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  • Search: subject:"Parallel Computing"
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Year of publication
Subject
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parallel computing 30 Theorie 20 Parallel computing 19 Theory 18 Parallel Computing 17 Mathematische Optimierung 12 Mathematical programming 11 GPU 9 Stochastic process 9 Stochastischer Prozess 9 Algorithmus 8 Parallel computer 8 Parallelrechner 8 Algorithm 7 Decomposition method 7 Dekompositionsverfahren 6 Monte Carlo simulation 6 Monte-Carlo-Simulation 6 Bayes-Statistik 5 Matlab 5 Monte Carlo 5 Simulation 5 Density Forecast Combination 4 Dynamic programming 4 Dynamische Optimierung 4 Econometrics 4 Estimation theory 4 Ganzzahlige Optimierung 4 Integer programming 4 MPI 4 Schätztheorie 4 Sequential Monte Carlo 4 Bayesian inference 3 Benders decomposition 3 Big Data 3 Big data 3 Code optimization 3 Computer 3 DSGE models 3 EU countries 3
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Online availability
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Free 76 CC license 5
Type of publication
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Book / Working Paper 56 Article 19 Other 1
Type of publication (narrower categories)
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Working Paper 21 Graue Literatur 17 Non-commercial literature 17 Arbeitspapier 15 Article in journal 12 Aufsatz in Zeitschrift 12 Article 4 Aufsatzsammlung 1 Collection of articles of several authors 1 Collection of articles written by one author 1 Hochschulschrift 1 Sammelwerk 1 Sammlung 1
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Language
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English 55 Undetermined 21
Author
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Grassi, Stefano 12 Ravazzolo, Francesco 9 Creel, Michael 8 Casarin, Roberto 7 Dijk, Herman K. van 5 Benschop, Thijs 3 Borke, Lukas 3 Leon-Gonzalez, Roberto 3 Majoni, Blessings 3 Yu, Lining 3 van Dijk, Herman K. 3 Baştürk, Nalan 2 Bernardi, Mauro 2 Cai, Yongyang 2 Crainic, Teodor Gabriel 2 Gendreau, Michel 2 Guo, Guangbao 2 Held, Matthias 2 Hesamzadeh, Mohammad Reza 2 Hoogerheide, Lennart 2 Härdle, Wolfgang 2 Judd, Kenneth L. 2 Li, Wei 2 Omachel, Marcel 2 Paraschiv, Florentina 2 Rahmaniani, Ragheb 2 Rei, Walter 2 Sermpinis, Georgios 2 Shephard, Neil 2 Steinbuks, Jevgenijs 2 Strid, Ingvar 2 Strömberg, Ann-Brith 2 ANDERSEN, Erling D. 1 ANDERSEN, Knud D. 1 Aldasoro Marcellan, Unai 1 Almgren, Torgny 1 Andrade, João 1 Araceli, María 1 Ben-Abdellatif, Malek 1 Ben-Ameur, Hatem 1
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Institution
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Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona 6 School of Economics and Management, University of Aarhus 3 European Investment Bank 2 HAL 2 Society for Computational Economics - SCE 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 1 Department of Agricultural Economics, Agricultural University of Athens 1 Department of Economics, Oxford University 1 Department of Social and Decision Sciences, Carnegie Mellon University 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica 1 Economics Group, Nuffield College, University of Oxford 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Europäische Investitionsbank 1 Europäische Kommission / Generaldirektion Forschung und Innovation 1 Europäische Kommission / Generaldirektion Kommunikationsnetze, Inhalte und Technologien 1 Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia 1 Norges Bank 1 Tilburg University, Center for Economic Research 1 Tinbergen Instituut 1
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Published in...
