ResMBS: Difference between revisions

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  resMBS is a graph / dataset that has been extracted from the contents of financial prospecti for  
  resMBS is a graph / dataset that has been extracted from the contents of financial prospecti for US
  US residential
  residential mortgage backed securities filed with the SEC. These securities were first created in 2002.  
mortgage backed securities filed with the SEC. These securities were first created in 2002. They reached a peak  
They reached a peak in 2006 and then started to decline in 2007 and came to an abrupt end in 2008.  
in 2006 and then started to decline in 2007 and came to an abrupt end in 2008. We extracted the "financial supply  
We extracted the "financial supply chain" comprising "financial institutions" (FI) and the role (Role)  
chain" comprising "financial institutions" (FI) and the role (Role) that they play on a financial contract (FC).
that they play on a financial contract (FC).


  The following paper provides an overview of how the dataset was created and some preliminary clustering analysis on
  The following paper provides an overview of how the dataset was created and some preliminary clustering  
  the graph.
analysis on the graph.
  [[Media:https://drive.google.com/open?id=0BzTeYQSh4QTsdzRxbGhKSDVpblE]]
  resMBS: Constructing a Financial Supply Chain from Prospecti
Doug Burdick
IBM
drburdic@us.ibm.com
Soham De
University of Maryland
sohamde@cs.umd.edu
Louiqa Raschid
University of Maryland
louiqa@umiacs.umd.edu
Mingchao Shao
University of Maryland
shao@cs.umd.edu
Zheng Xu
University of Maryland
xuzh@cs.umd.edu
Elena Zotkina
University of Maryland
ezotkina@umiacs.umd.edu
  [https://drive.google.com/open?id=0BzTeYQSh4QTsdzRxbGhKSDVpblE]

Revision as of 02:47, 13 April 2016

resMBS is a graph / dataset that has been extracted from the contents of financial prospecti for US 
residential mortgage backed securities filed with the SEC. These securities were first created in 2002. 
They reached a peak in 2006 and then started to decline in 2007 and came to an abrupt end in 2008. 
We extracted the "financial supply chain" comprising "financial institutions" (FI) and the role (Role) 
that they play on a financial contract (FC).
The following paper provides an overview of how the dataset was created and some preliminary clustering 
analysis on the graph.
resMBS: Constructing a Financial Supply Chain from Prospecti

Doug Burdick IBM drburdic@us.ibm.com Soham De University of Maryland sohamde@cs.umd.edu Louiqa Raschid University of Maryland louiqa@umiacs.umd.edu Mingchao Shao University of Maryland shao@cs.umd.edu Zheng Xu University of Maryland xuzh@cs.umd.edu Elena Zotkina University of Maryland ezotkina@umiacs.umd.edu

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