Cost vs. performance of VaR on accelerator platforms.

Mukul Majmudar Ciprian Docan Manish Parashar Christopher Marty

Published in: SC-WHPCF (2009)

Keyphrases

total cost
case study
multiscale
cost sensitive
storage space
high cost
cost reduction
risk measures
neural network
decision making
dynamic programming
minimum cost
parallel implementation
minimal cost