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

Keyphrases

• Aggregate Risk Analysis 100%
• Ad Hoc Query 100%
• Portfolio Risk Analysis 100%
• Capital Adequacy 50%
• Actuary 50%
• Risk Management System 50%
• Feature Construction 50%
• Risk Portfolio 50%
• Production Risk Management 50%
• Very Large Datasets 50%
• Stochastic Simulation Techniques 50%
• Portfolio Risk 50%
• Construction Features 50%
• Apache Hadoop 50%
• Underwriter 50%
• Solvency 50%
• Simulation Trial 50%

Computer Science

• Apache Hadoop 33%
• Multiple Dimension 33%
• Feature Construction 33%
• Financial Term 33%