Automatic Generation and Optimisation of Reconfigurable Financial Monte-Carlo Simulations.
David B. ThomasJacob A. BowerWayne LukPublished in: ASAP (2007)
Keyphrases
- monte carlo simulation
- multi objective evolutionary
- monte carlo
- markov chain
- low cost
- reconfigurable architecture
- automatically generate
- stock market
- risk management
- decision making
- genetic algorithm
- general purpose
- portfolio optimization
- fine grain
- optimisation algorithm
- systolic array
- objective function
- digital signal
- image processing