420 citations · 1.3k across the 62 of their papers we have counts for
9 papers · 2 filters
High Performance Risk Aggregation: Addressing the Data Processing Challenge the Hadoop MapReduce Way
Zhimin Yao, Blesson Varghese, Andrew Rau-Chaplin
Monte Carlo simulations employed for the analysis of portfolios of catastrophic risk process large volumes of data. Often times these simulations are not performed in real-time sce…
Data Challenges in High-Performance Risk Analytics
Blesson Varghese, Andrew Rau-Chaplin
Risk Analytics is important to quantify, manage and analyse risks from the manufacturing to the financial setting. In this paper, the data challenges in the three stages of the hig…
Accounting for Secondary Uncertainty: Efficient Computation of Portfolio Risk Measures on Multi and Many Core Architectures
Blesson Varghese, Andrew Rau-Chaplin
Aggregate Risk Analysis is a computationally intensive and a data intensive problem, thereby making the application of high-performance computing techniques interesting. In this pa…
QuPARA: Query-Driven Large-Scale Portfolio Aggregate Risk Analysis on MapReduce
Andrew Rau-Chaplin, Blesson Varghese, Duane Wilson +2
Stochastic simulation techniques are used for portfolio risk analysis. Risk portfolios may consist of thousands of reinsurance contracts covering millions of insured locations. To…
Can Agent Intelligence be used to Achieve Fault Tolerant Parallel Computing Systems?
Blesson Varghese, Gerard McKee, Vassil Alexandrov
The work reported in this paper is motivated towards validating an alternative approach for fault tolerance over traditional methods like checkpointing that constrain efficacious f…
Accelerating R-based Analytics on the Cloud
Ishan Patel, Andrew Rau-Chaplin, Blesson Varghese
This paper addresses how the benefits of cloud-based infrastructure can be harnessed for analytical workloads. Often the software handling analytical workloads is not developed by…