GPU-Accelerated Method for Simulating Efficient Portfolios in the Mean-Variance Analysis.

Paradorn Charoenphaibul Nopadon Juneam

Published in: JCSSE (2020)

Keyphrases

gpu accelerated
objective function
computationally efficient
similarity measure
significant improvement
detection method
three dimensional
statistical methods
real time
cost function
statistical analysis
clustering method
finite element