Uma Arquitetura de Digital Twin para Open Finance
Resumo
A convergência entre Digital Twins e Open Finance traz novas oportunidades. O Open Finance possibilita a coleta e o compartilhamento de grandes quantidades de dados financeiros entre diferentes participantes do mercado, como bancos, fintechs e outras instituições. Esses dados podem ser integrados em um Digital Twin, criando uma réplica digital de um cliente, processo ou sistema financeiro. Isso permite a simulação de diversos cenários, como o comportamento do cliente em resposta a diferentes produtos ou serviços financeiros, a previsão de tendências de inadimplência, a avaliação de riscos de crédito e a otimização da oferta de serviços. Nesse contexto, o presente artigo discute algumas arquiteturas de DT para o setor financeiro e apresenta uma arquitetura especificamente projetada para Open Finance.
Palavras-chave:
Digital Twin, Arquitetura, Open Finance
Referências
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J. McKendrick, "Banks Increasingly Use Digital Twins for Behavioral Modeling," RTInsights, 2023. [Online]. Available: [link]. [Accessed: Sep. 19, 2024].
NTT Data, "Digital Twins and the important role they play in the banking industry," 2024. [Online]. Available: [link].
J. R. Varma, "Blockchain in Finance," Vikalpa: The Journal for Decision Makers, vol. 44, no. 1, pp. 1–11, Mar. 2019. [Online]. Available: DOI: 10.1177/0256090919839897.
D. Bisht et al., "Imperative Role of Integrating Digitalization in the Firms Finance: A Technological Perspective," Electronics, vol. 11, no. 19, p. 3252, Oct. 2022. [Online]. Available: DOI: 10.3390/electronics11193252.
H. R. Hasan et al., "A Blockchain-Based Approach for the Creation of Digital Twins," IEEE Access, vol. 8, pp. 34113–26, 2020. [Online]. Available: DOI: 10.1109/ACCESS.2020.2974810.
S. Zacher, "Digital twins for education and study of engineering sciences," International Journal on Engineering, Science and Technology, vol. 2, no. 2, pp. 61-69, 2020.
E. Badakhshan and P. Ball, "Applying Digital Twins for Inventory and Cash Management in Supply Chains under Physical and Financial Disruptions," International Journal of Production Research, vol. 61, no. 15, pp. 5094-5116, Aug. 2023. [Online]. Available: DOI: 10.1080/00207543.2022.2093682.
M. L. Gomm, "Supply Chain Finance: Applying Finance Theory to Supply Chain Management to Enhance Finance in Supply Chains," International Journal of Logistics: Research and Applications, vol. 13, no. 2, pp. 133-142, 2010.
D. Burgos and D. Ivanov, "Food Retail Supply Chain Resilience and the COVID-19 Pandemic: A Digital Twin-Based Impact Analysis and Improvement Directions," Transportation Research Part E: Logistics and Transportation Review, vol. 152, 2021. [Online]. Available: DOI: 10.1016/j.tre.2021.102412.
J. Nicholls, A. Kuppa, and N. A. Le-Khac, "Financial Cybercrime: A Comprehensive Survey of Deep Learning Approaches to Tackle the Evolving Financial Crime Landscape," IEEE Access, vol. 9, pp. 163965–86, 2021. [Online]. Available: DOI: 10.1109/ACCESS.2021.3134076.
Armstrong, "Digital Twin: Financial Technology’s Next Frontier of Robo-Advisor," 2020.
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A. G. Siqueira, A. Cardoso, V. F. Martins, and I. F. Silveira, "From Virtual Reality to Digital Twins: The Long and Winding Road," in Symposium on Virtual and Augmented Reality, 2024.
P. Chatterjee, D. Das, and D. B. Rawat, "Digital Twin for Credit Card Fraud Detection: Opportunities, Challenges, and Fraud Detection Advancements," Future Generation Computer Systems, vol. 158, pp. 410–26, Sep. 2024. [Online]. Available: DOI: 10.1016/j.future.2024.04.057.
