Portable Parallel Portfolio Optimization in the AURORA Financial Management System

Portable Parallel Portfolio Optimization in the AURORA Financial Management System

Authors
  • Laure, E.
  • Moritsch, H.
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Category
Paper in Conference Proceedings or in Workshop Proceedings
Event Title
Proceedings of the Commercial Applications for High-Performance Computing, ITCom 2001
Divisions
Scientific Computing
Event Location
Denver, Colorado, USA
Event Type
Conference
Event Dates
NULL
Date
August 2001
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