QuPARA: Query-driven large-scale portfolio aggregate risk analysis on MapReduce

A. Rau-Chaplin; B. Varghese; D. Wilson; Z. Yao; N. Zeh

doi:10.1109/BigData.2013.6691640

QuPARA: Query-driven large-scale portfolio aggregate risk analysis on MapReduce

A. Rau-Chaplin, B. Varghese, D. Wilson, Z. Yao, N. Zeh

Pharmacology, Toxicology and Pharmaceutics

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

4 Citations (Scopus)

Original language	English
Title of host publication	Proceedings - 2013 IEEE International Conference on Big Data, Big Data 2013
Publisher	IEEE Computer Society
Pages	703-709
Number of pages	7
ISBN (Print)	9781479912926
DOIs	https://doi.org/10.1109/BigData.2013.6691640
Publication status	Published - 2013
Event	2013 IEEE International Conference on Big Data, Big Data 2013 - Santa Clara, CA, United States Duration: Oct 6 2013 → Oct 9 2013

Publication series

Name	Proceedings - 2013 IEEE International Conference on Big Data, Big Data 2013

Conference

Conference	2013 IEEE International Conference on Big Data, Big Data 2013
Country/Territory	United States
City	Santa Clara, CA
Period	10/6/13 → 10/9/13

ASJC Scopus Subject Areas

Software

Keywords

Hadoop
MapReduce
ad hoc risk analytics
aggregate risk analytics
portfolio risk

Access to Document

10.1109/BigData.2013.6691640

Cite this

Rau-Chaplin, A., Varghese, B., Wilson, D., Yao, Z., & Zeh, N. (2013). QuPARA: Query-driven large-scale portfolio aggregate risk analysis on MapReduce. In Proceedings - 2013 IEEE International Conference on Big Data, Big Data 2013 (pp. 703-709). Article 6691640 (Proceedings - 2013 IEEE International Conference on Big Data, Big Data 2013). IEEE Computer Society. https://doi.org/10.1109/BigData.2013.6691640

QuPARA: Query-driven large-scale portfolio aggregate risk analysis on MapReduce. / Rau-Chaplin, A.; Varghese, B.; Wilson, D. et al.
Proceedings - 2013 IEEE International Conference on Big Data, Big Data 2013. IEEE Computer Society, 2013. p. 703-709 6691640 (Proceedings - 2013 IEEE International Conference on Big Data, Big Data 2013).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Rau-Chaplin, A, Varghese, B, Wilson, D, Yao, Z & Zeh, N 2013, QuPARA: Query-driven large-scale portfolio aggregate risk analysis on MapReduce. in Proceedings - 2013 IEEE International Conference on Big Data, Big Data 2013., 6691640, Proceedings - 2013 IEEE International Conference on Big Data, Big Data 2013, IEEE Computer Society, pp. 703-709, 2013 IEEE International Conference on Big Data, Big Data 2013, Santa Clara, CA, United States, 10/6/13. https://doi.org/10.1109/BigData.2013.6691640

Rau-Chaplin A, Varghese B, Wilson D, Yao Z, Zeh N. QuPARA: Query-driven large-scale portfolio aggregate risk analysis on MapReduce. In Proceedings - 2013 IEEE International Conference on Big Data, Big Data 2013. IEEE Computer Society. 2013. p. 703-709. 6691640. (Proceedings - 2013 IEEE International Conference on Big Data, Big Data 2013). doi: 10.1109/BigData.2013.6691640

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QuPARA: Query-driven large-scale portfolio aggregate risk analysis on MapReduce

Publication series

Conference

ASJC Scopus Subject Areas

Keywords

Access to Document

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