V. F. Martins, J. E. C. Bachmann, A. Cardoso, and I. F. Silveira, "A three-tiered architectural model for Digital Twins in Education," in VI Workshop de Modelagem e Simulação de Sistemas intensivos em Software - CBSoft 2024, 2024, [Manuscript accepted for publication].
R. Boffey and G. N. Robson, "Bank credit risk management," Managerial Finance, vol. 21, pp. 66–78, 1995. [Online]. Available: [link].
M. Doumpos, C. Lemonakis, D. Niklis, and C. Zopounidis, "Analytical techniques in the assessment of credit risk," in EURO Advanced Tutorials on Operational Research, Cham: Springer International Publishing, 2019.
Brasil, "Resolução Conjunta No 1, de 4 de maio de 2020," Banco Central do Brasil, Brasília, DF, 2020. [Online]. Available: [link]. [Accessed: Sep. 19, 2024].
R. G. G. Ramos et al., "A importância da consolidação dos dados financeiros no contexto do open finance para a inovação de produtos e serviços," Revista de Gestão e Secretariado, vol. 15, no. 2, Feb. 2024. [Online]. Available: DOI: 10.7769/gesec.v15i2.3524.
INDUSTRIAL INTERNET CONSORTIUM (IIC), "Digital twins for industrial applications," 2020. [Online]. Available: [link]. [Accessed: Jan. 22, 2023].
E. Badakhshan and P. Ball, "Applying Digital Twins for Inventory and Cash Management in Supply Chains under Physical and Financial Disruptions," International Journal of Production Research, vol. 61, no. 15, pp. 5094-5116, Aug. 2023. [Online]. Available: DOI: 10.1080/00207543.2022.2093682.
L. O. Hjelkrem, P. E. De Lange, and E. Nesset, "The Value of Open Banking Data for Application Credit Scoring: Case Study of a Norwegian Bank," Journal of Risk and Financial Management, vol. 15, no. 12, p. 597, Dec. 2022. [Online]. Available: DOI: 10.3390/jrfm15120597.
D. Drummond and A. Gonsard, "Patient digital twins: an introduction based on a scoping review," medRxiv, Feb. 2024.
M. Anshari, M. N. Almunawar, and M. Masri, "Digital Twin: Financial Technology’s Next Frontier of Robo-Advisor," Journal of Risk and Financial Management, vol. 15, no. 4, p. 163, Apr. 2022. [Online]. Available: DOI: 10.3390/jrfm15040163.
Altair, "2023 Global Digital Twin Survey Report - Vertical Breakdown: Banking, Financial Services and Insurance," 2023. [Online]. Available: [link]. [Accessed: Jul. 28, 2024].
J. McKendrick, "Banks Increasingly Use Digital Twins for Behavioral Modeling," RTInsights, 2023. [Online]. Available: [link]. [Accessed: Sep. 19, 2024].
NTT Data, "Digital Twins and the important role they play in the banking industry," 2024. [Online]. Available: [link].
J. R. Varma, "Blockchain in Finance," Vikalpa: The Journal for Decision Makers, vol. 44, no. 1, pp. 1–11, Mar. 2019. [Online]. Available: DOI: 10.1177/0256090919839897.
D. Bisht et al., "Imperative Role of Integrating Digitalization in the Firms Finance: A Technological Perspective," Electronics, vol. 11, no. 19, p. 3252, Oct. 2022. [Online]. Available: DOI: 10.3390/electronics11193252.
H. R. Hasan et al., "A Blockchain-Based Approach for the Creation of Digital Twins," IEEE Access, vol. 8, pp. 34113–26, 2020. [Online]. Available: DOI: 10.1109/ACCESS.2020.2974810.
S. Zacher, "Digital twins for education and study of engineering sciences," International Journal on Engineering, Science and Technology, vol. 2, no. 2, pp. 61-69, 2020.
