Efficient model points selection in insurance by parallel global optimization using multi CPU and multi GPU
Year of publication: |
2020
|
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Authors: | Ferreiro-Ferreiro, Ana Maria ; García-Rodríguez, José Antonio ; Souto, Luis A. ; Vázquez, Carlos |
Published in: |
Business & information systems engineering. - Atlanta, Georgia : AIS, ISSN 1867-0202, ZDB-ID 2478345-6. - Vol. 62.2020, 1, p. 5-20
|
Subject: | Model points portfolio | Risk functional | Hybrid optimization algorithms | Differential evolution | Basin hopping | Monte Carlo simulation | HPC | Multi CPU | Multi GPU | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Monte-Carlo-Simulation | Simulation | Portfolio-Management | Portfolio selection |
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