Kurt Keutzer

University of California, Berkeley - Department of Electrical Engineering & Computer Sciences (EECS)

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Scholarly Papers (1)

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Acceleration of Market Value-at-Risk Estimation

Number of pages: 8 Posted: 28 Mar 2010
Jike Chong, Kurt Keutzer and Matthew Francis Dixon
University of California, Berkeley - Department of Electrical Engineering & Computer Sciences (EECS), University of California, Berkeley - Department of Electrical Engineering & Computer Sciences (EECS) and Illinois Institute of Technology
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Abstract:

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Value-at-risk, Monte-Carlo Simulation, Graphics Processing Units (GPUs), Parallel Computing