Risk Analytics Lab

Dr. Rau-Chaplin · Dalhousie University · Contact Us

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Recent Publications

Preprint

• F. Dehne, Q. Kong, A. Rau-Chaplin, H. Zaboli, and R. Zhou, "Scalable Real-Time OLAP on Cloud Architectures", to appear in the Journal of Parallel and Distributed Computing, 2014.
• M. Coelho and A. Rau-Chaplin, "eXsight: An Analytical Framework for Quantifying Financial Loss in the Aftermath of Catastrophic Events", to appear in Proceedings of the Workshop ISSASiM (DEXA 2014), Munich, Germany, 2014.
• L. Brown, A.A. Beria, O.A.C. Cortes, A. Rau-Chaplin, D. Wilson, N. Burke, and J. Gaiser-Porter, "Parallel MO-PBIL: Computing Pareto Optimal Frontiers Efficiently with Applications in Reinsurance Analytics", to appear in Int. Conference on High Performance Computing & Simulation (HPCS), Bologna, Italy, 2014.

2014

• O.A.C. Cortes, A. Rau-Chaplin, D. Wilson, and J. Gaiser-Porter, "On PBIL, DE and PSO for Optimization of Reinsurance Contracts", EvoStar, EvoApplications: EvoFin, LNCS, Granada, Spain, April 2014.

2013

• O. Baltzer, A. Rau-Chaplin, and N. Zeh,"Building a Scalable Spatial OLAP System", ACM SAC'13 Track on Advances in Spatial and Image-based Information Systems (ASIIS'13), Coimbra, Portugal, pp. 13-15, 2013.
• A. Rau-Chaplin and B. Varghese,"Accounting for Secondary Uncertainty: Efficient Computation of Portfolio Risk Measures on Multi and Many Core Architectures", Proc. of the 6th Workshop on High Performance Computational Finance (WHPCF), Denver, USA, No. 3, pp. 1-10, 2013.
• F. Dehne, Q. Kong, A. Rau-Chaplin, H. Zaboli, and R. Zhou, "A Distributed Tree Data Structure for Real-Time OLAP on Cloud Architectures", Proc. IEEE Int. Conference on Big Data (IEEE BigData 2013), IEEE Comp. Soc. Dig. Library, Silicon Valley, USA, pp. 499-505, 2013.
• A. Rau-Chaplin, B. Varghese, D. Wilson, Z. Yao, and N. Zeh, "QuPARA: Query-Driven Large-Scale Portfolio Aggregate Risk Analysis on MapReduce", Proc. IEEE Int. Conference on Big Data (IEEE BigData 2013), IEEE Comp. Soc. Dig. Library, Silicon Valley, USA, pp. 703-709 2013.
• A.K. Bahl, O. Baltzer, A. Rau-Chaplin, B. Varghese, and A. Whiteway, "Achieving Speedup in Aggregate Risk Analysis Using Multiple GPUs", Int. Conference on Parallel Processing (ICPP), Lyon, France, pp. 909-916, 2013.
• O.A.C. Cortes, A. Rau-Chaplin, D. Wilson, I. Cook, and J. Gaiser-Porter, "Efficient Optimization of Reinsurance Contracts using Discretized PBIL", Int. Conference on Data Analytics (Data Analytics 2013), Porto, Portugal, pp. 18-24, 2013.
• I. Patel, A. Rau-Chaplin, and B. Varghese, "Accelerating R-based Analytics on the Cloud", Concurrency and Computation: Practice and Experience, May 2013.
• O. Baltzer, F. Dehne, and A. Rau-Chaplin, "OLAP for Moving Object Data", Int. J. Intelligent Information and Database Systems, vol. 7, No. 1, pp. 79-111, 2013.
• A. Astoul, C. Filliter, E. Mason, A. Rau-Chaplin, K. Shridhar, B. Varghese, and N. Varshney, "Developing and Testing the Automated Post-Event Earthquake Loss Estimation and Visualisation (APE-ELEV) Technique", Bulletin of Earthquake Engineering, Springer Netherlands, vol. 11, No. 6, pp. 1973-2005, Dec 2013.
• A. Rau-Chaplin, B. Varghese, and Z. Yao, "High Performance Risk Aggregation: Addressing the Data Processing Challenge the Hadoop MapReduce Way", Proc. of 4th ACM workshop on Scientific cloud computing, New York, USA, pp. 53-60, 2013.
• A. Astoul, C. Filliter, A. Rau-Chaplin, K. Shridhar, B. Varghese, and N. Varshney, "Risk Analytics for Estimating and Validating Magnitude of Earthquake Losses", the Workshop of the 24th International Conference on Database and Expert Systems Application (DEXA), Prague Czech Republic, pp. 26-31, 2013.
• A. Rau-Chaplin, B. Varghese, and Z. Yao, "A MapReduce Framework for Analysis of Catastrophic Risk with Secondary Uncertainty",Workshop on High Performance Computational Finance, Proceedings of the International Conference of High Performance Computing, Networking (WHPCF '13), Storage and Analysis (SC13), Denver, USA, Vol. 18, pp. 2317-2326, 2013.

