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  • Search: subject:"OpenCL"
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Year of publication
Subject
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OpenCL 3 conditional value-at-risk 2 heterogeneous compute systems 2 nested MC simulation 2 value-at-risk 2 Composite likelihood 1 Correlation 1 Energieeinsparung 1 Energy conservation 1 Estimation theory 1 Euclidean likelihood 1 Gaussian random fields 1 Korrelation 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Measurement 1 Messung 1 Parallel computing 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk management 1 Risk measure 1 Schätztheorie 1 Simulation 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1
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Online availability
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Free 3
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 3
Author
All
Desmettre, Sascha 2 Korn, Ralf 2 Varela, Javier Alejandro 2 Wehn, Norbert 2 Bevilacqua, Moreno 1 Crudu, Federico 1 Morales-Oñate, Víctor 1
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Published in...
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Quaderni del Dipartimento di economia politica e statistica 1 Risks 1 Risks : open access journal 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
Cover Image
Blockwise Euclidean likelihood for spatio-temporal covariance models
Morales-Oñate, Víctor; Crudu, Federico; Bevilacqua, Moreno - 2020
Persistent link: https://www.econbiz.de/10012177081
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Cover Image
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:
Cover Image
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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