FPGA acceleration of mean variance framework for optimal asset allocation

2008 Workshop on High Performance Computational Finance, WHPCF 2008

Volumn , Issue , 2008, Pages

  Irturk, Ali ^a   Benson, Bridget ^a   Laptev, Nikolay ^b   Kastner, Ryan ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b University of California   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION APPROACHES; ASSET ALLOCATIONS; ASSET CLASS; FINANCIAL MARKETS; FINANCIAL PORTFOLIOS; FPGA IMPLEMENTATIONS; HIGH PERFORMANCE COMPUTING; MARKOWITZ; MEAN VARIANCES; OPTIMAL ALLOCATIONS; PERFORMANCE RATIOS; SOFTWARE IMPLEMENTATIONS;

FINANCIAL DATA PROCESSING; INVESTMENTS; OPTIMIZATION;

FIELD PROGRAMMABLE GATE ARRAYS (FPGA);

EID: 62949182314     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WHPCF.2008.4745400     Document Type: Conference Paper

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