We are interested in research questions at the intersection of analytics, risk management, and high performance computing. Our research projects address challenges in catastrophe modeling, portfolio risk management, and dynamic financial analysis, by drawing on a diverse set of technologies including stochastic simulation, high performance computing, optimization, spatial OLAP, and data warehousing.
Risk Analytics & HPC
Our core competencies are in high performance computing and analytics, particularly risk analytics. We are interested in the design, implementation, and evaluation of systems for quantifying and managing risk. In many cases, such problems are either highly data or computationally intensive, so we seek to use high performance computing (HPC) architectures (e.g. multicore CPUs, distributed memory clusters, GPUs, & cloud based infrastructure) to meet these challenges.
Interdisciplinary & Industrial Collaboration
The quantification of risk is inherently interdisciplinary relying on expertise from areas as diverse as the physical sciences, engineering, actuarial science, statistics, and computer science. We actively seek out research partnerships from across the university. We also work with industrial partners from insurance, reinsurance, and finance on both broad speculative research programs and focused applied projects related to their core business.