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UFAE and IAE Working Papers 6 CIRRELT 3 CREATES Research Papers 3 Computational management science 3 Computing in Economics and Finance 2005 2 GRIPS discussion papers 2 SSE/EFI Working Paper Series in Economics and Finance 2 Working Papers / HAL 2 Asian Agricultural Research 1 BILTOKI 1 CORE Discussion Papers 1 Cambridge working papers in economics 1 Collegium of Economic Analysis Annals 1 DIAG Technical Reports 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Discussion paper / Tinbergen Institute 1 EPRG working paper 1 ERIM report series research in management 1 Econometrics 1 Econometrics : open access journal 1 Economics Papers / Economics Group, Nuffield College, University of Oxford 1 Economics Series Working Papers / Department of Economics, Oxford University 1 GEMF Working Papers 1 IFN Working Paper 1 IRTG 1792 Discussion Paper 1 IRTG 1792 discussion paper 1 Informatica Economica 1 Innovation Finance Advisory studies 1 International Journal of Financial Studies 1 International Journal of Financial Studies : open access journal 1 Journal of Global Optimization 1 LIDAM discussion paper CORE 1 Operations research forum 1 Papers / Department of Social and Decision Sciences, Carnegie Mellon University 1 Quaderni del Dipartimento di economia politica e statistica 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 RIETI discussion paper series 1 Risks : open access journal 1 SFB 649 Discussion Paper 1
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Source
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ECONIS (ZBW) 34 RePEc 30 EconStor 11 BASE 1
Showing 1 - 10 of 76
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Dynamic programming for designing and valuing two-dimensional financial derivatives
Ben-Abdellatif, Malek; Ben-Ameur, Hatem; Chérif, Rim; … - In: Risks : open access journal 12 (2024) 12, pp. 1-15
We use dynamic programming, finite elements, and parallel computing to design and evaluate two-dimensional financial … numerical (but not a statistical) error and a state (but not a time) discretization. Parallel computing is used to speed up the …
Persistent link: https://www.econbiz.de/10015325218
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An exploration of quantitative models and algorithms for vehicle routing optimization and traveling salesman problems
Lähdeaho, Oskari; Hilmola, Olli-Pekka - In: Supply chain analytics 5 (2024), pp. 1-9
This study presents optimization models for large vehicle routing problems using a spreadsheet solver and Python programming language with extended graphic card boosting computing power. Near optimality is feasible and attainable with spreadsheet tools and models for solving real-life problems....
Persistent link: https://www.econbiz.de/10014516546
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Decomposition methods for multi-horizon stochastic programming
Zhang, Hongyu; Grossmann, Ignacio E.; Tomasgard, Asgeir - In: Computational management science 21 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10014636804
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Exact likelihood for inverse gamma Stochastic Volatility models
Leon-Gonzalez, Roberto; Majoni, Blessings - 2024 - This version: April 2024
Persistent link: https://www.econbiz.de/10014574199
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On the use of overlapping convex hull relaxations to solve nonconvex MINLPs
Wu, Ouyang; Muts, Pavlo; Nowak, Ivo; Hendrix, Eligius M. T. - In: Journal of Global Optimization 91 (2024) 2, pp. 415-436
Abstract We present a novel relaxation for general nonconvex sparse MINLP problems, called overlapping convex hull relaxation (CHR). It is defined by replacing all nonlinear constraint sets by their convex hulls. If the convex hulls are disjunctive, e.g. if the MINLP is block-separable, the CHR...
Persistent link: https://www.econbiz.de/10015408337
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Performance evaluation of LU matrix decomposition using the SYCL standard
Nasikan, Dmytro; Yaremenko, Vadym - In: Technology audit and production reserves 3 (2023) 2/71, pp. 6-9
Persistent link: https://www.econbiz.de/10014388904
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A criterion space decomposition approach to generalized tri-objective tactical resource allocation
Fotedar, Sunney; Strömberg, Ann-Brith; Almgren, Torgny; … - In: Computational management science 20 (2023) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10014391973
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An AI approach to measuring financial risk
Yu, Lining; Härdle, Wolfgang; Borke, Lukas; Benschop, Thijs - In: The Singapore economic review 68 (2023) 5, pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
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Exact likelihood for inverse gamma stochastic volatility models
Leon-Gonzalez, Roberto; Majoni, Blessings - 2023
Persistent link: https://www.econbiz.de/10014330018
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An asynchronous parallel Benders decomposition method for stochastic network design problems
Rahmaniani, Ragheb; Crainic, Teodor Gabriel; Gendreau, … - 2023
Persistent link: https://www.econbiz.de/10013502324
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