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Related papers: Data Challenges in High-Performance Risk Analytics

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While manufacturers have been generating highly distributed data from various systems, devices and applications, a number of challenges in both data management and data analysis require new approaches to support the big data era. These…

Databases · Computer Science 2018-12-14 JunPing Wang , WenSheng Zhang , YouKang Shi , ShiHui Duan , Jin Liu

Managing project risk is a key part of the successful implementation of any large project and is widely recognized as a best practice for public agencies to deliver infrastructures. The conventional method of identifying and evaluating…

Software Engineering · Computer Science 2023-11-27 Abdolmajid Erfani

Forming quantitative portfolios using statistical risk models presents a significant challenge for hedge funds and portfolio managers. This research investigates three distinct statistical risk models to construct quantitative portfolios of…

Portfolio Management · Quantitative Finance 2024-09-24 Maysam Khodayari Gharanchaei , Reza Babazadeh

Success of any IT industry depends on the success rate of their projects, which in turn depends on several factors such as cost, time, and availability of resources. These factors formulate the risk areas, which needs to be addressed in a…

Software Engineering · Computer Science 2012-10-05 Raghavi K Bhujang , Suma. V

Analytics corresponds to a relevant and challenging phase of Big Data. The generation of knowledge from extensive data sets (petabyte era) of varying types, occurring at a speed able to serve decision makers, is practiced using multiple…

Software Engineering · Computer Science 2022-03-15 Rogerio Rossi , Kechi Hirama

This paper presents the result of our experience with the ap- plication of runtime verification, testing and static analysis techniques to several industrial projects. We discuss the eight most relevant challenges that we experienced, and…

Software Engineering · Computer Science 2017-05-24 Fabrizio Pastore , Leonardo Mariani

This paper proposes a dynamic process of portfolio risk measurement to address potential information loss. The proposed model takes advantage of financial big data to incorporate out-of-target-portfolio information that may be missed when…

Risk Management · Quantitative Finance 2022-02-17 Kwangmin Jung , Donggyu Kim , Seunghyeon Yu

Research in operations management has traditionally focused on models for understanding, mostly at a strategic level, how firms should operate. Spurred by the growing availability of data and recent advances in machine learning and…

General Economics · Economics 2019-05-03 Velibor V. Mišić , Georgia Perakis

There has been a significant increase in the development of data-driven safety analytics approaches in recent years. In light of these advances it has become imperative to evaluate such approaches in a principled way to determine their…

Applications · Statistics 2022-05-02 Antonio R. Paiva , Ashutosh Tewari

Risk assessment plays a crucial role in ensuring the security and resilience of modern computer systems. Existing methods for conducting risk assessments often suffer from tedious and time-consuming processes, making it challenging to…

Cryptography and Security · Computer Science 2023-07-27 Simon Unger , Ektor Arzoglou , Markus Heinrich , Dirk Scheuermann , Stefan Katzenbeisser

Risk assessment is a major challenge for supply chain managers, as it potentially affects business factors such as service costs, supplier competition and customer expectations. The increasing interconnectivity between organisations has put…

Machine Learning · Statistics 2019-11-27 Alberto Redondo , Alberto Torres-Barrán , David Ríos Insua , Jordi Domingo

Business Processes, i.e., a set of coordinated tasks and activities to achieve a business goal, and their continuous improvements are key to the operation of any organization. In banking, business processes are increasingly dynamic as…

Computers and Society · Computer Science 2020-09-30 Shahabodin Khadivi Zand

Complex risk is a critical factor for both intelligent systems and risk management. In this paper, we consider a special class of risk statistics, named complex risk statistics. Our result provides a new approach for addressing complex…

Risk Management · Quantitative Finance 2020-12-01 Fei Sun , Yichuan Dong

Network traffic analytics technology is a cornerstone for cyber security systems. We demonstrate its use through three popular and contemporary cyber security applications in intrusion detection, malware analysis and botnet detection.…

Cryptography and Security · Computer Science 2018-04-25 Yuantian Miao , Zichan Ruan , Lei Pan , Yu Wang , Jun Zhang , Yang Xiang

In the financial field of the United States, the application of big data technology has become one of the important means for financial institutions to enhance competitiveness and reduce risks. The core objective of this article is to…

Risk Management · Quantitative Finance 2024-09-17 Shuochen Bi , Yufan Lian , Ziyue Wang

Application of models to data is fraught. Data-generating collaborators often only have a very basic understanding of the complications of collating, processing and curating data. Challenges include: poor data collection practices, missing…

Databases · Computer Science 2017-05-08 Neil D. Lawrence

Hazard and impact analysis is an indispensable task during the specification and development of safety-critical technical systems, and particularly of their software-intensive control parts. There is a lack of methods supporting an…

Software Engineering · Computer Science 2015-12-10 Sonila Dobi , Mario Gleirscher , Maria Spichkova , Peter Struss

Enterprise financial risk analysis aims at predicting the future financial risk of enterprises. Due to its wide and significant application, enterprise financial risk analysis has always been the core research topic in the fields of Finance…

Risk Management · Quantitative Finance 2026-03-26 Huaming Du , Cancan Feng , Yuqian Lei , Chenyang Zhang , Guisong Liu , Gang Kou , Carl Yang , Yu Zhao

In risk management it is desirable to grasp the essential statistical features of a time series representing a risk factor. This tutorial aims to introduce a number of different stochastic processes that can help in grasping the essential…

Risk Management · Quantitative Finance 2008-12-23 Damiano Brigo , Antonio Dalessandro , Matthias Neugebauer , Fares Triki

The purpose of the research presented in this article is to develop a dynamic system for forecasting and minimizing the risks of an industrial company based on their quantitative assessment. The article considers the conceptual apparatus of…

Risk Management · Quantitative Finance 2022-02-02 Denis S. Gusev , Elena G. Demidova , Olga A. Novikova
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