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Search: subject:"OpenCL"
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OpenCL
3
conditional value-at-risk
2
heterogeneous compute systems
2
nested MC simulation
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value-at-risk
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Composite likelihood
1
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Desmettre, Sascha
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Korn, Ralf
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Varela, Javier Alejandro
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Wehn, Norbert
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Bevilacqua, Moreno
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Crudu, Federico
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Risks
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ECONIS (ZBW)
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Blockwise Euclidean likelihood for spatio-temporal covariance models
Morales-Oñate, Víctor
;
Crudu, Federico
;
Bevilacqua, Moreno
-
2020
Persistent link: https://www.econbiz.de/10012177081
Saved in:
2
Nested MC-based risk measurement of complex portfolios: Acceleration and energy efficiency
Desmettre, Sascha
;
Korn, Ralf
;
Varela, Javier Alejandro
; …
- In:
Risks
4
(
2016
)
4
,
pp. 1-35
unit (GPU), and field-programmable gate array (FPGA). To this end, the
OpenCL
framework is employed to generate portable …
Persistent link: https://www.econbiz.de/10011709572
Saved in:
3
Nested MC-based risk measurement of complex portfolios : acceleration and energy efficiency
Desmettre, Sascha
;
Korn, Ralf
;
Varela, Javier Alejandro
; …
- In:
Risks : open access journal
4
(
2016
)
4
,
pp. 1-35
unit (GPU), and field-programmable gate array (FPGA). To this end, the
OpenCL
framework is employed to generate portable …
Persistent link: https://www.econbiz.de/10011556579
Saved in:
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