Parallel Simulations for Analysing Portfolios of Catastrophic Event Risk.
Aman Kumar BahlOliver BaltzerAndrew Rau-ChaplinBlesson VarghesePublished in: SC Companion (2012)
Keyphrases
- portfolio optimization
- decision making
- shared memory
- parallel computation
- event detection
- parallel implementation
- parallel processing
- portfolio selection
- risk management
- neural network
- high risk
- expected utility
- parallel computing
- parallel execution
- case study
- event processing
- distributed memory
- minimum risk
- extreme events
- bi objective
- risk analysis
- computer architecture
- massively parallel
- simulation model
- numerical simulations
- decision support system
- spatio temporal
- image sequences
- genetic algorithm