Optimizing IBM algorithmics' mark-to-future aggregation engine for real-time counterparty credit risk scoring.
Amy WangJan TreibigBob BlaineyPeng WuYaoqing GaoBarnaby DaltonDanny GuptaFahham KhanNeil BartlettLior VelichoverJames SedgwickLouis LyPublished in: WHPCF@SC (2013)