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publications:publi:alm04tbe [2019/04/25 08:49]
publications:publi:alm04tbe [2019/09/12 08:51] (current)
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 +<p> <h1> AlM04tbe</​h1>​
 + <​p><​span class="​BibAuthor">​A.B. Alonso-Conde,​ R. Moreno-Vozmediano</​span>​. <span class="​BibJournalTitle">​A High Throghput Soution for Portfolio VaR Simulation</​span>​. <span class="​BibJournalName">​WSEAS Transaction on Business and Economics</​span>,​ 1(1):1-6, 2004.</​P><​p>​
 +<p>
 +<a name="​abstract"></​a><​h2>​ Abstract ​ </h2> <​P> ​
 +This paper explores the application of Grid computing technology for solving compute-intensive problems in finance. In particular, we propose a high-throughput parallel version of the Monte Carlo algorithm for portfolio VaR simulation, based on a master-worker paradigm, which runs in a Grid environment an obtains a substantial time reduction with regard to the serial algorithm, by exploiting the idle periods of the existing computational resources, like PC's or workstations<​p>​
 + <a name="​keyword"></​a>​ <​h2>​Keywords </h2> <p> [ <a href="/​doku.php?​id=publications:​keyword:​grid">​Grid</​a>​ ] [ <a href="/​doku.php?​id=publications:​keyword:​gridway">​ Gridway</​a>​ ] [ <a href="/​doku.php?​id=publications:​keyword:​tic2002-00334">​Tic2002-00334</​a>​ ] 
 +<a name="​contact"></​a><​h2>​ Contact ​ </h2> <​P> ​
 +<a href="​mailto:​rmoreno@dacya.ucm.es">​Rafael ​ Moreno-Vozmediano</​a> ​ <a href="/​doku.php?​id=people:​moreno">​ <img src="/​lib/​exe/​fetch.php?​w=&​h=&​cache=cache&​media=html_icon.png"​ align=top border=0 alt =""></​a><​br> ​
 +
 +<a name="​bib"></​a><​h2>​ BibTex Reference ​ </h2> <​P> ​
 +@article{AlM04tbe,​ <​br>&​nbsp;&​nbsp;&​nbsp;​Author = {Alonso-Conde,​ A.B. and Moreno-Vozmediano,​ R.},<​br>&​nbsp;&​nbsp;&​nbsp;​Title = {A High Throghput Soution for Portfolio VaR Simulation},<​br>&​nbsp;&​nbsp;&​nbsp;​Journal = {WSEAS Transaction on Business and Economics},<​br>&​nbsp;&​nbsp;&​nbsp;​Volume = {1},<​br>&​nbsp;&​nbsp;&​nbsp;​Number = {1},<​br>&​nbsp;&​nbsp;&​nbsp;​Pages = {1--6},<​br>&​nbsp;&​nbsp;&​nbsp;​Publisher = {WSEAS},<​br>&​nbsp;&​nbsp;&​nbsp;​Year = {2004}<​br>​} <​br><​p>​
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 +</​div></​html>​
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