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The Risk Analytics Lab, directed by Dr. Andrew Rau-Chaplin, is located in Dalhousie University's Faculty of Computer Science. The lab explores the design and implementation of tools for quantifying, managing, and optimize both individual risks and portfolios of risk with a particular focus on event based risk modeling, insurance and reinsurance analytics, natural and man-made catastrophic events and their potential impact, and applications in policy, planning, and emergency response.

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News

New results on OLAP on Cloud Architectures to appear in the Parallel and Distributed Computing

The lab's latest results on OLAP on Cloud Architectures will appear in a paper entitled "Scalable Real-Time OLAP on Cloud Architectures" to appear in the Journal of Parallel and Distributed Computing, 2014.

New results in Risk Exposure Analysis to appear in DEXA 2014

The lab's latest results on a framework for performing risk analysis on exposure data using the MongoDB framework will appear in a paper entitled "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.

Risk Analytics Lab students Grand Prize winners in SAP's Design Tomorrow's Capital Markets Competition.

Two students working in the Risk Analytics Lab are Grand Prize Winners in SAP's design tomorrow's capital markets competition.  Zhimin Yao, a MSc student in Computer Science, and  Aaron Bonnor, a MBA student in the School of Business, worked together on the design and business case for a risk portfolio management and analysis system. Their winning entry proposed applying algorithmic techniques developed in the lab, along with SAP's HANA in-memory analytics computing platform, to produce a system that supports the rapid exploratory analysis of reinsurance risk.  For full technical details our recent paper published in IEEE BigData 2013.

New results in Parallel MO-PBIL to appear in the HPCS 2014

The lab's latest results on Parallel MO-PBIL will appear in a paper entitled "Parallel MO-PBIL: Computing Pareto Optimal Frontiers Efficiently with Applications in Reinsurance Analytics", to appear in Int. Conference on High Performance Computing & Simulation (HPCS), Genova, Italy, 2014.

New results in Optimization of Reinsurance Contracts to appear in the EvoStar 2014.

The lab's latest results on optimization of reinsurance contracts will appear in a paper entitled"On PBIL, DE and PSO for Optimization of Reinsurance Contracts", EvoStar, EvoApplications: EvoFin, LNCS, Granada Spain, 2014.

New results in Scalable Spatial OLAP Systems to appear in the ACM 2013.

The lab's latest results on scalable spatial OLAP systems will appear in a paper entitled"Building a scalable spatial OLAP system",as part of the Annual ACM Symposium on Applied Computing(ACM), New York, USA, pp. 13-15, 2013

New results in Risk Measures to appear in WHPCF

The lab's latest results on risk measures will appear in a paper entitled "Accounting for Secondary Uncertainty: Efficient Computation of Portfolio Risk Measures on Multi and Many Core Architectures"  4th Workshop on High Performance Computational Finance (WHPCF), New York, USA, pp. 3:1-3:10, 2013

Haoxu Wang Receives Bachelor's Degree at Dalhousie University

Haoxu Wang, a previous member of the Risk Analytics Lab, has received his Bachelor's degree at Dalhousie University.

Leah Brown Receives Bachelor's Degree at Dalhousie University

Leah Brown, a previous member of the Risk Analytics Lab, has received her Bachelor's degree at Dalhousie University.

New results in OLAP On Cloud Architectures to appear in IEEE

The lab's latest results on OLAP on cloud architectures will appear in a paper entitled "A Distributed Tree Data Structure For Real-Time OLAP On Cloud Architectures"  as part of the International Conference on Big Data (IEEE), IEEE Comp. Soc. Dig. Library, 2013.

New results in Query-Driven Aggregate Risk Analysis to appear in IEEE

The lab's latest results on query-driven aggregate risk analysis will appear in a paper entitled "QuPARA: Query-Driven Large-Scale Portfolio Aggregate Risk Analysis on MapReduce" as part of the International Conference on Big Data (IEEE), IEEE Comp. Soc. Dig. Library, 2013.

New results in OLAP for moving object data to appear in Int. J. Intelligent Information 2013

The lab's latest results on OLAP for moving object data will appear in a paper entitled "OLAP for Moving Object Data" as part of the International Journal of Intelligent Information and Database Systems, vol. 7, No. 1, pp. 79-111, 2013.

New results in earthquake loss estimation to appear in Bulletin of Earthquake Engineering 2013

The lab's latest results on earthquake loss estimation and visualization will appear in a paper entitled "Developing and Testing the Automated Post-Event Earthquake Loss Estimation and Visualisation (APE-ELEV) Technique"  as part of the Bulletin of Earthquake Engineering, Springer Netherlands, pp.1-33, August 2013.

New results in Aggregate Risk Analysis Speedup to appear in ICPP 2013

The lab's latest results on achieving speedup in aggregate risk analysis will appear in a paper entitled "Achieving Speedup in Real-time Aggregate Risk Analysis using Multiple GPUs"  as part of the International Conference on Parallel Processing (ICPP), Lyon, France, 2013.

New results in Optimization of Reinsurance Contracts to appear in Data Analytics 2013

The lab's latest results on optimization of reinsurance contracts will appear in a paper entitled "Efficient Optimization of Reinsurance Contracts using Discretized PBIL,"  as part of the International Conference on Data Analytics, Porto, Portugal, 2013.

New results in Hadoop based Aggregate Risk Analytics to appear in ICCS 2013

The lab's latest results on Hadoop based aggregate risk analytics will appear in a paper entitled "A MapReduce Framework for Analysis of Catastrophic Risk with Secondary Uncertainty," as part of the International Conference on Computational Science (ICCS), Barcelona, Spain, 2013.

New results in Cloud based Risk Analytics to appear in Concurrency and Computation

The lab's latest results on cloud based analytics will appear in a paper entitled "Accelerating R-based Analytics on the Cloud" in Concurrency and Computation: Practice and Experience, 2013.

Udaya Raj Adhikari Receives Master's Degree at Dalhousie University

Udaya Raj Adhikari, a previous member of the Risk Analytics Lab, has received his master's degree at Dalhousie University.

Ishan Patel Receives Master's Degree in Applied Computer Science

Ishan Patel, a previous member of the Risk Analytics Lab, has received his master's degree in applied computer science (MACS). He's now working as an IT specialist at IBM Canada.

New results in GPU based Aggregate Risk Analytics published in SC12 Workshop

The lab's latest results on GPU based aggregate risk analytics appeared in a paper entitled "Parallel Simulations for Analyzing Portfolios of Catastrophic Event Risk" at 5th Workshop on High Performance Computational Finance (WHPCF’12) at SC12

New website launched

New web site for the Risk Analytics lab at Dalhousie launched.