Calibration of stochastic volatility models on a multi-core CPU cluster.

Matthew Dixon Mohammad Zubair

Published in: WHPCF@SC (2013)

Keyphrases

stock market
statistical models
probabilistic model
statistical model
stochastic models
monte carlo
artificial neural networks
high dimensional
vision system
complex systems
clustering algorithm
data points
computational models
random fields
stochastic model
stochastic process
image sequences