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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
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.
Received: 17.11.2015
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
Linking options:
https://www.mathnet.ru/eng/ia400 https://www.mathnet.ru/eng/ia/v10/i1/p23
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Statistics & downloads: |
Abstract page: | 205 | Full-text PDF : | 73 | References: | 54 | First page: | 19 |
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