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arXiv · 1311.5685

Data Challenges in High-Performance Risk Analytics

Blesson Varghese·Andrew Rau-Chaplin
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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.

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Blesson Varghese, Andrew Rau-Chaplin. 2013-11-22. Data Challenges in High-Performance Risk Analytics. https://arxiv.org/abs/1311.5685

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