420 citations · 1.3k across the 62 of their papers we have counts for
12 papers · 1 filter
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…
A Mathematical Model, Implementation and Study of a Swarm System
Blesson Varghese, Gerard McKee
The work reported in this paper is motivated towards the development of a mathematical model for swarm systems based on macroscopic primitives. A pattern formation and transformati…
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…
The Royal Birth of 2013: Analysing and Visualising Public Sentiment in the UK Using Twitter
Vu Dung Nguyen, Blesson Varghese, Adam Barker
Analysis of information retrieved from microblogging services such as Twitter can provide valuable insight into public sentiment in a geographic region. This insight can be enriche…