An equity mutual fund is a financial instrument that invests in a set of stocks. Any two different funds may partially invest in some of the same stocks, thus overlap is common. P...
Christoph Csallner, Marcus Handte, Othmar Lehmann,...
—The nature of the Blogosphere determines that the majority of bloggers are only connected with a small number of fellow bloggers, and similar bloggers can be largely disconnecte...
Nitin Agarwal, Huan Liu, Shankara B. Subramanya, J...
In large-scale parallel applications a graph coloring is often carried out to schedule computational tasks. In this paper, we describe a new distributedmemory algorithm for doing t...
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
As the Internet and enterprise wide distributed systems become more prevalent in business IT systems, numerous advanced COTS (commercial off-the-shelf) middleware technologies hav...