Workshop on the Next Generation Financial Cyberinfrastructure

2008年的经济大衰退，其影响甚至在几年后仍在全球范围内感受到，突显了监管机构和分析师/研究人员在监测和模拟国家和全球金融生态系统方面的重大局限性。具体来说，金融网络基础设施迫切需要实时摄取和处理大量金融交易流以及伴随的经济活动数据流。同样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单个市场、金融网络和相互关联的生态系统的模型。这需要集中精力，开发计算研究框架、模型和方法，以及必要的网络基础设施，以监管金融体系中的系统性风险，与国家其他优先领域的工作一样。在此背景下，本工作坊（及相关活动）旨在汇集计算机科学、金融、经济及社会科学的跨学科学者，与金融及科技局及其他规管机构，以及金融及电脑业界紧密合作，以：(1)为监管和减轻金融市场系统性风险制定下一代金融网络基础设施蓝图(2)确定需要解决的计算研究挑战，以实现监管系统性风险的网络框架；(3)为网络监管框架制定最佳实践；(4)培养多元化的博士生队伍，从事金融信息学的多学科研究。一个为期一天半的研讨会将在华盛顿特区举行。一个博士联盟将与研讨会同时举行，并在马里兰大学继续。博士联盟将针对具有强大数学和计算机科学背景并对金融信息学某些方面感兴趣的研究生。博士联盟的参与者将接触到一个多学科的课程，反映了计算研究挑战报告中讨论的许多研究领域和方法。讲习班报告将通过各种场所广泛散发。

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.