Workshop on the Next Generation Financial Cyberinfrastructure

2008年的大衰退，以及几年后在世界各地感受到的影响，凸显了监管机构和分析师/研究人员监测和模拟国家和全球金融生态系统的能力存在重大局限性。具体而言，迫切需要金融网络基础设施来真实的接收和处理大量金融交易流以及伴随的经济活动数据流。此外，还缺乏开放标准和共享语义，因此这些数据可以用于填充代表全球金融体系的各个市场、金融网络和互联生态系统的模型。这就需要集中努力，旨在制定计算研究框架、模型和方法，以及必要的网络基础设施，以监管金融系统的系统性风险，与国家其他优先领域的努力保持一致。在此背景下，本次研讨会（及相关活动）旨在汇集计算机科学，金融，经济和社会科学的跨学科学者小组，与OFR和其他监管机构以及金融和计算行业密切合作，以：（1）为下一代金融网络基础设施制定蓝图，以监管和缓解金融市场的系统性风险（2）确定需要解决的计算研究挑战，以实现网络支持的监管系统性风险的框架;（3）为网络支持的监管框架制定最佳做法;和（4）准备一个多元化的博士生骨干，以追求多-金融信息学的学科研究。一个为期一天半的研讨会将在华盛顿举行。一个博士联合会将与研讨会同时举行，继续在马里兰州大学。 该博士联盟将针对在数学和计算机科学方面有很强背景的研究生，并对金融信息学的某些方面感兴趣。博士生联盟的参与者将接触到一个多学科的课程，反映了许多研究领域和方法，在计算研究挑战的报告中讨论。讲习班的报告将通过各种渠道广泛散发。

The Great Recession of 2008, and its reverberations that are being felt all over the world even several years later, have highlighted significant limitations in the ability of regulators and analysts/researchers to monitor and model the national and global financial ecosystem. Specifically, there is an urgent need for financial cyberinfrastructure to ingest and process numerous streams of financial transactions, as well as the accompanying data streams of economic activity, in real time. Also absent are open standards and shared semantics so that this data can be used to populate models of individual markets, financial networks and the interconnected ecosystem representing the global financial system. This calls for focused efforts aimed at developing computational research frameworks, models and methods, as well as the necessary cyberinfrastructure for regulating systemic risk in financial systems on par with efforts in other areas of national priority. Against this background, this workshop (and related activities) aims to bring together an interdisciplinary group of academics in Computer Science, Finance, Economics and Social Sciences to work closely with the OFR and other regulatory agencies, and the financial and the computing industrises to: (1) Develop a blueprint for next generation financial cyberinfrastructure for regulating and mitigating systemic risk in financial markets (2) Identify the computational research challenges that need to be addressed in order to realize a cyber-enabled framework for regulating systemic risk; (3) Develop best practices for a cyber-enabled regulatory framework; and (4) Prepare a diverse cadre of PhD students to pursue multi-disciplinary research in Finance Informatics.A one and a half day workshop will be organized in Washington D.C. A doctoral consortium will be held concurrently with the workshop and continued at the University of Maryland. The doctoral consortium will be aimed at graduate students with strong backgrounds in mathematics and computer science and an interest in some aspect of finance informatics. The doctoral consortium participants will be exposed to a multi-disciplinary curriculum that reflects many of research areas and methodologies that are discussed in the report on computational research challenges. The workshop report will be widely disseminated through a variety of venues.