E. Badakhshan and P. Ball, "Applying Digital Twins for Inventory and Cash Management in Supply Chains under Physical and Financial Disruptions," International Journal of Production Research, vol. 61, no. 15, pp. 5094-5116, Aug. 2023. [Online]. Available: DOI: 10.1080/00207543.2022.2093682.
M. L. Gomm, "Supply Chain Finance: Applying Finance Theory to Supply Chain Management to Enhance Finance in Supply Chains," International Journal of Logistics: Research and Applications, vol. 13, no. 2, pp. 133-142, 2010.
D. Burgos and D. Ivanov, "Food Retail Supply Chain Resilience and the COVID-19 Pandemic: A Digital Twin-Based Impact Analysis and Improvement Directions," Transportation Research Part E: Logistics and Transportation Review, vol. 152, 2021. [Online]. Available: DOI: 10.1016/j.tre.2021.102412.
J. Nicholls, A. Kuppa, and N. A. Le-Khac, "Financial Cybercrime: A Comprehensive Survey of Deep Learning Approaches to Tackle the Evolving Financial Crime Landscape," IEEE Access, vol. 9, pp. 163965–86, 2021. [Online]. Available: DOI: 10.1109/ACCESS.2021.3134076.
Armstrong, "Digital Twin: Financial Technology’s Next Frontier of Robo-Advisor," 2020.
L. S. D. Nagli, Resolução Conjunta Nº 1, 2020, Fundação Getulio Vargas, São Paulo, 2023.
A. G. Siqueira, A. Cardoso, V. F. Martins, and I. F. Silveira, "From Virtual Reality to Digital Twins: The Long and Winding Road," in Symposium on Virtual and Augmented Reality, 2024.
P. Chatterjee, D. Das, and D. B. Rawat, "Digital Twin for Credit Card Fraud Detection: Opportunities, Challenges, and Fraud Detection Advancements," Future Generation Computer Systems, vol. 158, pp. 410–26, Sep. 2024. [Online]. Available: DOI: 10.1016/j.future.2024.04.057.
V. F. Martins, J. E. C. Bachmann, A. Cardoso, and I. F. Silveira, "A three-tiered architectural model for Digital Twins in Education," in VI Workshop de Modelagem e Simulação de Sistemas intensivos em Software - CBSoft 2024, 2024, [Manuscript accepted for publication].
R. Boffey and G. N. Robson, "Bank credit risk management," Managerial Finance, vol. 21, pp. 66–78, 1995. [Online]. Available: [link].
M. Doumpos, C. Lemonakis, D. Niklis, and C. Zopounidis, "Analytical techniques in the assessment of credit risk," in EURO Advanced Tutorials on Operational Research, Cham: Springer International Publishing, 2019.
Brasil, "Resolução Conjunta No 1, de 4 de maio de 2020," Banco Central do Brasil, Brasília, DF, 2020. [Online]. Available: [link]. [Accessed: Sep. 19, 2024].
R. G. G. Ramos et al., "A importância da consolidação dos dados financeiros no contexto do open finance para a inovação de produtos e serviços," Revista de Gestão e Secretariado, vol. 15, no. 2, Feb. 2024. [Online]. Available: DOI: 10.7769/gesec.v15i2.3524.
INDUSTRIAL INTERNET CONSORTIUM (IIC), "Digital twins for industrial applications," 2020. [Online]. Available: [link]. [Accessed: Jan. 22, 2023].
Publicado
27/11/2024
Como Citar
BACHMANN, João Eduardo Cosentino; SILVEIRA, Ismar Frango; MARTINS, Valéria Farinazzo; CARDOSO, Alexandre.
Uma Arquitetura de Digital Twin para Open Finance. In: CONGRESSO LATINO-AMERICANO DE SOFTWARE LIVRE E TECNOLOGIAS ABERTAS (LATINOWARE), 21. , 2024, Foz do Iguaçu/PR.
Anais [...].
Porto Alegre: Sociedade Brasileira de Computação,
2024
.
p. 307-314.
DOI: https://doi.org/10.5753/latinoware.2024.245537.
