Visual Analytics for Network-Based Market Surveillance
Shawn Mankad, University of Maryland
George Michailidis, University of Michigan
Celso Brunetti, Federal Reserve
Limits and Opportunities of Big Data For Macro-Prudential Modeling of Financial Systemic Risk
Allan Mendelowitz, Deloitte Consulting
Willi Brammertz, Brammertz Consulting
A Flexible and Extensible Contract Aggregation Framework (CAF) for Financial Data Stream Analytics
Bryan Ball, NYU
Mark Flood, Office of Financial Research
Hosagrahar Jagadish, University of Michigan
Joe Langsam, University of Maryland
Louiqa Raschid, University of Maryland
Peratham Wiriyathammabhum, University of Maryland
Financial Analytics from Public Data
Douglas Burdick, IBM Research
Lucian Popa, IBM Research
Neal Lewis, IBM Research
Alexandre Evfimievski, IBM Research
Rajasekar Krishnamurthy, IBM Research
Peter Williams, IBM
Scott Rickards, Waterfund LLC
Data Science Challenges in Real Estate Asset and Capital Markets
Douglas Burdick, IBM Research
Michael Franklin, University of California Berkeley
Paulo Issler, University of California Berkeley
Rajasekar Krishnamurthy, IBM Research
Lucian Popa, IBM Research
Louiqa Raschid, University of Maryland
Richard Stanton, University of California Berkeley
Nancy Wallace, University of California Berkeley
Database Modeling of Empirical Games
Ben-Alexander Cassell, University of Michigan
Michael Wellman, University of Michigan
Clustering Techniques And their Effect on Portfolio Formation and Risk Analysis
Victoria Lemieux, UBC
Payam Rahmdel, UBC
Rick Walker, MDX
Large Exposure Estimation through Automatic Business Group Identification
Margret Bjarnadottir, University of Maryland
Sigridur Benediktsdottir, Central Bank of Iceland
The RADAR Ecosystem: An Integrated System for Systemic Risk Evaluation and Monitoring
Onesime Epouhe, Federal Reserve Bank
Larry Cordell, Federal Reserve Bank of Philadelphia