Desmettre, Sascha; Korn, Ralf; Varela, Javier Alejandro; … - In: Risks : open access journal 4 (2016) 4, pp. 1-35
Risk analysis and management currently have a strong presence in financial institutions, where high performance and …. This allows us for the first time to investigate their performance on heterogeneous compute systems and across different … code, and the size of the simulations is scaled in order to evaluate variations in performance. Furthermore, we assess …