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"Optimizing IBM algorithmics' mark-to-future aggregation engine for ..."
Amy Wang et al. (2013)
- Amy Wang, Jan Treibig, Bob Blainey, Peng Wu, Yaoqing Gao, Barnaby Dalton, Danny Gupta, Fahham Khan, Neil Bartlett, Lior Velichover, James Sedgwick, Louis Ly:
Optimizing IBM algorithmics' mark-to-future aggregation engine for real-time counterparty credit risk scoring. WHPCF@SC 2013: 8:1-8:8
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