Financial market miner system

作为一名投资者，你如何保护自己免受当今动荡市场的不确定性影响？为了回答这个问题，大大小小的投资者、基金经理和银行越来越依赖复杂的算法和高性能的计算机系统来分析大量的实时金融数据。金融市场挖掘系统（MarketMiner）是一个基于组件的工作流环境，使用股票市场数据的相关性和聚类来构建一个动态模型，该模型可以捕获市场中所有股票之间随时间演变的关系。MarketMiner利用最先进的并行算法进行协方差/相关性和聚类，作为高度可扩展和强大的金融分析引擎的基础，为风险管理、智能投资组合选择和专有情绪指标等应用领域提供了新颖的功能。该系统可以离线用于识别过去的趋势，也可以在线用于传输高频日内交易数据。作为概念验证，基于MarketMiner的分析，开发了三个应用程序（RiskView， Sentiment View和PortfolioFinder）。我们打算在财务方面实验证明这些应用程序的价值，从而使用MarketMiner分析的竞争优势。

As an investor, how can you protect yourself against the uncertainty of today's volatile market? To answer this question, investors, large and small, fund managers and banks, increasingly rely on complex algorithms and high-performance computer systems in order to analyse large amounts of real-time financial data. The financial market-miner system (MarketMiner) is a component-based workflow environment using correlation and clustering of stock market data to construct a dynamic model that captures relationships among all stocks in the market as it evolves through time. MarketMiner leverages state-of-the-art parallel algorithms for covariance/correlation and clustering as the basis of a highly scalable and robust financial analytics engine, enabling novel capabilities for application areas such as risk management, intelligent portfolio selection and proprietary sentiment indicators. The system can be used offline to identify past trends or used online for streaming high-frequency intra-day trading data. As proof of concept, three applications (RiskView, Sentiment View, and PortfolioFinder) were developed based on the analytics from MarketMiner. We intend to experimentally demonstrate in financial terms the value of these applications and thus the competitive advantage of using MarketMiner analytics.