Parallel Simulations for Analysing Portfolios of Catastrophic Event Risk.
Aman Kumar BahlOliver BaltzerAndrew Rau-ChaplinBlesson VarghesePublished in: CoRR (2013)
Keyphrases
- portfolio optimization
- event detection
- parallel processing
- decision making
- extreme events
- investment decisions
- parallel implementation
- numerical simulations
- risk management
- event recognition
- stock market
- database
- risk assessment
- simulation models
- early warning
- parallel programming
- portfolio selection
- decision support system
- decision makers
- risk measures
- data sets