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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