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6a.055.UVA - Data-Driven Dynamic Models for Exploring Systemic Risk

Project - Summary

This project is working to develop a general methodology that will take data streams (time series of data) and/or simulation models (agent-based or other) and create state-based dynamic macro models and perform analysis of the created models to explore critical issues. These critical issues include what ranges of parameter values would cause the model to become unstable, what is the likelihood of certain critical states occurring and at what recurrence, and can we create controls to manage the dynamic system. Such a formal dynamic model would allow for organizations, such as regulators, to explore the impacts of policy changes and modifications to existing polices. This research will also have broader applications in other data-driven systems, such as the internet, telecommunications, healthcare, and the intelligence community. Efforts this year were focused on background research, literature review, data acquisition, and preliminary methodology analysis. These efforts are still underway and samples of the current progress are presented in this report.

Project - Team

Team Member Role Email Phone Number Academic Site/IAB
William Scherer PI (434) 982-2069 University of Virginia
Hunter Moore Researcher (276) 732-5009 University of Virginia
Anil Deane Project Mentor Not available Northrop Grumman

Project - Deliverables

1 Literature review
2 Preliminary Methodology
3 Exploration on sample problem
4 Report including explanation of method, model and testing results

Project - Presentation Video

Project - Documents

FilenameFilesizeLast modified
6a.055.uva_cvdi_mid-year_report.docx236.4 KiB2019/08/14 15:37
6a.055.uva_poster_ppt.pptx129.8 KiB2019/08/14 15:37
6a.055.uva_poster_2018_spring_meeting.pptx74.5 KiB2019/08/14 15:37
6a.055.uva_cvdi_final_report.pdf1.3 MiB2019/08/14 15:37
6a.055.uva_poster_pdf.pdf393.7 KiB2019/08/14 15:37
6a.055.uva_data-driven_dynamic_models_for_exploring_systemic_risk_poster_2017_fall_meeting.pptx74.0 KiB2019/08/14 15:37
6a.055.uva_ppt_presentation.pptx419.3 KiB2019/08/14 15:37
6a.055.uva_cvdi_final_report.docx416.4 KiB2019/08/14 15:37
6a.055.uva_executive_summary.docx51.2 KiB2019/08/14 15:37
6a.055.uva_quad_chart.pptx60.3 KiB2019/08/14 15:37
6a.055.uva_confluence_project_page.pdf150.7 KiB2019/08/14 15:37
projects/year6/6a.055.uva.txt · Last modified: 2021/06/02 17:21 by sally.johnson