Difference between revisions of "ResMBS"

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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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