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dc.contributor.authorBreymann, Wolfgang-
dc.contributor.authorBundi, Nils-
dc.contributor.authorHeitz, Jonas-
dc.contributor.authorMicheler, Johannes-
dc.contributor.authorStockinger, Kurt-
dc.date.accessioned2018-03-29T08:39:25Z-
dc.date.available2018-03-29T08:39:25Z-
dc.date.issued2019-07-14-
dc.identifier.isbn978-3-030-11820-4de_CH
dc.identifier.isbn978-3-030-11821-1de_CH
dc.identifier.urihttps://digitalcollection.zhaw.ch/handle/11475/4501-
dc.description.abstractThe state of data in finance makes near real-time and consistent assessment of financial risks almost impossible today. The aggregate measures produced by traditional methods are rigid, infrequent, and not available when needed. In this chapter, we make the point that this situation can be remedied by introducing a suitable standard for data and algorithms at the deep technological level combined with the use of Big Data technologies. Specifically, we present the ACTUS approach to standardizing the modeling of financial contracts in view of financial analysis, which provides a methodological concept together with a data standard and computational algorithms. We present a proof of concept of ACTUS-based financial analysis with real data provided by the European Central Bank. Our experimental results with respect to computational performance of this approach in an Apache Spark based Big Data environment show close to linear scalability. The chapter closes with implications for data science.de_CH
dc.language.isoende_CH
dc.publisherSpringerde_CH
dc.relation.ispartofApplied data science : lessons learned for the data-driven businessde_CH
dc.rightsLicence according to publishing contractde_CH
dc.subjectStress testde_CH
dc.subjectBig datade_CH
dc.subjectSimulationde_CH
dc.subjectFinancial riskde_CH
dc.subject.ddc005: Computerprogrammierung, Programme und Datende_CH
dc.subject.ddc332: Finanzwirtschaftde_CH
dc.titleLarge-scale data-driven financial risk assessmentde_CH
dc.typeBuchbeitragde_CH
dcterms.typeTextde_CH
zhaw.departementSchool of Engineeringde_CH
zhaw.organisationalunitInstitut für Informatik (InIT)de_CH
zhaw.organisationalunitInstitut für Datenanalyse und Prozessdesign (IDP)de_CH
zhaw.publisher.placeChamde_CH
dc.identifier.doi10.1007/978-3-030-11821-1_21de_CH
zhaw.funding.euNode_CH
zhaw.originated.zhawYesde_CH
zhaw.pages.end408de_CH
zhaw.pages.start387de_CH
zhaw.parentwork.editorBraschler, Martin-
zhaw.parentwork.editorStadelmann, Thilo-
zhaw.parentwork.editorStockinger, Kurt-
zhaw.publication.statuspublishedVersionde_CH
zhaw.publication.reviewEditorial reviewde_CH
zhaw.webfeedDatalabde_CH
zhaw.funding.zhawLarge Scale Data-Driven Financial Risk Modellingde_CH
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Breymann, W., Bundi, N., Heitz, J., Micheler, J., & Stockinger, K. (2019). Large-scale data-driven financial risk assessment. In M. Braschler, T. Stadelmann, & K. Stockinger (Eds.), Applied data science : lessons learned for the data-driven business (pp. 387–408). Springer. https://doi.org/10.1007/978-3-030-11821-1_21
Breymann, W. et al. (2019) ‘Large-scale data-driven financial risk assessment’, in M. Braschler, T. Stadelmann, and K. Stockinger (eds) Applied data science : lessons learned for the data-driven business. Cham: Springer, pp. 387–408. Available at: https://doi.org/10.1007/978-3-030-11821-1_21.
W. Breymann, N. Bundi, J. Heitz, J. Micheler, and K. Stockinger, “Large-scale data-driven financial risk assessment,” in Applied data science : lessons learned for the data-driven business, M. Braschler, T. Stadelmann, and K. Stockinger, Eds. Cham: Springer, 2019, pp. 387–408. doi: 10.1007/978-3-030-11821-1_21.
BREYMANN, Wolfgang, Nils BUNDI, Jonas HEITZ, Johannes MICHELER und Kurt STOCKINGER, 2019. Large-scale data-driven financial risk assessment. In: Martin BRASCHLER, Thilo STADELMANN und Kurt STOCKINGER (Hrsg.), Applied data science : lessons learned for the data-driven business. Cham: Springer. S. 387–408. ISBN 978-3-030-11820-4
Breymann, Wolfgang, Nils Bundi, Jonas Heitz, Johannes Micheler, and Kurt Stockinger. 2019. “Large-Scale Data-Driven Financial Risk Assessment.” In Applied Data Science : Lessons Learned for the Data-Driven Business, edited by Martin Braschler, Thilo Stadelmann, and Kurt Stockinger, 387–408. Cham: Springer. https://doi.org/10.1007/978-3-030-11821-1_21.
Breymann, Wolfgang, et al. “Large-Scale Data-Driven Financial Risk Assessment.” Applied Data Science : Lessons Learned for the Data-Driven Business, edited by Martin Braschler et al., Springer, 2019, pp. 387–408, https://doi.org/10.1007/978-3-030-11821-1_21.


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