2012 and before

• B. Varghese and A. Rau-Chaplin, "Data Challenges in High-Performance Risk Analytics", Proc. Of the Int. Conference of High Performance Computing, Networking, Storage and Analysis (SC12), IEEE, Salt Lake City, USA, pp. 1312 - 1313, 2012
• O.A.C. Cortes, A. Rau-Chaplin, and R. F. Lopes, "A PSO-based Algorithm with Local Search for Multimodal Optimization Without Constraints", Conferencia Latinoamericana Informatica (CLEI), Cartagena, Colombia, pp. 1-7, 2012.
• A. K. Bahl, O. Baltzer, A. Rau-Chaplin, and B. Varghese, "Parallel Simulations for Analysing Portfolios of Catastrophic Event Risk",Workshop on High Performance Computational Finance, Proceedings of the International Conference of High Performance Computing, Networking (WHPCF '12), Storage and Analysis (SC12), Salt Lake City USA, pp. 1176-1184, 2012.
• I. Patel, A. Rau-Chaplin, and B. Varghese, "A Platform for Parallel R-based Analytics on Cloud Infrastructure", Proceedings of the Workshops of the 41st International Conference on Parallel Processing, Pittsburgh, USA, pp. 188-193, 2012.
• E. Mason, K. Shridhar, A. Rau-Chaplin, B. Varghese, and N. Varshney, "Rapid Post-Event Catastrophe Modelling and Visualization", Proceedings of the Workshop of the 23rd International Conference on Database and Expert Systems Application(DEXA), Vienna Austria, pp. 10-15, 2012.
• M. Byrne, F. Dehne, G. Hickey, and A. Rau-Chaplin,  "Parallel Catastrophe Modelling on a Cell B.E.",  Journal of Parallel, Emergent and Distributed Systems, vol. 25, No. 5, pp. 401-410, Oct 2010.
• F. Dehne, M. Lawrence, and A. Rau-Chaplin,  "Cooperative Caching for Grid-Enabled OLAP",  Int. Journal of Grid and Utility Computing, vol. 1, No. 2, pp. 169-181, Dec 2009.
• F. Dehne, G. Hickey, A. Rau-Chaplin, and M. Byrne,   "Parallel Catastrophe Modelling on a Cell Processor", Proceedings of the CASCON 2009 Workshops (CASCON 2009), Toronto, Canada, pp. 24-31, Nov 2009.
• F. Dehne, T. Eavis, and A. Rau-Chaplin,  "RCUBE: Parallel Multi-Dimensional ROLAP Indexing",  Strategic Advancements in Utilizing Data Mining and Warehousing Technologies: New Concepts and Developments, pp. 47-61, Jan 2009.
• O. Baltzer, F. Dehne, S. Hambrusch, and A. Rau-Chaplin,  "OLAP for Trajectories",  Proceedings of the 19th International Conference on Database and Expert Systems Application (DEXA 2008), Turin, Italy, Vol. 5181, pp. 340-347, Sep 2008.

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