risk modeling using big data technology |
| Autor/-in: | Stockinger, Kurt Heitz, Jonas Bundi, Nils Andri Breymann, Wolfgang |
| DOI: | 10.1109/BDCAT.2018.00033 10.21256/zhaw-4052 |
| Tagungsband: | 2018 IEEE/ACM 5th International Conference on Big Data Computing Applications and Technologies (BDCAT) |
| Seite(n): | 206 |
| Seiten bis: | 207 |
| Angaben zur Konferenz: | 5th International Conference on Big Data Computing, Applications and Technologies (BDCAT), Zurich, Switzerland, 17-20 December 2018 |
| Erscheinungsdatum: | 2018 |
| Verlag / Hrsg. Institution: | IEEE |
| ISBN: | 978-1-5386-5502-3 |
| Sprache: | Englisch |
| Schlagwörter: | Big data; Data modeling; Parallel processing; Computational finance |
| Fachgebiet (DDC): | 332.6: Investition |
| Zusammenfassung: | Real-time financial risk analytics is very challenging due to heterogeneous data sets within and across banks world-wide and highly volatile financial markets. Moreover, large financial organizations have hundreds of millions of financial contracts on their balance sheets. Since there is no standard for modelling financial data, current financial risk algorithms are typically inconsistent and non-scalable. In this paper, we present a novel implementation of a real-world use case for performing large-scale financial risk analytics leveraging Big Data technology. Our performance evaluation demonstrates almost linear scalability. |
| URI: | https://digitalcollection.zhaw.ch/handle/11475/13175 |
| Volltext Version: | Publizierte Version |
| Lizenz (gemäss Verlagsvertrag): | Keine Angabe |
| Departement: | School of Engineering |
| Organisationseinheit: | Institut für Informatik (InIT) Institut für Datenanalyse und Prozessdesign (IDP) |
| Publiziert im Rahmen des ZHAW-Projekts: | Large Scale Data-Driven Financial Risk Modelling |
| Enthalten in den Sammlungen: | Publikationen School of Engineering |
Dateien zu dieser Ressource:
| Datei | Beschreibung | Größe | Format | |
|---|---|---|---|---|
| datfrismo_poster_paper_bdcat.pdf | 162.54 kB | Adobe PDF |  Öffnen/Anzeigen |
Zur Langanzeige
Stockinger, K., Heitz, J., Bundi, N. A., & Breymann, W. (2018). Large-scale data-driven financial risk modeling using big data technology [Conference paper]. 2018 IEEE/ACM 5th International Conference on Big Data Computing Applications and Technologies (BDCAT), 206–207. https://doi.org/10.1109/BDCAT.2018.00033
Stockinger, K. et al. (2018) ‘Large-scale data-driven financial risk modeling using big data technology’, in 2018 IEEE/ACM 5th International Conference on Big Data Computing Applications and Technologies (BDCAT). IEEE, pp. 206–207. Available at: https://doi.org/10.1109/BDCAT.2018.00033.
K. Stockinger, J. Heitz, N. A. Bundi, and W. Breymann, “Large-scale data-driven financial risk modeling using big data technology,” in 2018 IEEE/ACM 5th International Conference on Big Data Computing Applications and Technologies (BDCAT), 2018, pp. 206–207. doi: 10.1109/BDCAT.2018.00033.
STOCKINGER, Kurt, Jonas HEITZ, Nils Andri BUNDI und Wolfgang BREYMANN, 2018. Large-scale data-driven financial risk modeling using big data technology. In: 2018 IEEE/ACM 5th International Conference on Big Data Computing Applications and Technologies (BDCAT). Conference paper. IEEE. 2018. S. 206–207. ISBN 978-1-5386-5502-3
Stockinger, Kurt, Jonas Heitz, Nils Andri Bundi, and Wolfgang Breymann. 2018. “Large-Scale Data-Driven Financial Risk Modeling Using Big Data Technology.” Conference paper. In 2018 IEEE/ACM 5th International Conference on Big Data Computing Applications and Technologies (BDCAT), 206–7. IEEE. https://doi.org/10.1109/BDCAT.2018.00033.
Stockinger, Kurt, et al. “Large-Scale Data-Driven Financial Risk Modeling Using Big Data Technology.” 2018 IEEE/ACM 5th International Conference on Big Data Computing Applications and Technologies (BDCAT), IEEE, 2018, pp. 206–7, https://doi.org/10.1109/BDCAT.2018.00033.
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