Research Challenges in Financial Data Modeling and Analysis

被引:9
作者
Alexander, Lewis [1 ]
Das, Sanjiv R. [2 ]
Ives, Zachary [3 ]
Jagadish, H. V. [4 ]
Monteleoni, Claire [5 ]
机构
[1] Nomura, New York, NY USA
[2] Santa Clara Univ, Leavey Sch Business, Dept Finance, 500 El Camino Real, Santa Clara, CA 95053 USA
[3] Univ Penn, Dept Comp & Informat Sci, 200 S 33Rd St, Philadelphia, PA 19104 USA
[4] Univ Michigan, Dept Elect Engn & Comp Sci, Ann Arbor, MI 48109 USA
[5] George Washington Univ, Dept Comp Sci, Washington, DC USA
关键词
analytics; applications; big data; finance; integration; SYSTEMIC-RISK; BIG DATA; TIME;
D O I
10.1089/big.2016.0074
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Significant research challenges must be addressed in the cleaning, transformation, integration, modeling, and analytics of Big Data sources for finance. This article surveys the progress made so far in this direction and obstacles yet to be overcome. These are issues that are of interest to data-driven financial institutions in both corporate finance and consumer finance. These challenges are also of interest to the legal profession as well as to regulators. The discussion is relevant to technology firms that support the growing field of FinTech.
引用
收藏
页码:177 / 188
页数:12
相关论文
共 93 条
  • [1] Alexe Bogdan, 2013, In Search of Elegance in the Theory and Practice of Computation. Essays Dedicated to Peter Buneman: LNCS 8000, P36, DOI 10.1007/978-3-642-41660-6_3
  • [2] Alexe B., 2012, P 2012 ACM SIGMOD IN, P657
  • [3] [Anonymous], 2013, EDBT
  • [4] [Anonymous], 2013, PRINCIPLES EFFECTIVE
  • [5] [Anonymous], 2005, International Journal of Central Banking
  • [6] [Anonymous], 2010, 10105 IMF
  • [7] [Anonymous], 2000, IEEE Data Eng. Bull.
  • [8] Babura M, 2013, 1564 EUR CENTR BANK
  • [9] Balakrishnan S., 2010, Proceedings of the 2010 ACM SIGMOD International Conference on Management of Data, SIGMOD'10, P1187
  • [10] Basel Committee on Banking Supervision, 2015, PROGR AD PRINC EFF R