Near Real-Time Risk Simulation of Complex Portfolios on Heterogeneous Computing Systems with OpenCL.
Javier Alejandro VarelaNorbert WehnPublished in: IWOCL (2017)
Keyphrases
- computing systems
- real time
- graphics processing units
- computer systems
- computing technologies
- heterogeneous systems
- parallel computing
- autonomic computing systems
- portfolio optimization
- high performance computing
- parallel architectures
- real world
- processing units
- high end
- database systems
- autonomic computing
- decision making
- changing environment
- ubiquitous computing environments
- software developers
- databases