Data Driven Models for Exploring Systematic Risk 6a.055.UVA

Project Start Date: Jul 1, 2017
Research Areas: Analytics, Analytics - Deep Learning, Analytics - Machine Learning, Analytics - Probabilistic Modeling, Analytics - Signal Processing, Data Management, Data Management - Dynamic Data
Funding: Member Funded
Project Tags: ,

Project Summary

This research project will develop a general methodology that will take data streams (time series of data) and/or simulation models (agent-based or other) and create a state-based dynamic macro models, and secondly perform analysis of the created models to explore critical issues.

These include: i) what ranges of parameter values would cause the model to become unstable, ii) what is the likelihood of certain critical states occurring and at what recurrence, iii) can we create controls to manage the dynamic system, etc.

Such a formal dynamic model would allow for organizations, such as regulators, to explore the impacts of policy changes and modifications to existing polices.

This research would also have broader applications in other data-driven systems, such as the internet, telecommunications, healthcare, and the intelligence community.


Principal Investigator(s)