Efficient model points selection in insurance by parallel global optimization using multi CPU and multi GPU
Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez, Luis A. Souto, Carlos Vázquez
| Year of publication: |
2020
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|---|---|
| Authors: | Ferreiro-Ferreiro, Ana Maria ; García-Rodríguez, José Antonio ; Souto, Luis A. ; Vázquez, Carlos |
| Published in: |
Business & information systems engineering. - Atlanta, Georgia : AIS, ISSN 1867-0202, ZDB-ID 2478345-6. - Vol. 62.2020, 1, p. 5-20
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| Subject: | Model points portfolio | Risk functional | Hybrid optimization algorithms | Differential evolution | Basin hopping | Monte Carlo simulation | HPC | Multi CPU | Multi GPU | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Monte-Carlo-Simulation | Portfolio-Management | Portfolio selection | Algorithmus | Algorithm | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12599-019-00626-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012221971