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Acceleration of lattice models for pricing portfolios of fixed-income derivatives.
Wojciech Michal Pawlak
Marek Hlava
Martin Metaksov
Cosmin Eugen Oancea
Published in:
ARRAY@PLDI (2021)
Keyphrases
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probabilistic model
data sets
complex systems
decision makers
case study
information retrieval
bayesian networks
artificial neural networks
hidden markov models
data mining
model selection
database
statistical model
statistical models
computational models
autoregressive
fixed number