Published June 30, 2020 | Version v1
Project deliverable Open

D2.2 Financial Use Case: Requirements, Scenario Definitions and Initial Evaluation Report

Description

Deliverable D2.2 reports on the results of the requirements’ collection for INFORE’s Financial use case and INFORE’s user scenarios for forecasting price swings, systemic risk prediction and decision support for investment opportunities. In particular, extracting actionable insights from the markets’ behavior, spotting profitable investments based on trading instruments’ volatility and seasonal price patterns, as well as the in-depth analysis of market risk are the use case scenarios from the INFORE Description of Work (DoW - see WP2), which are studied at a deeper level through the expert user interviews. Derived from the expert interviews, this deliverable details the role of players who interact with the financial applications. Furthermore, individual user scenarios, namely Forecasting price swings (FPS), Systemic risk prediction and early warning (SRP) and Decision support for investment opportunities (DSI) and their specific requirements and interactions with INFORE are summarized. On top of this, the deliverable provides preconditions for the data streams to be processed by INFORE and the algorithms to be applied to price swing prediction, risk calculation, and detection of investment opportunities. 

Based on the findings described in D2.1 first prototypes were implemented. These implementations are the base of the evaluation in this deliverable. They have been provided to expert users to allow them to investigate on features and function based on the findings from D2.1. In addition, enhancements towards final prototypes have been identified through questionnaires and interviews. 

This deliverable updates and refines the scenario definition and the use case requirements of Deliverable D2.1 and presents an initial evaluation of the INFORE prototype on this use case.

Files

D2.2 Requirements Scenario Definitions and Initial Evaluation Report.pdf

Additional details

Funding

European Commission
INFORE – Interactive Extreme-Scale Analytics and Forecasting 825070