Next Generational Financial Cyberinfrastucture Workshop
The Great Recession of 2008 and the continuing reverberations in the Eurozone have highlighted significant limitations in the ability of regulators and analysts/researchers to monitor and model the national and global financial ecosystem. This includes the lack of financial cyberinfrastructure to ingest and process numerous streams of financial transactions, as well as the accompanying data streams of economic activity, in real time. Also absent are open standards and shared semantics so that this data can be used to populate models of individual markets, financial networks and the interconnected ecosystem representing the global financial system. The most important challenge is the need to develop computational research frameworks, models and methods, in the spirit of past efforts to identify computational grand challenges in a diversity of data intensive domains including the biomedical sciences, health information management, climate change, etc. The next generation of financial cyberinfrastructure must provide a platform that can transform our current approaches to monitoring and regulating systemic risk. Organized under the auspices of the University of Maryland's Center for Financial Policy, the goal of this workshop (and related activities) is to work closely with federal regulatory agencies, academic research communities in computer science, finance, economics and other related disciplines, the financial industry and the computing industry.
The broader impact will include the following: * A blueprint for the next generation financial cyberinfrastructure. * A computational research framework with models and methods that are needed to transform the monitoring and regulation of systemic risk. * Best practices for the software industry and a robust regulatory framework. * Multi-disciplinary Ph.D. level curriculum and doctoral dissertation challenges.
DSfin Financial BIGDATA Challenge
- CLOSED CHALLENGES (with ground truth for evaluation)
- Matching between reference resources, e.g., LEI and SEC Central Index Key SEC CIK.
- Extending NAICS to create a more relevant classification for the financial activities of organizations. The challenge is to classify companies.
- [OPEN CHALLENGES]
- Resolving mentions in a document collection.
- Creating a Linked Data resource over some public dataset.
DSfin Consortium - Meeting Notes and Agenda
- January meeting
IBM Presentation Berkeley BIDS Media:BIDS.pdf Contract Aggregation Framework
- Friday March 21 Meeting Agenda
Berkeley BIDS Project: Complex contracts, e.g., mortgage backed securities. Discussion on Indices. DSfin / IBM MIDAS / LEI / Financial BIGDATA Challenge
- TO DO
NSF DIBBS NSF DIBBS April 9 NSF BIGDATA NSF BIGDATA June 9
- ACTION ITEMS from March
Paulo and Sekar and Louiqa to identify relevant tasks for a Berkeley BIDS Summer Internship - Summary page - Contract structure
Organizers * Louiqa Raschid, Professor, University of Maryland * H. V. Jagadish, Bernard A Galler Professor, University of Michigan * Michelle Lui, Assistant Director, Center for Financial Policy, University of Maryland
Advisory Committee and/or Report Writing Committee sponsored by the Computing Research Association / Computing Community Consortium 
* Mike Bennett, EDM Council * Phil Bernstein, Microsoft * Andrea Cali, Oxford Man Institute of Quantitative Finance and University of London * Benjamin Grosof * A. “Pete” Kyle, Charles E. Smith Chair in Finance, University of Maryland * Joe Langsam, Committee to Establish the NIF; formerly of Morgan Stanley * Leora Morgenstern, Technical Fellow and Senior Scientist, SAIC * David Newman, Vice President for Enterprise Architecture, Wells Fargo * Frank Olken * Rachel Pottinger, University of British Columbia * Chester Spatt, Pamela R. and Kenneth B. Dunn Professor of Finance, Carnegie Mellon University * Lemma Senbet, William E. Mayer Chair in Finance and Director, Center for Financial Policy, University of Maryland * Nancy Wallace, Professor, University of California * Michael Wellman, University of Michigan
For a list of participants click here
For a list of articles click here
For the agenda click here
For the challenges click here
When and Where
July 19-20, 2012
1919 North Lynn Street
Arlington, VA 22209
For more information regarding workshop location, accommodations, and travel, click here
Sloan Foundation Call for Proposals Related to LEI
The Alfred P. Sloan Foundation 
Report and Dissemination
ISWC 2012 Tutorial
For details about the tutorial click here
Pariksha Document Annotation and Semantic Search
CRI CI-P and CI Proposal
UMIACS-Smith Financial Cyberinfrastructure Srping 2013 Seminar Series
November 27 * Lemma will invite Dick Berner for a campus meeting possibly with the President and Provost. Dick may also be interested in presenting a talk about the OFR? * Louiqa will prepare a 1 page description to motivate a cluster-hire. * Louiqa will follow up with the Development Office. (Morgan Stanley, Bank of America, Nomura)