GPU parallel implementation for asset-liability management in insurance companies.
José L. FernándezAna M. FerreiroJosé Antonio García-RodríguezCarlos VázquezPublished in: J. Comput. Sci. (2018)
Keyphrases
- parallel implementation
- asset liability management
- stochastic programming
- risk management
- linear program
- parallel computation
- financial institutions
- graphics processing units
- embedded processors
- parallel computers
- distributed memory
- message passing interface
- fraud detection
- multistage
- parallel architecture
- real time
- cpu implementation
- data mining techniques