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Informatika i Ee Primeneniya [Informatics and its Applications], 2016, Volume 10, Issue 1, Pages 23–33
DOI: https://doi.org/10.14357/19922264160102
(Mi ia400)
 

Co-lending systemic risk analysis over heterogeneous data collections

S. A. Stupnikov, D. O. Briukhov, N. A. Skvortsov

Institute of Informatics Problems, Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
References:
Abstract: The paper considers an approach to solving the problem of co-lending systemic risk analysis over heterogeneous data collections in a combined virtual and materialized integration environment. The problem belongs to the data-intensive domain of financial macromodeling. Virtual integration is implemented using the subject mediation technology. Materialized integration is implemented using the Hadoop open-source software framework for distributed storage and processing of large datasets accompanied by the Hive system intended for relational warehousing over Hadoop.
Keywords: co-lending systemic risk; problem solving; data integration; heterogeneous data collections.
Funding agency Grant number
Russian Foundation for Basic Research 13-07-00579_а
14-07-00548_а
16-07-01028_а
The work was supported by the Russian Foundation for Basic Research (projects 13-07-00579, 14-07-00548, and 16-07-01028).
Received: 17.11.2015
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. A. Stupnikov, D. O. Briukhov, N. A. Skvortsov, “Co-lending systemic risk analysis over heterogeneous data collections”, Inform. Primen., 10:1 (2016), 23–33
Citation in format AMSBIB
\Bibitem{StuBrySkv16}
\by S.~A.~Stupnikov, D.~O.~Briukhov, N.~A.~Skvortsov
\paper Co-lending systemic risk analysis over heterogeneous data collections
\jour Inform. Primen.
\yr 2016
\vol 10
\issue 1
\pages 23--33
\mathnet{http://mi.mathnet.ru/ia400}
\crossref{https://doi.org/10.14357/19922264160102}
\elib{https://elibrary.ru/item.asp?id=26008727}
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