相关论文: Data Challenges in High-Performance Risk Analytics

Quantum computing is becoming strategically relevant to finance because several core financial bottlenecks are already defined by combinatorial search, expectation estimation, rare-event analysis, representation learning, and long-horizon…

Risk is part of the fabric of every business; surprisingly, there is little work on establishing best practices for systematic, repeatable risk identification, arguably the first step of any risk management process. In this paper, we…

Analytical, free of time consuming Monte Carlo simulations, framework for credit portfolio systematic risk metrics calculations is presented. Techniques are described that allow calculation of portfolio-level systematic risk measures…

As the complexity and dynamism of financial markets continue to grow, traditional financial risk prediction methods increasingly struggle to handle large datasets and intricate behavior patterns. This paper explores the feasibility and…

Advanced classification algorithms are being increasingly used in safety-critical applications like health-care, engineering, etc. In such applications, miss-classifications made by ML algorithms can result in substantial financial or…

The literature on fraud analytics and fraud detection has seen a substantial increase in output in the past decade. This has led to a wide range of research topics and overall little organization of the many aspects of fraud analytical…

Multistage risk-averse optimal control problems with nested conditional risk mappings are gaining popularity in various application domains. Risk-averse formulations interpolate between the classical expectation-based stochastic and minimax…

Cloud computing (cloud computing) is a kind of distributed computing, referring to the network "cloud" will be a huge data calculation and processing program into countless small programs, and then, through the system composed of multiple…

Uncertainty is prevalent in engineering design, data-driven problems, and decision making broadly. Due to inherent risk-averseness and ambiguity about assumptions, it is common to address uncertainty by formulating and solving conservative…

There has been a significant amount of research into spreadsheets over the last two decades. Errors in spreadsheets are well documented. Once used mainly for simple functions such as logging, tracking and totalling information, spreadsheets…

To succeed in a Big Data strategy, you have to arm yourself with a wide range of data skills and best practices. This strategy can result in an impressive asset that can streamline operational costs, reduce time to market, and enable the…

Regulation and risk management in banks depend on underlying risk measures. In general this is the only purpose that is seen for risk measures. In this paper we suggest that the reporting of risk measures can be used to determine the loss…

There is a great number of factors to take into account when building and managing an investment portfolio. It is widely believed that a proper set-up of the portfolio combined with a good, robust management strategy is the key to…

Heavy use of spreadsheets by organisations bears many potential risks such as errors, ambiguity, data loss, duplication, and fraud. In this paper these risks are briefly outlined along with their available mitigation methods such as:…

Extreme value applications commonly employ regression techniques to capture cross-sectional heterogeneity or time-variation in the data. Estimation of the parameters of an extreme value regression model is notoriously challenging due to the…

Dynamic predictive modelling using electronic health record (EHR) data has gained significant attention in recent years. The reliability and trustworthiness of such models depend heavily on the quality of the underlying data, which is, in…

Reliability analysis of mechatronic systems is a recent field and a dynamic branch of research. It is addressed whenever there is a need for reliable, available, and safe systems. The studies of reliability must be conducted earlier during…

Reliable empirical models such as those used in software effort estimation or defect prediction are inherently dependent on the data from which they are built. As demands for process and product improvement continue to grow, the quality of…

Learning analytics is a research topic that is gaining increasing popularity in recent time. It analyzes the learning data available in order to make aware or improvise the process itself and/or the outcome such as student performance. In…

Calibrating blackbox machine learning models to achieve risk control is crucial to ensure reliable decision-making. A rich line of literature has been studying how to calibrate a model so that its predictions satisfy explicit finite-sample…