Using Premia and Nsp for constructing a risk management benchmark for testing parallel architecture.
Jean-Philippe ChancelierBernard LapeyreJérôme LelongPublished in: Concurr. Comput. Pract. Exp. (2014)
Keyphrases
- risk management
- parallel architecture
- risk assessment
- decision support system
- risk evaluation
- parallel processing
- hardware implementation
- systolic array
- risk analysis
- operational risk
- shared memory
- parallel implementation
- project management
- distributed memory
- high level synthesis
- software projects
- portfolio optimization
- information security management
- financial institutions
- data mining
- real world
- autonomous agents
- higher order
- cooperative