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JOURNALS // Informatika i Ee Primeneniya [Informatics and its Applications] // Archive

Inform. Primen., 2016 Volume 10, Issue 1, Pages 23–33 (Mi ia400)

Co-lending systemic risk analysis over heterogeneous data collections

S. A. Stupnikov, D. O. Briukhov, N. A. Skvortsov

Institute of Informatics Problems, Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation

Abstract: The paper considers an approach to solving the problem of co-lending systemic risk analysis over heterogeneous data collections in a combined virtual and materialized integration environment. The problem belongs to the data-intensive domain of financial macromodeling. Virtual integration is implemented using the subject mediation technology. Materialized integration is implemented using the Hadoop open-source software framework for distributed storage and processing of large datasets accompanied by the Hive system intended for relational warehousing over Hadoop.

Keywords: co-lending systemic risk; problem solving; data integration; heterogeneous data collections.

Received: 17.11.2015

DOI: 10.14357/19922264160102



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